GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,959
COMMITMENTS
  11,876    5,704      974   34,066   40,804   46,916   47,482    1,043      477

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      4,029)
     510      258     -100    3,619    3,871    4,029    4,029        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     11.9      2.0     71.0     85.1     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        6        8       37       39       46       50                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,247
COMMITMENTS
       0        0        0    5,230    5,247    5,230    5,247       17        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         97)
       0        0        0       97       97       97       97        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,482
COMMITMENTS
   1,084       83      562    5,294    6,351    6,940    6,996      542      486

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        488)
       0      -10      114      352      344      466      448       22       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      1.1      7.5     70.8     84.9     92.8     93.5      7.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        6       31       33       38       40                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,572
COMMITMENTS
     128      171      188      976      960    1,292    1,319      280      253

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         79)
      32       37       10       12       30       54       77       25        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     10.9     12.0     62.1     61.1     82.2     83.9     17.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        3       12       15       16       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,684
COMMITMENTS
     904      355      375    5,861    6,570    7,140    7,300      544      384

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,647)
     100       67       67    1,506    1,559    1,673    1,693      -26      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      4.6      4.9     76.3     85.5     92.9     95.0      7.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        9       35       38       44       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,872
COMMITMENTS
     237    1,343      303    5,945    4,615    6,485    6,261      387      611

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        239)
      30       49       12      194      125      236      186        3       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     19.5      4.4     86.5     67.2     94.4     91.1      5.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        6       21       20       29       26                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,067
COMMITMENTS
     215      536      150    1,456    1,223    1,821    1,909      246      158

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        104)
     -45      -41       60       65       85       80      104       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     25.9      7.3     70.4     59.2     88.1     92.4     11.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        4       11       12       16       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,584
COMMITMENTS
     284    8,507      355   23,919   15,702   24,558   24,564       26       20

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,330)
       0      576      -25    1,355      779    1,330    1,330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     34.6      1.4     97.3     63.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        2       26       16       29       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,932
COMMITMENTS
     879    2,402      149    3,239    1,991    4,267    4,542      665      390

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        228)
      98       81      -30       76      120      144      171       84       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     48.7      3.0     65.7     40.4     86.5     92.1     13.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        6        5       21       16       29       24                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,500
COMMITMENTS
      10      685      256    3,580    3,377    3,846    4,318      654      182

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        188)
       0       55       12       71      139       83      206      105      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     15.2      5.7     79.6     75.0     85.5     96.0     14.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        5       18       19       23       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,029
COMMITMENTS
  75,458   60,419   59,288  188,346  216,115  323,092  335,822   43,937   31,207

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -8,248)
   2,104      846      514  -11,763  -12,359   -9,145  -10,999      897    2,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     16.5     16.2     51.3     58.9     88.0     91.5     12.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      46       41       57       81       83      161      153                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,269
COMMITMENTS
   2,750      675      175   47,342   52,839   50,267   53,689    9,002    5,580

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        216)
    -225      200     -175      -40      -98     -440      -73      656      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.1      0.3     79.9     89.2     84.8     90.6     15.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       23       28       25       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,022,505
COMMITMENTS
 252,657  391,525  306,343  387,338  292,317  946,338  990,185   76,167   32,320

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -34,677)
  -1,981    1,595   17,395  -52,601  -52,390  -37,187  -33,400    2,510   -1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     38.3     30.0     37.9     28.6     92.6     96.8      7.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     116      106      139       64       59      273      229                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      290,299
COMMITMENTS
 100,250  119,230   45,932  131,709  119,422  277,891  284,584   12,408    5,715

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,215)
   2,037     -646      390    3,665    6,554    6,092    6,298      123      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     41.1     15.8     45.4     41.1     95.7     98.0      4.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       15       26       30       33       60       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      122,082
COMMITMENTS
  21,312   20,143   16,228   75,128   80,812  112,668  117,183    9,414    4,899

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        858)
     593   -4,293    1,058     -895    4,083      756      848      102       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     16.5     13.3     61.5     66.2     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      10       22       26       27       26       53       58                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,400,776
COMMITMENTS
 596,145   50,578  100,656  674,470  1219284  1371271  1370518   29,505   30,258

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      4,881)
   2,248      666    2,628        5    1,643    4,881    4,937        0      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      3.6      7.2     48.1     87.0     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28        9       26       48       48       81       78                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,641
COMMITMENTS
  20,293   64,373   36,266  274,779  228,600  331,338  329,239    3,303    5,402

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,329)
    -154      274    2,222    4,242    3,629    6,310    6,125       19      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     19.2     10.8     82.1     68.3     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       17       26       34       31       62       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      121,659
COMMITMENTS
  52,432   52,260   20,208   47,911   47,645  120,551  120,113    1,108    1,546

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,281)
    -753      786      817    1,146     -807    1,210      796       71      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     43.0     16.6     39.4     39.2     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19       16       25       21       19       52       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,961
COMMITMENTS
  11,621    3,493    2,298    3,056   11,712   16,975   17,503      986      458

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -3)
     -15       40       50      -50      -30      -15       60       12      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     19.4     12.8     17.0     65.2     94.5     97.5      5.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        6       13       10        9       28       23                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,469
COMMITMENTS
      20      501      100    2,183    1,610    2,303    2,211      166      258

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          0)
       0       30        0        0      -30        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     20.3      4.1     88.4     65.2     93.3     89.6      6.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       13       12       16       17                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,972
COMMITMENTS
   4,872    2,435    5,400   39,376   41,639   49,648   49,474      324      498

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        425)
    -140      282      269      267     -316      396      235       29      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      4.9     10.8     78.8     83.3     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      12       12        9       39       58       56       75                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,625
COMMITMENTS
     374      692      248    2,332    2,455    2,954    3,395      671      230

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        671)
     -94       94      103      585      481      594      678       77       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     19.1      6.8     64.3     67.7     81.5     93.7     18.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        7        6       19       22       28       32                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      188,156
COMMITMENTS
  17,820      535    1,080  169,149  186,541  188,049  188,156      107        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -3,450)
       0        0        0   -3,450   -3,450   -3,450   -3,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.3      0.6     89.9     99.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       16       23       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,380,028
COMMITMENTS
 392,770   15,860   30,010  2957248  3334158  3380028  3380028        0        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    137,992)
       0        0        0  137,992  137,992  137,992  137,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.5      0.9     87.5     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       17       19       19                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,039,322
COMMITMENTS
       0        0        0  1039322  1039322  1039322  1039322        0        0

CHANGES FROM 07/05/16 (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       16       12       16       12                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      146,432
COMMITMENTS
       0    2,560        0  146,176  143,872  146,176  146,432      256        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -50,336)
       0     -880        0  -50,248  -49,456  -50,248  -50,336      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0     99.8     98.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11        9       11       10                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,305
COMMITMENTS
      62      829      315   24,159   23,014   24,536   24,158      769    1,147

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      2,398)
      10        0       -7    2,395    2,405    2,398    2,398        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.3      1.2     95.5     90.9     97.0     95.5      3.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        2       24       29       26       34                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      137,233
COMMITMENTS
   8,003    2,600    2,785  125,295  131,055  136,083  136,440    1,150      793

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -12,444)
    -387      -55      -47  -11,960  -12,193  -12,394  -12,295      -50     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.9      2.0     91.3     95.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      12       14       10       54       50       73       68                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       74,890
COMMITMENTS
  13,788    5,106        1   60,912   68,539   74,701   73,646      189    1,244

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,668)
     142        0        1    1,525    1,667    1,668    1,668        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.8      0.0     81.3     91.5     99.7     98.3      0.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        1       22       27       28       30                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,145
COMMITMENTS
   1,195    1,434      703   27,046   26,661   28,944   28,798      201      347

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        688)
      25     -180      151      522      727      698      698      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      4.9      2.4     92.8     91.5     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        5       32       35       39       41                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,841
COMMITMENTS
   2,150    2,697      567   13,636   13,039   16,353   16,303      488      538

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        580)
      91       37      155      334      326      580      518        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     16.0      3.4     81.0     77.4     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        4       29       27       35       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,707
COMMITMENTS
     323      131      151   13,136   13,711   13,610   13,993    1,097      714

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -4)
     124       15      115      -36      -76      203       54     -207      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.9      1.0     89.3     93.2     92.5     95.1      7.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       24       16       28       18                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,728,765
COMMITMENTS
 516,217  221,422  527,690  589,838  883,190  1633745  1632302   95,020   96,463

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -23,058)
  -3,224    1,653  -13,790   -6,718  -18,403  -23,732  -30,540      674    7,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     12.8     30.5     34.1     51.1     94.5     94.4      5.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     139      116      172       94      120      332      329                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,486
COMMITMENTS
  65,036   14,040      381   31,944   63,091   97,361   77,512   23,125   42,974

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,146)
    -525     -485      -91      347    2,737     -269    2,161    1,415   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     11.7      0.3     26.5     52.4     80.8     64.3     19.2     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        2        7       12       12       17                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      155,862
COMMITMENTS
   9,571   56,794   70,128   69,146   21,686  148,845  148,608    7,017    7,254

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -2,167)
   1,662    3,446   -4,134    1,177   -1,367   -1,295   -2,055     -872     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     36.4     45.0     44.4     13.9     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13       13       24       20       19       48       43                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,468
COMMITMENTS
     300       60        0   13,078   13,408   13,378   13,468       90        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45      -45      -45      -45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.4      0.0     97.1     99.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       24       20       25       21                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,949
COMMITMENTS
  15,000    6,961      324    5,653   14,552   20,977   21,837    1,972    1,112

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,329)
     989     -620      105      -86    2,017    1,008    1,502      321     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.4     30.3      1.4     24.6     63.4     91.4     95.2      8.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      68       39       13       24       34       98       82                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       70,300
COMMITMENTS
  54,237   11,834      877    7,573   54,909   62,687   67,620    7,613    2,680

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,460)
   7,029      995       12     -638    4,911    6,403    5,918       57      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.2     16.8      1.2     10.8     78.1     89.2     96.2     10.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     149       35       15       23       40      178       86                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      377,836
COMMITMENTS
 101,412   50,352   64,402  192,409  241,158  358,223  355,912   19,613   21,924

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        227)
  -5,047   -2,999    7,270   -1,184   -3,445    1,039      826     -812     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     13.3     17.0     50.9     63.8     94.8     94.2      5.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      67       61       64       98      106      197      205                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,622
COMMITMENTS
   2,104    3,223      255    7,889    6,742   10,248   10,220    2,374    2,402

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,475)
     351      -83       41      928    1,527    1,320    1,485      155      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     25.5      2.0     62.5     53.4     81.2     81.0     18.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        2       12        8       17       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,847
COMMITMENTS
   1,395      275      135   11,132   12,066   12,662   12,476    1,185    1,371

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        595)
      75        0        0      520      530      595      530        0       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      2.0      1.0     80.4     87.1     91.4     90.1      8.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       18       14       21       17                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,196
COMMITMENTS
     970      711    1,301    5,014    5,353    7,285    7,365    2,911    2,831

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      7.0     12.8     49.2     52.5     71.4     72.2     28.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        3       11       13       16       16                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,688
COMMITMENTS
   8,447   17,776    1,013   10,228      746   19,688   19,535        0      153

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        300)
     156      300        0      144        0      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     90.3      5.1     52.0      3.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9        5       12        7       22       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,805
COMMITMENTS
   8,451    8,779    6,449    5,223    5,152   20,123   20,380      682      425

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        868)
     155      349       54      516      426      725      829      143       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     42.2     31.0     25.1     24.8     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21       16       25       11       10       44       41                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,855
COMMITMENTS
   3,083      890       20   35,457   37,945   38,560   38,855      295        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,409)
     105        0        0    1,349    1,469    1,454    1,469      -45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.3      0.1     91.3     97.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       20       26       23                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,855
COMMITMENTS
   1,664    2,147        0    5,111    4,708    6,775    6,855       80        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     31.3      0.0     74.6     68.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        0       11        8       14       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,178
COMMITMENTS
   2,261    8,736      452   15,732    9,479   18,445   18,667      733      511

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        524)
     320      203       66      359      176      745      445     -221       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     45.6      2.4     82.0     49.4     96.2     97.3      3.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        6        5       27       21       36       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,916
COMMITMENTS
      50    2,888      112    3,857    1,329    4,019    4,329      897      587

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         60)
      15       48        6       45       23       66       77       -6      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     58.7      2.3     78.5     27.0     81.8     88.1     18.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       20       18       22       22                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,318
COMMITMENTS
     525    1,720      866    6,727    5,425    8,118    8,011      200      307

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        256)
     -22        2      -42      314      254      250      214        6       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     20.7     10.4     80.9     65.2     97.6     96.3      2.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        9        8       24       21       35       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,325
COMMITMENTS
     685      450      160      275      565    1,120    1,175      205      150

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        350)
     240      170       30       70       90      340      290       10       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     34.0     12.1     20.8     42.6     84.5     88.7     15.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        6        4        8       12       16       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,702
COMMITMENTS
   1,311    9,704      645   18,641   10,600   20,597   20,949    5,105    4,753

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        303)
    -974     -112       24    1,001      723       51      635      252     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     37.8      2.5     72.5     41.2     80.1     81.5     19.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        2       17       16       22       19                  



Updated July 15, 2016