GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,616
COMMITMENTS
  22,896    4,137    1,668   27,314   46,332   51,878   52,137      738      479

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,604)
    -303        2       15    1,892    1,587    1,604    1,604        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5      7.9      3.2     51.9     88.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        7        7       35       36       43       46                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,562
COMMITMENTS
     625      200        0    4,926    5,351    5,551    5,551       11       11

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -333)
       0        0     -600      267      267     -333     -333        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      3.6      0.0     88.6     96.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       14       15       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,933
COMMITMENTS
     932      502      800    5,446    6,062    7,178    7,364      755      569

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        374)
     -58       55       75      525      312      542      442     -168      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      6.3     10.1     68.6     76.4     90.5     92.8      9.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        6       26       26       33       33                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,386
COMMITMENTS
   1,284      290      299    4,265    5,486    5,848    6,075      538      311

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        331)
     166       32       19       71      241      256      292       75       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      4.5      4.7     66.8     85.9     91.6     95.1      8.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        5       28       34       34       42                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,411
COMMITMENTS
     784    1,479      543    4,868    3,580    6,195    5,602      216      809

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        656)
     141      214       64      527      624      732      902      -76     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     23.1      8.5     75.9     55.8     96.6     87.4      3.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        5       26       16       34       24                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,263
COMMITMENTS
     115      377       85      963      691    1,163    1,153      100      110

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:         92)
      30       30      -20       42       42       52       52       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     29.8      6.7     76.2     54.7     92.1     91.3      7.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        2       13       12       16       19                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,129
COMMITMENTS
     136   12,212      120   25,861   13,531   26,117   25,863       12      266

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        656)
     -15      -60        0      671      716      656      656        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     46.7      0.5     99.0     51.8    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       21       12       23       15                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,583
COMMITMENTS
   1,026    1,965       91    2,845    2,188    3,962    4,244      621      339

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        461)
     175      237       21      253      191      449      449       12       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     42.9      2.0     62.1     47.7     86.4     92.6     13.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        7        4       19       18       29       25                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      364,163
COMMITMENTS
  67,789   62,201   67,963  184,139  190,661  319,892  320,825   44,271   43,338

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,355)
   2,290   -4,921    2,908   -2,149    1,035    3,049     -978   -1,694    2,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     17.1     18.7     50.6     52.4     87.8     88.1     12.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      45       52       62       78       82      157      165                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,003
COMMITMENTS
       0      325      350   27,901   34,720   28,251   35,395   12,752    5,608

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      4,966)
       0        0        0    3,579    4,752    3,579    4,752    1,387      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.9     68.0     84.7     68.9     86.3     31.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       21       28       22       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      937,857
COMMITMENTS
 211,968  393,252  293,400  368,047  208,547  873,415  895,199   64,442   42,658

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:    -34,470)
     347  -12,718    8,399  -41,331  -28,841  -32,585  -33,160   -1,885   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     41.9     31.3     39.2     22.2     93.1     95.5      6.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      96      121      149       68       54      254      243                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      755,699
COMMITMENTS
  38,494   37,365  258,294  454,796  458,029  751,583  753,688    4,117    2,012

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     30,069)
   3,431    2,885   13,493   13,409   13,899   30,334   30,277     -265     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      4.9     34.2     60.2     60.6     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      47       31       67       52       55      124      128                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      308,115
COMMITMENTS
  75,174  104,108   62,762  162,907  135,219  300,844  302,089    7,271    6,026

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      6,601)
  11,151    5,919   -5,437      832    6,311    6,546    6,793       55     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     33.8     20.4     52.9     43.9     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       14       27       34       32       65       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      108,548
COMMITMENTS
  25,392   23,448   14,685   60,192   62,807  100,269  100,940    8,279    7,608

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      7,072)
   3,886    2,824      662    3,407    3,466    7,955    6,952     -883      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     21.6     13.5     55.5     57.9     92.4     93.0      7.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15       15       23       20       21       44       50                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,432,938
COMMITMENTS
 545,035   56,876  101,781  746,106  1242528  1392922  1401185   40,016   31,753

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:         31)
  18,796   -2,102    2,744  -21,504     -140       36      502       -5     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      4.0      7.1     52.1     86.7     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      24       14       30       56       51       92       84                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      333,245
COMMITMENTS
  13,150   43,128   44,800  273,727  243,040  331,677  330,968    1,568    2,277

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     11,769)
   2,008    3,442      121    9,344    7,875   11,473   11,438      296      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     12.9     13.4     82.1     72.9     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       21       23       37       27       62       57                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      123,310
COMMITMENTS
  40,756   66,266   18,126   63,463   37,776  122,345  122,168      965    1,142

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,673)
     428      307    3,616     -386     -535    3,658    3,388       15      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1     53.7     14.7     51.5     30.6     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13       22       16       22       22       47       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,846
COMMITMENTS
  18,590    6,880    2,841    8,792   20,760   30,223   30,481      623      365

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        381)
   1,127      492     -519     -307      348      301      321       80       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.3     22.3      9.2     28.5     67.3     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        8       10       14       10       31       24                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        3,507
COMMITMENTS
     554      245      982    1,972    2,280    3,507    3,507        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        699)
      56       54      353      290      291      699      698        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      7.0     28.0     56.2     65.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        6        9        6        7       19       17                  
 
 
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       17,702
COMMITMENTS
   3,528    6,283    9,133    5,041    2,285   17,702   17,702        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     35.5     51.6     28.5     12.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        5       10        8        6       19       17                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       45,519
COMMITMENTS
   5,366    1,515    4,986   34,786   38,740   45,137   45,240      382      279

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,989)
     330     -183    1,028    2,620    3,177    3,979    4,023       11      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      3.3     11.0     76.4     85.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       12       15       46       54       69       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,288
COMMITMENTS
     361      669      531    2,472    2,731    3,364    3,931      924      357

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        724)
      10     -203      176      540      747      726      720       -2        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     15.6     12.4     57.6     63.7     78.5     91.7     21.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        4       21       25       27       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      167,094
COMMITMENTS
  10,855    1,405    2,344  153,660  163,345  166,859  167,094      235        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        624)
      23        0       23      578      601      624      624        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.8      1.4     92.0     97.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       18       22       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,289,132
COMMITMENTS
 187,200        0        0  3101932  3289132  3289132  3289132        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     38,801)
       0        0        0   38,801   38,801   38,801   38,801        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.0      0.0     94.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       16       21       16                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,369
COMMITMENTS
     319        0        0   74,050   74,369   74,369   74,369        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        347)
       0        0        0      347      347      347      347        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       16       17       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,575,713
COMMITMENTS
   3,357        0        0  1572356  1575713  1575713  1575713        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     13,490)
       0        0        0   13,490   13,490   13,490   13,490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       12       18       12                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       99,584
COMMITMENTS
       0        0        0   99,328   99,584   99,328   99,584      256        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:    -34,232)
       0        0        0  -34,144  -34,232  -34,144  -34,232      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14        7       14        7                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,546
COMMITMENTS
     893       62       62   21,451   22,152   22,406   22,276      140      270

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,657)
      50       62        0    1,607    1,705    1,657    1,767        0     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.3      0.3     95.1     98.3     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       21       27       23       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       99,505
COMMITMENTS
   1,336    8,736    1,118   96,151   89,275   98,605   99,129      900      376

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -2,609)
    -783     -693      329   -2,088   -2,239   -2,542   -2,603      -67       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      8.8      1.1     96.6     89.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       6       10        6       53       46       63       59                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,479
COMMITMENTS
   2,379    4,060      397   26,279   24,661   29,055   29,118      424      361

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        167)
     -75      -20       97      160       90      182      167      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     13.8      1.3     89.1     83.7     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        6        5       33       33       41       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,386
COMMITMENTS
      90      517      258    7,527    7,268    7,875    8,043      511      343

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        301)
     -50      108     -119      336      222      167      211      134       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      6.2      3.1     89.8     86.7     93.9     95.9      6.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       26       24       29       28                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,227
COMMITMENTS
      64      666       88   11,201   11,304   11,353   12,058      874      169

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        229)
      10        0       -5      129      194      134      189       95       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      5.4      0.7     91.6     92.5     92.9     98.6      7.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       23       19       26       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,537,432
COMMITMENTS
 511,030  315,944  1037714  872,633  1090242  2421377  2443901  116,055   93,531

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:    202,220)
  31,490   54,651  106,652   48,156   39,956  186,298  201,259   15,922      960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     12.5     40.9     34.4     43.0     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     176      153      229      103      109      395      387                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,355
COMMITMENTS
  38,797    4,071   35,844   42,020   78,484  116,661  118,399    2,694      956

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     16,463)
   5,637     -607    4,520    6,279   12,715   16,436   16,627       27     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      3.4     30.0     35.2     65.8     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        3       17       15       21       20                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,322
COMMITMENTS
  68,851   11,419    1,066   33,852   53,591  103,769   66,076   13,553   51,246

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,293)
    -231      410      277      717     -467      763      220      530    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.7      9.7      0.9     28.9     45.7     88.4     56.3     11.6     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        4       13       16       21       21                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,035
COMMITMENTS
  14,842   11,988   16,242    2,963    6,129   34,047   34,359      988      676

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     16,343)
   6,154    5,337    9,102      806    1,805   16,062   16,244      281       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     34.2     46.4      8.5     17.5     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        3       10        8        9       23       21                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,988
COMMITMENTS
  20,818    1,941   28,900   79,430   90,012  129,148  120,852   11,840   20,136

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      5,379)
    -250      138    2,086    2,630    1,952    4,466    4,175      914    1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      1.4     20.5     56.3     63.8     91.6     85.7      8.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        2        8       18       18       26       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,369
COMMITMENTS
  22,848   78,556   76,353   83,080   27,981  182,280  182,889    6,088    5,479

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,383)
    -105      543   -1,430    1,642    1,581      107      695    1,276      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     41.7     40.5     44.1     14.9     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       14       27       16       14       44       42                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,694
COMMITMENTS
  19,766   12,068   85,286   29,063   36,234  134,115  133,587      579    1,107

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      9.0     63.3     21.6     26.9     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        7        6        8        8       14       17                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,670
COMMITMENTS
     600       60       30   15,905   16,423   16,535   16,513      135      157

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,333)
       0        0        0    2,243    2,333    2,243    2,333       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.4      0.2     95.4     98.5     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       19       23       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,830
COMMITMENTS
  17,446   13,522      936    7,765   11,088   26,147   25,545    1,683    2,285

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,371)
      82    2,958      578    1,832   -1,695    2,492    1,841     -121      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.7     48.6      3.4     27.9     39.8     94.0     91.8      6.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      71       70       15       32       30      111      107                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,805
COMMITMENTS
  47,305   24,430    2,893   11,883   37,899   62,080   65,222    7,725    4,583

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,380)
     941    2,472    1,014    1,267   -1,213    3,221    2,272      159    1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.8     35.0      4.1     17.0     54.3     88.9     93.4     11.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
     122       76       22       35       34      170      121                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      379,387
COMMITMENTS
 118,433   47,866   76,510  160,856  232,899  355,799  357,275   23,588   22,112

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     12,580)
  -3,812    2,567    2,400   12,639    5,831   11,228   10,798    1,352    1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     12.6     20.2     42.4     61.4     93.8     94.2      6.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      76       51       64       85       96      189      186                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,950
COMMITMENTS
   2,321      839    1,229    7,015    9,192   10,565   11,260    2,385    1,690

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        813)
     164       62       11      440      750      615      823      198      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      6.5      9.5     54.2     71.0     81.6     86.9     18.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        4        5       12       13       19       19                  
 
 
RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE                      Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,972
COMMITMENTS
       0      978        0    8,404    7,235    8,404    8,213      568      759

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.9      0.0     93.7     80.6     93.7     91.5      6.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       15       10       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,090
COMMITMENTS
     639    5,842    3,024   11,849    7,960   15,512   16,826    3,578    2,264

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        876)
    -992      332      550    1,358       37      916      919      -40      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     30.6     15.8     62.1     41.7     81.3     88.1     18.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        7       16       18       23       25                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,103
COMMITMENTS
   1,249      382      260    3,809    4,462    5,318    5,104    1,785    1,999

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      5.4      3.7     53.6     62.8     74.9     71.9     25.1     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       12       13       17       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       23,625
COMMITMENTS
  10,962   18,209    1,768   10,768    3,648   23,498   23,625      127        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        980)
     970      820        0       70      160    1,040      980      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4     77.1      7.5     45.6     15.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        1       12        6       18       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,087
COMMITMENTS
   8,043    8,112    6,185    5,342    5,278   19,570   19,575      517      512

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,409)
     464      621    1,139      743      451    2,346    2,211       63      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     40.4     30.8     26.6     26.3     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18       16       21       10       10       37       38                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,040
COMMITMENTS
   2,124      225        0   28,486   30,815   30,610   31,040      430        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,363)
      15      175        0    3,303    3,188    3,318    3,363       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.7      0.0     91.8     99.3     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        0       27       23       29       25                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,346
COMMITMENTS
   1,936    6,633      648   10,735    7,003   13,319   14,284    1,027       62

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        336)
      26      224      -13      534      398      547      609     -211     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     46.2      4.5     74.8     48.8     92.8     99.6      7.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        4       19       13       27       21                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,031
COMMITMENTS
     395    1,924      648    8,444    6,914    9,487    9,486      544      545

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        520)
      34      219       41      436      188      511      448        9       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     19.2      6.5     84.2     68.9     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7        7       20       18       29       29                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,185
COMMITMENTS
     667      140       70      358      810    1,095    1,020       90      165

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        132)
     122        0      -10        0      142      112      132       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3     11.8      5.9     30.2     68.4     92.4     86.1      7.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        4        3        6       13       13       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,062
COMMITMENTS
     961    5,647    2,589   19,755   16,133   23,305   24,369    5,757    4,693

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,149)
     961     -122      276     -325    2,333      912    2,487      237   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     19.4      8.9     68.0     55.5     80.2     83.9     19.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       17       15       20       19                  



Updated January 15, 2016