GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,254
COMMITMENTS
  25,569    7,453      450   29,603   48,063   55,622   55,966      632      288

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,298)
     763      516      -50    1,415    1,776    2,128    2,242      170       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5     13.2      0.8     52.6     85.4     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        6        2       37       38       41       45                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,609
COMMITMENTS
     525        0        0    7,084    7,609    7,609    7,609        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.0     93.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       15       16       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,805
COMMITMENTS
     541      335      896    6,439    7,034    7,876    8,265      929      540

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        -32)
      32       24       95     -146     -120      -19       -1      -13      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      3.8     10.2     73.1     79.9     89.4     93.9     10.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       26       29       30       35                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,852
COMMITMENTS
   1,609      228      224    4,417    5,771    6,250    6,223      602      629

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        419)
     148       15       -2      263      411      409      424       10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      3.3      3.3     64.5     84.2     91.2     90.8      8.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        5       25       30       31       38                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,622
COMMITMENTS
   1,186    1,102      818    5,386    5,201    7,390    7,121      232      501

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        388)
     115      160       64      244      164      423      388      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     14.5     10.7     70.7     68.2     97.0     93.4      3.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        5        6       30       22       42       31                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,274
COMMITMENTS
      80      552      135      964      467    1,179    1,154       95      120

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        128)
     -10       63       20      128       65      138      148      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     43.3     10.6     75.7     36.7     92.5     90.6      7.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        9        4       14        9       19       19                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,748
COMMITMENTS
     107   12,027      310   28,320   16,172   28,737   28,509       11      239

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,343)
     -85      465        0    1,436      878    1,351    1,343       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     41.8      1.1     98.5     56.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       25       15       27       18                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,597
COMMITMENTS
     762    1,622      541    2,734    2,238    4,037    4,401      560      196

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        428)
     100       46      125      245      318      470      489      -42      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     35.3     11.8     59.5     48.7     87.8     95.7     12.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        8       25       20       35       30                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      399,743
COMMITMENTS
  68,673   66,872   69,635  220,129  222,043  358,437  358,550   41,305   41,193

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      7,294)
    -286    5,221    1,291    7,817    1,796    8,822    8,308   -1,528   -1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     16.7     17.4     55.1     55.5     89.7     89.7     10.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      46       59       72       79       89      169      182                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,538
COMMITMENTS
       0    1,350      425   39,437   44,824   39,862   46,599   12,676    5,939

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,961)
       0        0        0    4,747    3,040    4,747    3,040     -786      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.8     75.1     85.3     75.9     88.7     24.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       25       28       26       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,076,160
COMMITMENTS
 249,973  438,470  354,670  400,576  236,967  1005220  1030107   70,940   46,053

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     30,060)
   2,998   14,714   17,945    9,886   -4,495   30,828   28,163     -769    1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     40.7     33.0     37.2     22.0     93.4     95.7      6.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     122      140      152       66       55      275      268                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      962,494
COMMITMENTS
  70,065   46,511  350,818  537,196  562,736  958,078  960,065    4,416    2,429

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    104,571)
  10,692    5,630   52,278   41,726   46,475  104,696  104,383     -125      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      4.8     36.4     55.8     58.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      47       29       64       54       56      127      124                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      312,065
COMMITMENTS
  70,593   90,143   62,099  170,219  153,111  302,911  305,353    9,154    6,712

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      6,163)
    -616   -6,048      347    5,154   11,824    4,884    6,124    1,279       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     28.9     19.9     54.5     49.1     97.1     97.8      2.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       12       27       37       37       68       66                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      126,792
COMMITMENTS
  20,544   27,213   28,706   72,290   66,992  121,540  122,911    5,252    3,881

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     16,102)
   7,437    3,629    7,142    3,107    5,890   17,686   16,661   -1,584     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     21.5     22.6     57.0     52.8     95.9     96.9      4.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       23       26       25       24       55       60                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,487,446
COMMITMENTS
 561,767   54,317  118,808  770,732  1285466  1451307  1458591   36,139   28,855

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     10,429)
  17,002    2,825   -1,415   -5,362    8,276   10,225    9,686      204      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.8      3.7      8.0     51.8     86.4     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      24       12       29       55       50       88       83                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,257
COMMITMENTS
  29,908   76,488   38,775  281,082  234,212  349,765  349,475    1,492    1,782

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     20,183)
   5,668    8,505    2,197   12,335    9,929   20,200   20,631      -17     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     21.8     11.0     80.0     66.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       24       27       40       29       74       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      129,022
COMMITMENTS
  47,988   58,601   23,817   55,733   45,440  127,538  127,858    1,484    1,164

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,249)
     818   -2,108      259   -4,382   -1,119   -3,305   -2,968       56     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2     45.4     18.5     43.2     35.2     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       18       20       21       21       50       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,237
COMMITMENTS
  18,790    5,292    4,227    6,541   20,358   29,558   29,877      679      360

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,026)
    -350      481      -33     -663   -1,449   -1,046   -1,001       20      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.1     17.5     14.0     21.6     67.3     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        9       16       12       15       32       34                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        5,949
COMMITMENTS
     312    1,403    2,219    3,416    2,326    5,948    5,948        1        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        -28)
    -288       14     -135      395       92      -28      -28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     23.6     37.3     57.4     39.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        7       11       10        7       24       20                  
 
 
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       22,575
COMMITMENTS
   5,639    8,358   11,107    5,829    3,078   22,575   22,543        0       32

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,703)
    -537   -1,588   -1,877   -1,290     -271   -3,703   -3,735        0       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     37.0     49.2     25.8     13.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        6       10        8        7       19       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       44,027
COMMITMENTS
   5,668    1,831    4,624   33,442   37,236   43,734   43,691      293      336

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,658)
     448      300      490      758      799    1,697    1,590      -38       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      4.2     10.5     76.0     84.6     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       12       11       44       58       65       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,655
COMMITMENTS
     512      606      637    2,727    3,091    3,876    4,334      779      321

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        348)
      30      125      104      236      183      370      412      -22      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     13.0     13.7     58.6     66.4     83.3     93.1     16.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        9        8       27       28       37       39                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      261,900
COMMITMENTS
  12,632    1,500    2,204  246,850  258,197  261,686  261,900      214        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     10,341)
      46       39       46   10,249   10,256   10,341   10,341        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.6      0.8     94.3     98.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       24       18       26       21                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,634,911
COMMITMENTS
 163,200        0   16,000  3455711  3618911  3634911  3634911        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -560)
 -24,000        0   16,000    7,440  -16,560     -560     -560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.4     95.1     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       19       18       20       19                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       76,784
COMMITMENTS
       0        0        0   76,570   76,784   76,570   76,784      214        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,598)
       0        0        0    3,598    3,598    3,598    3,598        0        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:       22)
       0        0        0       15       17       15       17                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,519,188
COMMITMENTS
   2,277        0        0  1516911  1519188  1519188  1519188        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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       16       10       17       10                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       36,344
COMMITMENTS
       0        0        0   36,256   36,344   36,256   36,344       88        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -36,344)
       0        0        0  -36,256  -36,344  -36,256  -36,344      -88        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13        9       13        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,865
COMMITMENTS
     752       62       62   19,941   20,493   20,755   20,617      110      248

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        318)
      55        0        0      263      310      318      310        0        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.3      0.3     95.6     98.2     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       20       25       22       27                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      113,077
COMMITMENTS
   1,401    8,139      797  109,944  103,702  112,142  112,638      935      439

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,372)
    -159      116     -115    3,617    3,286    3,343    3,287       29       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      7.2      0.7     97.2     91.7     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       5       11        4       53       53       60       66                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,834
COMMITMENTS
     243      480       57   38,739   39,242   39,039   39,779      795       55

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,373)
       0        0        0    2,373    2,383    2,373    2,383        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.2      0.1     97.3     98.5     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       19       18       21                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,095
COMMITMENTS
   1,880    3,091      285   28,585   27,111   30,750   30,487      345      608

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,602)
    -190      315       45    2,769    2,064    2,624    2,424      -22      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      9.9      0.9     91.9     87.2     98.9     98.0      1.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        4       33       33       40       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,669
COMMITMENTS
      60    1,677      361   11,832   10,359   12,253   12,397      416      272

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,864)
       0       41       73    2,777    2,636    2,850    2,750       14      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     13.2      2.8     93.4     81.8     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        4       26       27       31       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,943
COMMITMENTS
     233      433      137   11,988   12,173   12,358   12,743      585      200

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        586)
      58        0       79      531      573      668      652      -82      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.3      1.1     92.6     94.1     95.5     98.5      4.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       25       21       29       25                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,440,258
COMMITMENTS
 546,403  299,277  909,314  879,325  1134896  2335042  2343487  105,216   96,771

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:   -275,057)
   8,278  -17,910 -183,618  -87,186  -66,229 -262,525 -267,756  -12,532   -7,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     12.3     37.3     36.0     46.5     95.7     96.0      4.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     164      161      246      111      119      412      404                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,769
COMMITMENTS
  36,605   27,065   37,515   50,154   60,651  124,274  125,232    1,496      538

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -38,838)
  -1,184    2,685  -15,753  -22,539  -25,254  -39,477  -38,322      639     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     21.5     29.8     39.9     48.2     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7        5       15       14       23       21                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,859
COMMITMENTS
  67,465   13,529    1,105   34,583   62,579  103,153   77,213   17,706   43,646

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,227)
    -961      259      423     -464    1,675   -1,002    2,357    3,229     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.8     11.2      0.9     28.6     51.8     85.3     63.9     14.7     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        6        5       14       15       22       22                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      135,510
COMMITMENTS
  19,642    1,805   24,277   80,609   90,367  124,528  116,449   10,982   19,062

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        361)
    -179       22      -22      593      108      391      108      -30      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      1.3     17.9     59.5     66.7     91.9     85.9      8.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        1        7       19       20       26       27                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      194,206
COMMITMENTS
  11,327   68,348   92,530   85,524   27,295  189,380  188,173    4,826    6,034

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,015)
  -3,332   -3,626    3,141    3,199    2,559    3,008    2,073        7      942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     35.2     47.6     44.0     14.1     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       15       27       18       15       47       45                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,259
COMMITMENTS
  10,252    6,040   90,381   25,536   29,232  126,169  125,653       90      606

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -20,982)
    -805      760  -14,825   -5,204   -6,997  -20,835  -21,062     -147       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      4.8     71.6     20.2     23.2     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        6       10       11       16       19                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,159
COMMITMENTS
     540        0       90   16,499   17,069   17,129   17,159       30        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,527)
     -75        0        0   -1,482   -1,372   -1,557   -1,372       30     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.5     96.2     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       20       19       22       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,911
COMMITMENTS
  16,423   12,256    1,882    8,972   12,580   27,277   26,718    1,634    2,192

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        -58)
  -1,037      724     -426    1,235     -772     -229     -475      171      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.8     42.4      6.5     31.0     43.5     94.3     92.4      5.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      62       58       15       36       34      104      103                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,936
COMMITMENTS
  46,798   13,229    3,218    8,017   45,300   58,033   61,747    6,903    3,188

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,146)
    -950   -2,105     -218     -453      940   -1,622   -1,383      476      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.1     20.4      5.0     12.3     69.8     89.4     95.1     10.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
     132       52       23       30       37      175      100                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      425,602
COMMITMENTS
 127,421   38,638   80,607  194,761  282,921  402,789  402,166   22,812   23,435

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,489)
   3,378      300   -4,105    3,696    9,829    2,969    6,025      520   -2,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9      9.1     18.9     45.8     66.5     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      85       43       72       91      102      204      195                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,830
COMMITMENTS
   1,365    2,749      625    8,596    6,728   10,586   10,102    2,244    2,728

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,468)
       0    1,838     -290    1,713        0    1,423    1,548       45      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     21.4      4.9     67.0     52.4     82.5     78.7     17.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        4       12       12       17       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,214
COMMITMENTS
   2,478    8,593    2,961   12,925    8,717   18,364   20,271    3,850    1,943

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -135)
    -360      -57        0      201     -120     -159     -177       24       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     38.7     13.3     58.2     39.2     82.7     91.3     17.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        6        6       14       18       21       25                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,515
COMMITMENTS
   1,870      160       50    4,329    5,644    6,249    5,854    2,266    2,661

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,025)
     287        0        0      299      750      586      750      439      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0      1.9      0.6     50.8     66.3     73.4     68.7     26.6     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       18       19       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       27,159
COMMITMENTS
  12,164   22,614    1,049   13,819    3,496   27,032   27,159      127        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,393)
   1,083    1,618     -150      460      -75    1,393    1,393        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8     83.3      3.9     50.9     12.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        2       13        6       20       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       24,240
COMMITMENTS
   8,513    9,004    8,600    6,571    6,168   23,684   23,772      556      468

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,298)
     656     -118      698      481    1,223    1,835    1,803     -537     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     37.1     35.5     27.1     25.4     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18       17       25        9       10       39       42                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,718
COMMITMENTS
   3,336      275      225   28,837   32,218   32,398   32,718      320        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        778)
     515        0        0      263      778      778      778        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      0.8      0.7     88.1     98.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        1       28       23       32       26                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,929
COMMITMENTS
   2,260    2,737      135    6,527    6,045    8,922    8,917        7       12

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        400)
     -75      190        0      675      215      600      405     -200       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     30.7      1.5     73.1     67.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        2       12       11       16       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,913
COMMITMENTS
   2,500    8,249      316   11,835    7,239   14,651   15,804    1,262      109

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        380)
      44      149      200      150       31      394      380      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     51.8      2.0     74.4     45.5     92.1     99.3      7.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        3       23       17       32       22                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        6,003
COMMITMENTS
      82    4,383       21    4,920    1,181    5,023    5,585      980      418

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        312)
      25      183       -3      345      116      367      296      -55       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     73.0      0.3     82.0     19.7     83.7     93.0     16.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       17       13       20       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,159
COMMITMENTS
     571    2,189      828    8,564    6,866    9,963    9,883      196      276

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        315)
      54      121      -18      279      239      315      342        0      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     21.5      8.2     84.3     67.6     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       10       10       22       22       34       37                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,061
COMMITMENTS
     490      322       78      302      479      870      879      191      182

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        120)
      25       90      -10       60       40       75      120       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.2     30.3      7.4     28.5     45.1     82.0     82.8     18.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        8        3        8        7       14       15                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,502
COMMITMENTS
   3,959    6,322    2,217   20,709   19,185   26,885   27,724    5,617    4,778

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,174)
     150      787     -434    1,610    1,120    1,326    1,473     -152     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     19.5      6.8     63.7     59.0     82.7     85.3     17.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        4       17       15       22       20                  



Updated February 26, 2016