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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,520
COMMITMENTS
   7,167    2,029    1,058   30,769   36,388   38,994   39,475      526       45

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,096)
   1,181      106      227      688    1,763    2,096    2,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      5.1      2.7     77.9     92.1     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        6        3       34       45       38       54
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,571
COMMITMENTS
       0       50        0    5,531    5,511    5,531    5,561       40       10

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0     -150     -150     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     99.3     98.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       18       16       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,391
COMMITMENTS
     480      280      292    9,894   10,199   10,666   10,771      725      620

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        205)
      45       10       14      108      148      167      172       38       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.5      2.6     86.9     89.5     93.6     94.6      6.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        5       34       32       40       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,298
COMMITMENTS
     297      505      170    3,054    2,909    3,521    3,584      777      714

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        145)
     -20      170       25       32      -79       37      116      108       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     11.7      4.0     71.1     67.7     81.9     83.4     18.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       19       26       23       31
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,529
COMMITMENTS
     432      115       75    3,286    3,665    3,793    3,855      736      674

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        187)
      65       15      -19      212      301      258      297      -71     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      2.5      1.7     72.6     80.9     83.7     85.1     16.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       24       26       27       29
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,637
COMMITMENTS
     774    1,214      205    6,371    5,980    7,350    7,399      287      238

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        442)
      -6      248       79      346       61      419      388       23       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     15.9      2.7     83.4     78.3     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        6        7       26       25       35       34
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,275
COMMITMENTS
     133      477       70      716      548      919    1,095      356      180

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        244)
      30      200        0      150       70      180      270       64      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     37.4      5.5     56.2     43.0     72.1     85.9     27.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        2       15       10       19       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,385
COMMITMENTS
     208    4,006      736   24,205   20,643   25,149   25,385      236        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        832)
       0      885      -63      895       10      832      832        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     15.8      2.9     95.4     81.3     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       27       20       31       23
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,029
COMMITMENTS
     816      981       43    3,617    3,886    4,476    4,910      553      119

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        170)
       9      111       26      127       25      162      162        8        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     19.5      0.9     71.9     77.3     89.0     97.6     11.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        2       20       15       27       20
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,740
COMMITMENTS
     185        0      140    3,265    3,416    3,590    3,556      150      184

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      3.7     87.3     91.3     96.0     95.1      4.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2       13       13       16       15
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      354,472
COMMITMENTS
  58,401   87,374   66,742  191,991  164,002  317,134  318,118   37,338   36,354

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -2,776)
    -811   -4,569    2,296   -4,316     -215   -2,831   -2,488       55     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     24.6     18.8     54.2     46.3     89.5     89.7     10.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      41       43       49       79       82      152      147
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,728
COMMITMENTS
       0      575        0   40,271   47,530   40,271   48,105   12,457    4,623

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        431)
       0      575        0      298     -411      298      164      133      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     76.4     90.1     76.4     91.2     23.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       21       21       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      924,013
COMMITMENTS
 227,408  443,849  276,289  362,542  172,796  866,239  892,934   57,774   31,079

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      3,992)
  -6,355     -716   14,238   -3,023  -11,393    4,860    2,129     -868    1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     48.0     29.9     39.2     18.7     93.7     96.6      6.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      91       98      116       72       59      237      206
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      436,256
COMMITMENTS
 201,688  142,042   82,282  146,469  205,213  430,439  429,537    5,817    6,719

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     11,671)
  -3,305    7,028    3,031   10,087    1,503    9,813   11,562    1,858      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     32.6     18.9     33.6     47.0     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       16       26       32       37       63       66
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       87,794
COMMITMENTS
  13,694    7,543   23,090   46,597   51,434   83,381   82,067    4,413    5,727

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      8,760)
   3,878   -3,143    5,226      288    6,723    9,392    8,806     -632      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      8.6     26.3     53.1     58.6     95.0     93.5      5.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       10       17       20       20       38       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,816,624
COMMITMENTS
 778,456   88,987  248,478  734,087  1442756  1761021  1780221   55,603   36,403

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     11,855)
   2,909   22,720  -17,262   29,366    5,288   15,013   10,746   -3,158    1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9      4.9     13.7     40.4     79.4     96.9     98.0      3.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      26       20       39       61       55      103       99
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      590,543
COMMITMENTS
  19,122  109,021  129,417  436,157  348,390  584,696  586,828    5,847    3,715

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     24,866)
   2,708   -3,075   13,736    9,190   14,165   25,634   24,826     -768       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     18.5     21.9     73.9     59.0     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       19       28       38       35       69       66
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       89,193
COMMITMENTS
  57,256   43,861    9,694   21,426   34,849   88,376   88,404      817      789

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,278)
    -388    1,854      440    2,186       24    2,238    2,318       40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     49.2     10.9     24.0     39.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20       15       23       20       18       49       47
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,454
COMMITMENTS
  17,302   21,163    2,844   12,613    8,462   32,759   32,469      695      985

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -759)
    -569     -709      -25     -180     -160     -774     -894       15      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     63.3      8.5     37.7     25.3     97.9     97.1      2.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13       15       15       11       12       30       36
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       35,587
COMMITMENTS
   2,650    2,604    1,740   30,714   30,750   35,104   35,094      483      493

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        518)
       3     -331       51      314      686      368      406      150      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      7.3      4.9     86.3     86.4     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      12       12       11       47       61       66       77
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,002
COMMITMENTS
   1,157      648      706    3,745    4,468    5,608    5,822      394      180

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        390)
     -28       80       42      352      298      366      420       24      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     10.8     11.8     62.4     74.4     93.4     97.0      6.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        4        5       24       29       36       36
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,599
COMMITMENTS
   1,217        0      221   18,706   20,084   20,144   20,305      455      294

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      5,702)
    -336        0     -144    6,182    5,966    5,702    5,822        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      1.1     90.8     97.5     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        2       23       19       26       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,024
COMMITMENTS
   1,239    2,475        0    9,485    8,549   10,724   11,024      300        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     22.5      0.0     86.0     77.5     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       12       12       13       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      197,822
COMMITMENTS
  16,303   39,623        0  181,519  158,199  197,822  197,822        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     20.0      0.0     91.8     80.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       12       14       13
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,413,377
COMMITMENTS
       0        0        0  1413377  1413377  1413377  1413377        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       16       13       16
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      146,350
COMMITMENTS
   5,345    2,533    2,892  138,113  140,925  146,350  146,350        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.7      2.0     94.4     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       25       23       28       25
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,022,460
COMMITMENTS
     784  308,720        0  3021676  2713740  3022460  3022460        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2      0.0    100.0     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       25       22       26       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,598
COMMITMENTS
       0    2,243      440   20,158   17,660   20,598   20,343        0      255

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.9      2.1     97.9     85.7    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       12       11       13       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,951
COMMITMENTS
   3,412        0      418   29,121   32,533   32,951   32,951        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      0.0      1.3     88.4     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       11       16       12
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,880
COMMITMENTS
     725      147    3,949   56,206   55,738   60,880   59,834        0    1,046

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.2      6.5     92.3     91.6    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       18       17       20       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,987
COMMITMENTS
   2,172        0    2,268   33,547   35,697   37,987   37,965        0       22

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0      6.0     88.3     94.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       16       17       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,198
COMMITMENTS
       0        0        0   22,198   22,176   22,198   22,176        0       22

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       12       18       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      349,597
COMMITMENTS
   4,544    3,920   23,480  321,573  322,197  349,597  349,597        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -9,328)
       0        0        0   -9,328   -9,328   -9,328   -9,328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.1      6.7     92.0     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       12       12       13       14
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      650,870
COMMITMENTS
 114,456        0    3,920  532,494  646,950  650,870  650,870        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.0      0.6     81.8     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       16       19       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,573,587
COMMITMENTS
 182,853        0   71,320  1319414  1502267  1573587  1573587        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.0      4.5     83.8     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       20       14       22       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      547,659
COMMITMENTS
 207,586        0        0  340,073  547,659  547,659  547,659        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      0.0      0.0     62.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       14       17       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      338,800
COMMITMENTS
       0        0        0  338,800  338,800  338,800  338,800        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       13       12       13
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,712
COMMITMENTS
     373      162        0    6,029    6,400    6,402    6,562      310      150

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        363)
      16        0        0      347      363      363      363        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      2.4      0.0     89.8     95.4     95.4     97.8      4.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       15       16       17       17
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       79,709
COMMITMENTS
   3,350    6,224      838   74,831   72,312   79,019   79,374      690      335

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,802)
     -95       54      213    2,914    2,840    3,032    3,107     -230     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      7.8      1.1     93.9     90.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12        4        7       49       48       63       57
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,375
COMMITMENTS
       0      244      110   15,020   14,684   15,130   15,038      245      337

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,517)
       0      -30      -90    1,577    1,607    1,487    1,487       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.7     97.7     95.5     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       19       16       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,849
COMMITMENTS
     778    4,407      217   20,320   17,005   21,315   21,629      534      220

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        426)
      80       75        3      352      348      435      426       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     20.2      1.0     93.0     77.8     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        4       30       28       35       34
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,988
COMMITMENTS
     370    2,499    1,496   12,056    9,777   13,922   13,772       66      216

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        213)
     -50        0       25      286      233      261      258      -48      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     17.9     10.7     86.2     69.9     99.5     98.5      0.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        4       26       23       31       27
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,394
COMMITMENTS
     548      960       28   10,287   10,379   10,863   11,367      531       27

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        560)
      37       30       12      705      545      754      587     -194      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      8.4      0.2     90.3     91.1     95.3     99.8      4.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       20       18       23       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,428,829
COMMITMENTS
 412,781  131,132  472,925  474,099  763,506  1359805  1367563   69,024   61,266

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -47,033)
 -22,251  -19,821  -33,087   20,302   11,270  -35,036  -41,638  -11,997   -5,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      9.2     33.1     33.2     53.4     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     111       98      128       80       97      258      269
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      136,413
COMMITMENTS
  67,706   14,333    3,003   38,952   79,029  109,661   96,365   26,752   40,048

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        586)
  -7,438     -137   -2,247    9,797    2,680      112      296      474      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     10.5      2.2     28.6     57.9     80.4     70.6     19.6     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        7        8       13       15       26       24
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,008
COMMITMENTS
  13,048   62,130   56,332   66,392   15,484  135,772  133,946    4,236    6,062

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -10,186)
  -2,277   -6,445   -3,947   -3,291      708   -9,515   -9,684     -671     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     44.4     40.2     47.4     11.1     97.0     95.7      3.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15        9       26       12       11       39       37
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,404
COMMITMENTS
       0       60        0   12,329   12,320   12,329   12,380       75       24

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        209)
    -514        0      -31      754      240      209      209        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     99.4     99.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       20       15       20       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       32,482
COMMITMENTS
  24,327    3,399      538    5,684   27,702   30,549   31,639    1,933      843

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        508)
     494     -688       -2      -23    1,225      469      535       39      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     10.5      1.7     17.5     85.3     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      85       25        6       24       35      113       63
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,799
COMMITMENTS
  43,202   16,911      820   15,466   45,416   59,488   63,147    7,311    3,652

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        -11)
    -193      257     -652      935      145       90     -250     -101      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     25.3      1.2     23.2     68.0     89.1     94.5     10.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
     103       40       11       32       36      141       83
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,455
COMMITMENTS
 112,261   29,589   82,134  146,080  225,757  340,475  337,480   19,980   22,975

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -7,438)
   2,622   -1,802   -4,542   -4,125     -407   -6,045   -6,751   -1,393     -687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      8.2     22.8     40.5     62.6     94.5     93.6      5.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      77       46       76       75       91      182      188
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,032
COMMITMENTS
   6,938    4,877    1,603    5,580    7,113   14,121   13,593    2,911    3,439

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        475)
    -283      328      448      167     -308      332      468      143        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     28.6      9.4     32.8     41.8     82.9     79.8     17.1     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        8        9        9       18       18
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       24,687
COMMITMENTS
     575        0      475   22,437   23,114   23,487   23,589    1,200    1,098

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      -86      313      -86      313      526      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      1.9     90.9     93.6     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       18       19       20       21
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,918
COMMITMENTS
   2,388    4,478    3,867    8,828    8,608   15,083   16,953    3,835    1,965

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,565)
    -268    1,600      230    1,521     -400    1,483    1,430       82      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     23.7     20.4     46.7     45.5     79.7     89.6     20.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        7       12       14       20       21
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       23,586
COMMITMENTS
  12,786   20,775       47   10,555    2,747   23,388   23,569      198       17

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        918)
    -150      618        0    1,068      300      918      918        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2     88.1      0.2     44.8     11.6     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        2        2       12        7       22       10
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:        4,263
COMMITMENTS
   2,237    2,473      880      664      767    3,781    4,120      482      143

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        -54)
    -102        0        0       36      -54      -66      -54       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     58.0     20.6     15.6     18.0     88.7     96.6     11.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7       10       11        2        3       15       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,571
COMMITMENTS
     925      706      930    3,620    3,935    5,475    5,571       96        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        150)
       0      300      -50      200     -100      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     12.7     16.7     65.0     70.6     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        2       19       15       24       20
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,683
COMMITMENTS
   5,413        0        0   34,220   39,683   39,633   39,683       50        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,149)
      75        0        0    2,044    2,149    2,119    2,149       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.0      0.0     86.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        0       29       25       33       25
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,150
COMMITMENTS
     385      825        0    2,765    2,300    3,150    3,125        0       25

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     26.2      0.0     87.8     73.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        0       13       11       16       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,989
COMMITMENTS
   1,892      900    1,106   14,678   15,881   17,676   17,887      313      102

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        915)
     315       67       65      452      975      832    1,107       83     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      5.0      6.1     81.6     88.3     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        7        7       27       23       36       33
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,109
COMMITMENTS
   1,265      983      594   12,056   12,426   13,915   14,003      194      106

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        156)
      68      187     -108      148       77      108      156       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      7.0      4.2     85.4     88.1     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        4        5       29       32       39       40
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,747
COMMITMENTS
   1,378      570      472      867    1,485    2,717    2,527       30      220

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        185)
     240      190     -100       75      115      215      205      -30      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     20.7     17.2     31.6     54.1     98.9     92.0      1.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        8        3       18       18       24       29
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,128
COMMITMENTS
   2,082    2,055      632   12,866   13,294   15,580   15,981      548      147

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     12.7      3.9     79.8     82.4     96.6     99.1      3.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        5       12       15       18       22
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,673
COMMITMENTS
   1,903    1,879    1,258   27,192   25,883   30,353   29,020    2,320    3,653

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        655)
    -150      105      225    1,875      243    1,950      573   -1,295       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      5.8      3.9     83.2     79.2     92.9     88.8      7.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       19       23       22       28
```

----

Updated December 30, 2014