GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,725
COMMITMENTS
   5,635      783    4,675   36,398   41,148   46,708   46,606       17      119

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      2,421)
      68      177      405    1,971    1,799    2,444    2,381      -23       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.7     10.0     77.9     88.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        5       10       36       43       48       55                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,480
COMMITMENTS
     578      490      634    8,716    8,927    9,928   10,051      552      429

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:         31)
       4       -5       10       26       36       40       41       -9      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      4.7      6.0     83.2     85.2     94.7     95.9      5.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        3        8       33       34       42       44                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,631
COMMITMENTS
   1,089      169      582    8,531    9,665   10,202   10,416      429      215

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        353)
      11       -3       71      253      299      335      367       18      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      1.6      5.5     80.2     90.9     96.0     98.0      4.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8        4       10       35       41       46       52                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,667
COMMITMENTS
      80    2,298      219    3,558    1,421    3,857    3,938      810      729

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:         54)
     -10       -6       10       60       50       60       54       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     49.2      4.7     76.2     30.4     82.6     84.4     17.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        7        4       15       16       20       23                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,693
COMMITMENTS
       5    7,106      804   19,642   12,734   20,451   20,644      242       49

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        130)
       0      180        0      130      -50      130      130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     34.3      3.9     94.9     61.5     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        5       22       21       27       26                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,565
COMMITMENTS
   1,196    4,240      120    6,614    3,731    7,930    8,091      635      474

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        344)
      14      164        6      323      153      343      323        1       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     49.5      1.4     77.2     43.6     92.6     94.5      7.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        7        6       23       21       38       30                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        7,272
COMMITMENTS
     730      735      277    5,666    5,794    6,673    6,806      599      466

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        274)
       0      -29      144      197      189      341      304      -67      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     10.1      3.8     77.9     79.7     91.8     93.6      8.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        4       19       18       25       24                  
 
 
#2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      445,181
COMMITMENTS
 141,184   77,532   91,419  156,601  247,219  389,204  416,170   55,977   29,011

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -2,349)
   9,132    3,103   -3,321  -10,328   -1,147   -4,517   -1,365    2,168     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     17.4     20.5     35.2     55.5     87.4     93.5     12.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      74       35       72       73       86      181      166                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,636
COMMITMENTS
       0      178      860   27,303   32,624   28,163   33,662   12,473    6,974

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      2,741)
       0     -225      225      725    3,258      950    3,258    1,791     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      2.1     67.2     80.3     69.3     82.8     30.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       14       19       15                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,422,917
COMMITMENTS
 369,822  511,022  438,766  544,922  429,309  1353510  1379097   69,407   43,820

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -66,476)
 -18,813  -47,648   18,617  -54,069  -29,086  -54,265  -58,117  -12,211   -8,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     35.9     30.8     38.3     30.2     95.1     96.9      4.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     141       95      149       78       67      290      255                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      390,522
COMMITMENTS
 218,675  159,507   39,313  118,165  177,226  376,153  376,046   14,369   14,476

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -30,354)
  -4,368   -7,728   -6,650  -18,629  -16,379  -29,647  -30,757     -707      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     40.8     10.1     30.3     45.4     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       19       28       36       35       69       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      115,654
COMMITMENTS
  23,850   46,916   16,774   68,841   46,571  109,465  110,261    6,189    5,393

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -35,656)
 -22,101  -21,370   -8,845   -1,418   -4,649  -32,364  -34,864   -3,292     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     40.6     14.5     59.5     40.3     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       17       21       26       25       50       51                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,231,773
COMMITMENTS
 658,163   83,067   49,684  486,484  1086114  1194331  1218865   37,442   12,908

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -52,158)
 -13,709    2,361   -9,939  -24,576  -42,885  -48,224  -50,463   -3,934   -1,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4      6.7      4.0     39.5     88.2     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      16        8       15       44       43       64       62                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,457
COMMITMENTS
  16,404   39,631   16,076  146,955  121,876  179,435  177,583    5,022    6,874

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -23,782)
   6,590    2,554  -17,582  -12,434   -8,452  -23,426  -23,480     -356     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     21.5      8.7     79.7     66.1     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       13       16       29       26       49       46                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       48,792
COMMITMENTS
  19,758    8,074    6,725   20,981   33,059   47,464   47,858    1,328      934

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        194)
     348       60      -36     -103      170      209      194      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     16.5     13.8     43.0     67.8     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       13       15       16       15       39       34                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,773
COMMITMENTS
   3,713      316      805      886    4,199    5,404    5,320      369      453

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:         65)
     -44        0       49      120       41      125       90      -60      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3      5.5     13.9     15.3     72.7     93.6     92.2      6.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        1        7        7       10       22       17                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        5,415
COMMITMENTS
     535      115      145    4,615    4,905    5,295    5,165      120      250

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:       -553)
     -80        5      -55     -410     -526     -545     -576       -8       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.1      2.7     85.2     90.6     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        4       15       15       20       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       46,001
COMMITMENTS
   7,977    3,550    6,061   31,496   36,113   45,534   45,724      467      277

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -11,265)
  -2,812     -585     -100   -8,359  -10,553  -11,271  -11,238        6      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      7.7     13.2     68.5     78.5     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      11       18       16       49       53       73       75                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,801
COMMITMENTS
     646      111      184    1,456    1,948    2,286    2,243      515      558

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        171)
       6        0        0      162      108      168      108        3       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      4.0      6.6     52.0     69.5     81.6     80.1     18.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        5       17       16       23       23                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,878
COMMITMENTS
     578      390      219      868      970    1,665    1,579      213      299

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -1,449)
      73       87     -382   -1,123   -1,086   -1,432   -1,381      -17      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     20.8     11.7     46.2     51.7     88.7     84.1     11.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        5        9       11       17       19                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      138,329
COMMITMENTS
  19,296   11,390    1,196  117,837  125,743  138,329  138,329        0        0

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -18,069)
     396   -3,080     -396  -18,069  -14,593  -18,069  -18,069        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      8.2      0.9     85.2     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       14       17       16                  
 
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE          Code-06665B
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,651
COMMITMENTS
     782      236      197    1,112    1,836    2,091    2,269      560      382

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:       -613)
    -128      -26      -54     -482     -555     -664     -635       51       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      8.9      7.4     41.9     69.3     78.9     85.6     21.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        5       18       18       23       25                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,622
COMMITMENTS
     130    3,532      401   23,916   20,612   24,447   24,545      175       77

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -1,089)
    -395      283     -398     -289     -941   -1,082   -1,056       -7      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     14.3      1.6     97.1     83.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        6        2       14       22       17       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      114,152
COMMITMENTS
  14,328    3,884    5,076   94,237  104,900  113,641  113,860      511      292

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      6,381)
     676       82      165    5,575    6,178    6,416    6,425      -35      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      3.4      4.4     82.6     91.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      26       15       22       70       63      107       89                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,049
COMMITMENTS
   8,523      984      417   41,869   48,949   50,809   50,350      240      699

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -5,819)
  -1,016     -352     -210   -4,593   -5,629   -5,819   -6,191        0      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      1.9      0.8     82.0     95.9     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        6        4       24       31       32       38                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,827
COMMITMENTS
   2,019      875      646   29,718   30,610   32,383   32,131      444      696

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -8,138)
    -541     -762     -188   -7,570   -7,255   -8,299   -8,205      161       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.7      2.0     90.5     93.2     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       8        8        8       37       41       50       53                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,456
COMMITMENTS
   1,216      373        0   12,958   13,421   14,174   13,794      282      662

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -2,793)
      66     -281     -224   -2,731   -2,606   -2,889   -3,111       96      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      2.6      0.0     89.6     92.8     98.0     95.4      2.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        0       13       25       17       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,757
COMMITMENTS
   1,087    2,463    1,155   10,970    9,780   13,212   13,398      545      359

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -2,985)
    -308     -553     -118   -2,472   -2,455   -2,898   -3,126      -87      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     17.9      8.4     79.7     71.1     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        7        6       27       22       38       32                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,479,798
COMMITMENTS
 762,666  138,453  842,580  766,347  1414461  2371593  2395494  108,205   84,304

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     19,605)
 -10,227   -2,279    7,123   16,158   20,003   13,054   24,847    6,551   -5,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      5.6     34.0     30.9     57.0     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     167       97      190       98      113      356      340                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      145,050
COMMITMENTS
  57,674   26,241      778   61,487   62,749  119,939   89,768   25,111   55,282

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -8,924)
  -2,481   -2,632   -1,190   -9,145   -5,504  -12,816   -9,326    3,892      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     18.1      0.5     42.4     43.3     82.7     61.9     17.3     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        2       13       15       19       19                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,550
COMMITMENTS
  55,078   87,138   33,689   58,861   31,514  147,628  152,341   11,922    7,209

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:    -12,754)
  -1,822     -429   -5,345   -5,042   -5,859  -12,209  -11,633     -545   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     54.6     21.1     36.9     19.8     92.5     95.5      7.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       26       26       18       15       53       52                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:       23,683
COMMITMENTS
   4,822      925       45   18,618   22,713   23,485   23,683      198        0

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      3.9      0.2     78.6     95.9     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        2        1       20       22       27       24                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,141
COMMITMENTS
  31,360    4,323    1,193    3,641   31,047   36,194   36,563    1,947    1,578

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      1,734)
   1,403     -136      177      270    1,450    1,850    1,491     -116      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.2     11.3      3.1      9.5     81.4     94.9     95.9      5.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      99       42        8       17       40      121       85                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       81,677
COMMITMENTS
  51,242   33,827    2,896   17,719   41,830   71,857   78,553    9,820    3,124

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -3,939)
  -2,478   -3,580     -688     -404    1,246   -3,570   -3,022     -369     -917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.7     41.4      3.5     21.7     51.2     88.0     96.2     12.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
     145       60       23       34       33      193      105                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      384,399
COMMITMENTS
 156,151   71,810   67,560  137,230  228,826  360,941  368,196   23,458   16,203

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -9,145)
   5,236    3,799   -4,635   -9,136   -8,252   -8,535   -9,088     -610      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     18.7     17.6     35.7     59.5     93.9     95.8      6.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
     101       51       88       83      109      222      213                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,497
COMMITMENTS
   7,183    8,033    1,016    4,187    3,420   12,386   12,469      111       28

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -2,964)
  -1,288   -1,552     -820     -843     -592   -2,951   -2,964      -13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     64.3      8.1     33.5     27.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        3        4        8        4       20       10                  
 
 
IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE         Code-195651
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       11,495
COMMITMENTS
   4,441    3,889    3,413    3,232    3,443   11,086   10,745      409      750

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        -30)
      10     -161       99     -140        0      -31      -62        1       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     33.8     29.7     28.1     30.0     96.4     93.5      3.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10       10       13        8       11       23       29                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,391
COMMITMENTS
   3,581      590       72   23,616   26,729   27,269   27,391      122        0

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      2,435)
     200        0        0    2,235    2,435    2,435    2,435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      2.2      0.3     86.2     97.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        1        1       23       16       31       18                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        1,245
COMMITMENTS
     100      495       25    1,110      725    1,235    1,245       10        0

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     39.8      2.0     89.2     58.2     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        1        8        9       12       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,584
COMMITMENTS
     130    1,761      255   11,715   10,064   12,100   12,080      484      504

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -1,006)
    -713     -387     -297     -243     -404   -1,253   -1,088      247       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     14.0      2.0     93.1     80.0     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        7        4       17       17       21       25                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,156
COMMITMENTS
     626    3,078    1,543    7,573    5,404    9,742   10,025      414      131

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -1,599)
    -784   -1,174      -91     -745     -334   -1,620   -1,599       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     30.3     15.2     74.6     53.2     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        9       10       20       19       32       32                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,899
COMMITMENTS
     491      805       90      963      854    1,544    1,749      355      150

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        383)
      90      265      -60      308      208      338      413       45      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     42.4      4.7     50.7     45.0     81.3     92.1     18.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        4       11       11       19       20                  



Updated January 5, 2018