GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,318
COMMITMENTS
  23,699    8,996      240   34,707   49,868   58,646   59,104      672      214

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,804)
     739      405       53    1,022    1,336    1,814    1,794      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     15.2      0.4     58.5     84.1     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        7        3       38       40       43       48                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,460
COMMITMENTS
     220        0        0    7,240    7,460    7,460    7,460        0        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        198)
       0        0        0      198      198      198      198        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     97.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       17       15       17                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,178
COMMITMENTS
     710      177      937    5,565    6,309    7,212    7,423      966      755

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        -72)
      11       -5     -180       63       81     -106     -104       34       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      2.2     11.5     68.0     77.1     88.2     90.8     11.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        5       25       28       31       34                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,078
COMMITMENTS
   1,924      174      252    4,137    6,103    6,313    6,529      765      549

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        264)
     106       16      -57      172      229      221      188       43       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      2.5      3.6     58.4     86.2     89.2     92.2     10.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        5       26       35       32       42                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,033
COMMITMENTS
     887      663      900    5,074    4,976    6,861    6,539      172      494

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        417)
     110      -58       98      154      387      362      427       55      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      9.4     12.8     72.1     70.8     97.6     93.0      2.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        4        7       27       26       37       34                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,373
COMMITMENTS
     315      606      105      838      602    1,258    1,313      115       60

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:         35)
      90       75      -70       15       30       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     44.1      7.6     61.0     43.8     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        3       16       11       23       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,396
COMMITMENTS
      25   13,231      120   28,202   14,832   28,347   28,183       49      213

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,055)
       0      630        0    1,055      425    1,055    1,055        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     46.6      0.4     99.3     52.2     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       28       17       30       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,558
COMMITMENTS
   1,031    2,110      354    2,609    1,869    3,994    4,333      564      225

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:         82)
      84      125       10      -10      -40       84       95       -2      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     46.3      7.8     57.2     41.0     87.6     95.1     12.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        7        6       24       16       34       26                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,155
COMMITMENTS
       0      608      215    2,449    2,216    2,664    3,039      491      116

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     19.3      6.8     77.6     70.2     84.4     96.3     15.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       17       15       20       18                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      378,646
COMMITMENTS
  62,999   63,507   56,451  216,132  226,173  335,582  346,131   43,064   32,515

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     20,340)
  -1,546   -4,114    6,044   14,575   22,220   19,073   24,150    1,267   -3,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     16.8     14.9     57.1     59.7     88.6     91.4     11.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      40       55       60       81       84      158      165                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,436
COMMITMENTS
       0    1,750      500   44,998   47,297   45,498   49,547   10,938    6,889

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      3,958)
       0        0        0    3,820    3,878    3,820    3,878      138       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.9     79.7     83.8     80.6     87.8     19.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        1       24       29       25       31                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,070,818
COMMITMENTS
 255,088  434,965  340,116  408,606  251,167  1003810  1026248   67,008   44,570

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -38,453)
  -9,901  -33,406    2,462  -31,009   -8,442  -38,448  -39,386       -5      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     40.6     31.8     38.2     23.5     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     113      135      139       70       57      263      262                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      297,722
COMMITMENTS
  63,727   97,369   65,156  160,694  130,360  289,577  292,885    8,145    4,837

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     -8,603)
  -4,726   -3,501   -2,885     -599   -2,495   -8,210   -8,881     -393      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     32.7     21.9     54.0     43.8     97.3     98.4      2.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       13       29       35       35       66       67                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      120,257
COMMITMENTS
  16,190   23,808   23,640   73,542   68,597  113,372  116,045    6,885    4,212

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      4,569)
  -2,328      139    1,715    4,452    2,574    3,839    4,428      730      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.8     19.7     61.2     57.0     94.3     96.5      5.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       18       32       27       26       59       61                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,482,368
COMMITMENTS
 555,964   55,728  126,059  766,106  1274579  1448129  1456366   34,239   26,002

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     16,233)
   4,374    5,030   -1,470   10,964   12,165   13,868   15,725    2,365      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5      3.8      8.5     51.7     86.0     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      23       12       28       56       51       89       82                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      340,695
COMMITMENTS
  21,693   73,429   37,694  278,704  222,469  338,091  333,592    2,604    7,103

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      5,109)
    -142      876    1,508    4,044    1,293    5,410    3,677     -301    1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     21.6     11.1     81.8     65.3     99.2     97.9      0.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       19       28       35       30       66       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      119,068
COMMITMENTS
  47,931   52,485   19,450   50,333   46,206  117,714  118,141    1,354      927

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      2,524)
   3,426   -1,050     -540     -461    4,244    2,425    2,654       99     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     44.1     16.3     42.3     38.8     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       19       22       22       20       50       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       28,880
COMMITMENTS
  17,391    4,292    4,909    6,100   19,394   28,400   28,595      480      285

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        511)
     509      689     -204      311       18      616      503     -105        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.2     14.9     17.0     21.1     67.2     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        9       16       15       14       37       34                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,575
COMMITMENTS
     115      106       75    3,173    3,282    3,363    3,463      212      112

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        259)
      25      -20       20      224      289      269      289      -10      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.0      2.1     88.8     91.8     94.1     96.9      5.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       17       17       20       21                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       42,294
COMMITMENTS
   5,662    1,551    2,112   34,174   38,277   41,948   41,940      346      354

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,868)
    -577      226      -22    2,370    1,618    1,771    1,822       97       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      3.7      5.0     80.8     90.5     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      13       11        9       44       56       61       72                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,070
COMMITMENTS
     698    1,017      534    2,892    3,235    4,124    4,786      946      284

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        424)
      62      -87       50      272      441      384      404       40       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     20.1     10.5     57.0     63.8     81.3     94.4     18.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        5       10       23       26       35       38                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      219,728
COMMITMENTS
  11,360      955    2,455  205,722  216,318  219,537  219,728      191        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,731)
       0        0        0    1,731    1,731    1,731    1,731        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.4      1.1     93.6     98.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       18       23       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,711,673
COMMITMENTS
 208,370   15,860   53,500  3449803  3642313  3711673  3711673        0        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     29,825)
  93,920        0   -7,500  -56,595   37,325   29,825   29,825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.4      1.4     92.9     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       18       20       20                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,446
COMMITMENTS
     430        0        0   73,825   74,446   74,255   74,446      191        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        162)
       0        0        0      162      162      162      162        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     99.2    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       16       16       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,329,041
COMMITMENTS
   1,152        0        0  1327889  1329041  1329041  1329041        0        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     38,653)
       0        0        0   38,653   38,653   38,653   38,653        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       12       16       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,354
COMMITMENTS
     394      123       63   21,782   21,938   22,239   22,124      115      230

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,095)
       5        0        0    1,090    1,095    1,095    1,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.6      0.3     97.4     98.1     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       24       29       26       30                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      121,126
COMMITMENTS
   2,559    2,950      475  117,329  117,213  120,363  120,638      763      488

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        132)
     429      -20       13     -143      146      299      139     -167       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      2.4      0.4     96.9     96.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8        6        4       55       53       64       62                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,494
COMMITMENTS
   4,374      480      102   45,193   49,862   49,669   50,444      825       50

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      6,110)
   4,320        0        0    2,270    6,110    6,590    6,110     -480        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.0      0.2     89.5     98.7     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       18       20       20       22                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,330
COMMITMENTS
   1,582      257      150   29,343   30,698   31,075   31,105      255      225

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,864)
      -5       60      -53    2,061    1,922    2,003    1,929     -139      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.8      0.5     93.7     98.0     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        3       35       35       40       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,956
COMMITMENTS
     136    1,234      768   13,700   12,601   14,604   14,603      352      353

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        263)
      16     -120      239      253      179      508      298     -245      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.3      5.1     91.6     84.3     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       28       30       34       35                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,682
COMMITMENTS
     175      264      102   13,623   14,066   13,900   14,432      782      250

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        307)
     -76       59       17      351      213      292      289       15       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.8      0.7     92.8     95.8     94.7     98.3      5.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       24       20       27       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,705,631
COMMITMENTS
 527,838  219,861  539,732  552,733  849,662  1620303  1609255   85,328   96,376

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -77,226)
 -16,578  -54,699  -28,363  -28,775      417  -73,716  -82,645   -3,510    5,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     12.9     31.6     32.4     49.8     95.0     94.3      5.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     123      136      164       92      111      305      336                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,782
COMMITMENTS
  72,496   13,187    2,405   35,440   72,817  110,341   88,409   14,441   36,373

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      3,295)
   1,411     -738    1,699    2,087    9,000    5,197    9,961   -1,902   -6,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     10.6      1.9     28.4     58.4     88.4     70.9     11.6     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        5        6       16       19       24       27                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,252
COMMITMENTS
  10,379   70,159   78,211   70,637   11,182  159,227  159,552    7,025    6,700

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     10,518)
   1,412    2,313    7,678    1,686       79   10,776   10,070     -258      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     42.2     47.0     42.5      6.7     95.8     96.0      4.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13       12       23       16       14       42       39                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,787
COMMITMENTS
     480       90        0   14,202   14,647   14,682   14,737      105       50

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     -2,672)
     -60       90      -90   -2,552   -2,722   -2,702   -2,722       30       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.6      0.0     96.0     99.1     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       21       21       22       22                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,446
COMMITMENTS
  14,919    6,719      341    5,655   14,152   20,915   21,212    1,531    1,234

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        382)
     918     -984       52     -720    1,444      250      512      132     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.5     29.9      1.5     25.2     63.0     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      67       41       12       28       32      101       80                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       62,649
COMMITMENTS
  44,295   11,931    2,238    8,752   45,774   55,285   59,943    7,364    2,706

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:       -585)
    -201     -700     -186     -706      388   -1,093     -498      508      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.7     19.0      3.6     14.0     73.1     88.2     95.7     11.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     120       49       20       27       35      158       96                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      430,809
COMMITMENTS
 121,605   31,817   69,870  212,923  309,780  404,398  411,467   26,411   19,342

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      2,310)
    -474    3,993   -8,171    7,880    5,850     -765    1,672    3,075      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      7.4     16.2     49.4     71.9     93.9     95.5      6.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      84       36       67       90      104      203      184                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,125
COMMITMENTS
   2,185        0       16    4,269    6,845    6,470    6,861    2,655    2,264

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        901)
      32        0        0      769      890      801      890      100       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      0.0      0.2     46.8     75.0     70.9     75.2     29.1     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       17       18       19       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       25,020
COMMITMENTS
  10,734   21,875      747   13,332    2,398   24,813   25,020      207        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        -76)
    -175      -76        0       39        0     -136      -76       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     87.4      3.0     53.3      9.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        5        2       13        7       19       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       26,191
COMMITMENTS
   9,236    8,786    9,213    7,193    7,692   25,642   25,691      549      500

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        431)
     144      -62      -38      354      391      460      291      -29      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     33.5     35.2     27.5     29.4     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      22       21       29        8       10       43       47                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,029
COMMITMENTS
   3,123      275      375   28,216   31,379   31,714   32,029      315        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      3,621)
     -25        0        0    3,646    3,621    3,621    3,621        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.9      1.2     88.1     98.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        1       29       20       33       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,415
COMMITMENTS
       0    1,275      100    2,315    1,040    2,415    2,415        0        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        225)
     -50       25       50      225      150      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     52.8      4.1     95.9     43.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        2       13        6       15       11                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,902
COMMITMENTS
   2,135    2,472      215    6,507    6,215    8,857    8,902       45        0

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     27.8      2.4     73.1     69.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       10       12       14       15                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,596
COMMITMENTS
   3,314    8,243      588   12,674    8,566   16,576   17,397    1,020      199

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,218)
     175       47       13    1,139    1,038    1,327    1,098     -109      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     46.8      3.3     72.0     48.7     94.2     98.9      5.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        4        4       24       18       33       24                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        6,459
COMMITMENTS
      57    4,739       79    5,406    1,174    5,542    5,992      917      467

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        291)
       0      137       30      160       33      190      200      101       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     73.4      1.2     83.7     18.2     85.8     92.8     14.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       19       12       23       16                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,112
COMMITMENTS
     722    1,905      986    8,224    6,953    9,932    9,844      180      268

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        450)
     -99      120      108      441      238      450      466        0      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     18.8      9.8     81.3     68.8     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        9       11       25       20       39       35                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,310
COMMITMENTS
     401      300      235      547      627    1,183    1,162      127      148

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        160)
      50       20       30       80      110      160      160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     22.9     17.9     41.8     47.9     90.3     88.7      9.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        6        6        8        9       17       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,371
COMMITMENTS
   3,996    7,371    4,146   21,347   16,441   29,489   27,958    4,882    6,413

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,918)
     636     -284      711      571    1,054    1,918    1,481        0      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     21.4     12.1     62.1     47.8     85.8     81.3     14.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        2        5       16       13       24       18                  



Updated March 25, 2016