GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,287
COMMITMENTS
  12,518    6,130    1,039   36,687   43,641   50,244   50,810    1,043      477

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,328)
     642      426       65    2,621    2,837    3,328    3,328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     12.0      2.0     71.5     85.1     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        6        7       35       39       44       50                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,322
COMMITMENTS
       0        0        0    5,305    5,322    5,305    5,322       17        0

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,936
COMMITMENTS
   1,092       88      639    5,644    6,755    7,375    7,482      561      454

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        454)
       8        5       77      350      404      435      486       19      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      1.1      8.1     71.1     85.1     92.9     94.3      7.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        6       31       34       38       41                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,628
COMMITMENTS
     133      197      198      963      930    1,294    1,325      334      303

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         56)
       5       26       10      -13      -30        2        6       54       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     12.1     12.2     59.2     57.1     79.5     81.4     20.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        3       13       15       17       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,112
COMMITMENTS
     994      400      405    6,151    6,964    7,550    7,769      562      343

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        428)
      90       45       30      290      394      410      469       18      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      4.9      5.0     75.8     85.8     93.1     95.8      6.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        2       10       35       38       46       48                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,175
COMMITMENTS
     232    1,587      292    6,439    4,819    6,963    6,698      212      477

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        303)
      -5      244      -11      494      204      478      437     -175     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     22.1      4.1     89.7     67.2     97.0     93.4      3.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        6       23       23       31       29                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,197
COMMITMENTS
     225      696      110    1,596    1,323    1,931    2,129      266       68

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        130)
      10      160      -40      140      100      110      220       20      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     31.7      5.0     72.6     60.2     87.9     96.9     12.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        4       11       13       17       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,272
COMMITMENTS
     284    9,051      369   24,583   15,832   25,236   25,252       36       20

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        688)
       0      544       14      664      130      678      688       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     35.8      1.5     97.3     62.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       28       16       31       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,417
COMMITMENTS
     943    2,566      173    3,638    2,289    4,754    5,028      663      389

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        485)
      64      164       24      399      298      487      486       -2       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     47.4      3.2     67.2     42.3     87.8     92.8     12.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        6        6       23       16       32       25                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,571
COMMITMENTS
      10      695      258    3,727    3,403    3,995    4,356      576      215

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         71)
       0       10        2      147       26      149       38      -78       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     15.2      5.6     81.5     74.4     87.4     95.3     12.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        5       19       20       24       25                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      370,482
COMMITMENTS
  70,379   59,592   61,156  198,996  215,219  330,531  335,967   39,951   34,515

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,453)
  -5,079     -827    1,868   10,650     -896    7,439      145   -3,986    3,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     16.1     16.5     53.7     58.1     89.2     90.7     10.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      47       40       58       87       87      167      159                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       58,383
COMMITMENTS
   2,800      625      425   46,219   51,987   49,444   53,037    8,939    5,346

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:       -886)
      50      -50      250   -1,123     -852     -823     -652      -63     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.1      0.7     79.2     89.0     84.7     90.8     15.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       26       29       29       31                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,007,203
COMMITMENTS
 252,767  389,302  309,162  372,040  276,183  933,969  974,647   73,234   32,556

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -15,302)
     110   -2,223    2,819  -15,298  -16,134  -12,369  -15,538   -2,933      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     38.7     30.7     36.9     27.4     92.7     96.8      7.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     114      105      138       65       59      269      231                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      296,530
COMMITMENTS
 105,302  120,666   46,411  135,004  123,661  286,717  290,738    9,813    5,792

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      6,231)
   5,052    1,436      479    3,295    4,239    8,826    6,154   -2,595       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     40.7     15.7     45.5     41.7     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      21       14       26       33       35       65       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      134,206
COMMITMENTS
  24,940   25,681   18,072   81,461   85,405  124,473  129,158    9,733    5,048

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     12,124)
   3,628    5,538    1,844    6,333    4,593   11,805   11,975      319      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     19.1     13.5     60.7     63.6     92.7     96.2      7.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      12       20       28       27       26       55       58                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,412,459
COMMITMENTS
 603,021   50,225  105,655  673,357  1226432  1382033  1382312   30,426   30,147

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     11,683)
   6,876     -353    4,999   -1,113    7,148   10,762   11,794      921     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      3.6      7.5     47.7     86.8     97.8     97.9      2.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28        9       27       48       48       81       79                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,455
COMMITMENTS
  21,113   64,584   34,890  275,083  229,555  331,086  329,029    3,369    5,426

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:       -186)
     820      211   -1,376      304      955     -252     -210       66       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     19.3     10.4     82.2     68.6     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       18       27       34       31       62       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      120,003
COMMITMENTS
  50,316   50,580   20,279   48,561   48,246  119,156  119,105      847      898

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -1,656)
  -2,116   -1,680       71      650      601   -1,395   -1,008     -261     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     42.1     16.9     40.5     40.2     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      20       17       27       21       19       54       50                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,261
COMMITMENTS
  11,571    3,718    2,396    3,236   11,657   17,203   17,771    1,058      490

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        300)
     -50      225       98      180      -55      228      268       72       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     20.4     13.1     17.7     63.8     94.2     97.3      5.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        7       13       10        9       28       24                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,463
COMMITMENTS
      20      521      100    2,187    1,672    2,307    2,293      156      170

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         -6)
       0       20        0        4       62        4       82      -10      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     21.2      4.1     88.8     67.9     93.7     93.1      6.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       14       15       17       20                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       52,068
COMMITMENTS
   4,881    2,416    5,510   41,408   43,727   51,799   51,653      269      415

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      2,096)
       9      -19      110    2,032    2,088    2,151    2,179      -55      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      4.6     10.6     79.5     84.0     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      11       11       10       40       61       57       77                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,276
COMMITMENTS
     338      686      389    2,931    2,913    3,658    3,988      618      288

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        651)
     -36       -6      141      599      458      704      593      -53       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     16.0      9.1     68.5     68.1     85.5     93.3     14.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        8        6       20       22       29       32                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      174,884
COMMITMENTS
  17,820      535    1,080  155,877  173,269  174,777  174,884      107        0

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -13,272)
       0        0        0  -13,272  -13,272  -13,272  -13,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.3      0.6     89.1     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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,103,047
COMMITMENTS
 392,770   15,860   30,010  2680267  3057177  3103047  3103047        0        0

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:   -276,981)
       0        0        0 -276,981 -276,981 -276,981 -276,981        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.5      1.0     86.4     98.5    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 07/19/16                         |
--------------------------------------------------------------| 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 07/12/16 (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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       96,096
COMMITMENTS
       0    1,680        0   95,928   94,416   95,928   96,096      168        0

CHANGES FROM 07/12/16 (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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,378
COMMITMENTS
      82      829      323   24,204   23,079   24,609   24,231      769    1,147

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         73)
      20        0        8       45       65       73       73        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.3      1.3     95.4     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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      138,655
COMMITMENTS
   7,993    2,676    3,470  126,353  131,862  137,816  138,008      839      647

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      1,422)
     -10       76      685    1,058      807    1,733    1,568     -311     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.9      2.5     91.1     95.1     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12       15       10       52       49       71       67                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       75,011
COMMITMENTS
  14,028    5,106        1   60,783   68,660   74,812   73,767      199    1,244

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        121)
     240        0        0     -129      121      111      121       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      6.8      0.0     81.0     91.5     99.7     98.3      0.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        1       22       27       27       30                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,550
COMMITMENTS
   1,125    1,426      601   28,623   28,176   30,349   30,203      201      347

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      1,405)
     -70       -8     -102    1,577    1,515    1,405    1,405        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      4.7      2.0     93.7     92.2     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        5       33       36       40       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,104
COMMITMENTS
   2,448    2,591      545   13,623   13,430   16,616   16,566      488      538

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        263)
     298     -106      -22      -13      391      263      263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     15.1      3.2     79.6     78.5     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        4       29       27       35       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,811
COMMITMENTS
     363      116      282   13,157   13,790   13,802   14,188    1,009      623

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        104)
      40      -15      131       21       79      192      195      -88      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.8      1.9     88.8     93.1     93.2     95.8      6.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        3       24       16       29       19                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,685,116
COMMITMENTS
 525,628  236,047  508,032  555,110  851,112  1588770  1595191   96,346   89,925

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -43,649)
   9,411   14,625  -19,658  -34,728  -32,078  -44,975  -37,111    1,326   -6,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     14.0     30.1     32.9     50.5     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     138      108      160       96      117      322      316                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      121,400
COMMITMENTS
  65,770   14,040      445   32,047   63,796   98,262   78,281   23,138   43,119

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        914)
     734        0       64      103      705      901      769       13      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2     11.6      0.4     26.4     52.6     80.9     64.5     19.1     35.5

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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      156,743
COMMITMENTS
   9,139   57,729   69,995   69,941   21,281  149,075  149,005    7,668    7,738

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        881)
    -432      935     -133      795     -405      230      397      651      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     36.8     44.7     44.6     13.6     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       14       26       19       17       47       43                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,740
COMMITMENTS
     240       30        0   11,500   11,710   11,740   11,740        0        0

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -1,728)
     -60      -30        0   -1,578   -1,698   -1,638   -1,728      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.3      0.0     98.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       25       18       26       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,595
COMMITMENTS
  16,557    6,265      399    4,537   15,845   21,493   22,509    2,102    1,086

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        646)
   1,557     -696       75   -1,116    1,293      516      672      130      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2     26.6      1.7     19.2     67.2     91.1     95.4      8.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      75       38       12       25       34      107       80                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       74,782
COMMITMENTS
  59,008   11,615      710    7,690   60,041   67,408   72,366    7,374    2,416

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      4,482)
   4,771     -219     -167      117    5,132    4,721    4,746     -239     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9     15.5      0.9     10.3     80.3     90.1     96.8      9.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     147       37       14       23       39      176       86                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      399,811
COMMITMENTS
  99,467   51,257   69,801  211,743  255,146  381,011  376,204   18,800   23,607

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     21,975)
  -1,945      905    5,399   19,334   13,988   22,788   20,292     -813    1,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     12.8     17.5     53.0     63.8     95.3     94.1      4.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      71       64       69      101      102      207      207                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,704
COMMITMENTS
   2,062    3,273      297    7,939    6,742   10,298   10,312    2,406    2,392

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         82)
     -42       50       42       50        0       50       92       32      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     25.8      2.3     62.5     53.1     81.1     81.2     18.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        3       13        8       18       15                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,502
COMMITMENTS
   1,445      325      135   11,717   12,816   13,297   13,276    1,205    1,226

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        655)
      50       50        0      585      750      635      800       20     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      2.2      0.9     80.8     88.4     91.7     91.5      8.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       18       16       21       19                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,708
COMMITMENTS
   1,172      574    1,388    5,015    5,818    7,575    7,780    3,133    2,928

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        512)
     202     -137       87        1      465      290      415      222       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      5.4     13.0     46.8     54.3     70.7     72.7     29.3     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        4       10       13       15       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,598
COMMITMENTS
   8,192   17,521    1,178   10,228      746   19,598   19,445        0      153

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        -90)
    -255     -255      165        0        0      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     89.4      6.0     52.2      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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,623
COMMITMENTS
   8,805    9,293    5,898    6,253    6,112   20,956   21,303      667      320

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        818)
     354      514     -551    1,030      960      833      923      -15     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     43.0     27.3     28.9     28.3     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21       18       26       13       11       46       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,902
COMMITMENTS
   3,063      890       20   36,524   38,992   39,607   39,902      295        0

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      1,047)
     -20        0        0    1,067    1,047    1,047    1,047        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      2.2      0.1     91.5     97.7     99.3    100.0      0.7      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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,055
COMMITMENTS
   1,664    2,147        0    5,311    4,908    6,975    7,055       80        0

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     30.4      0.0     75.3     69.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        0       11        9       14       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,445
COMMITMENTS
   2,280    8,886      602   15,830    9,446   18,712   18,934      733      511

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        267)
      19      150      150       98      -33      267      267        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     45.7      3.1     81.4     48.6     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        6        5       28       21       37       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,941
COMMITMENTS
      73    2,863      112    3,844    1,444    4,029    4,419      912      522

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         25)
      23      -25        0      -13      115       10       90       15      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     57.9      2.3     77.8     29.2     81.5     89.4     18.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       21       20       23       24                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,145
COMMITMENTS
     121      579      370    2,474    2,076    2,965    3,025      180      120

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     18.4     11.8     78.7     66.0     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        3       10        9       15       14                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,620
COMMITMENTS
     561    1,858      820    7,059    5,653    8,440    8,331      180      289

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        302)
      36      138      -46      332      228      322      320      -20      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     21.6      9.5     81.9     65.6     97.9     96.6      2.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        9        8       26       22       37       34                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,625
COMMITMENTS
     965      480      180      315      785    1,460    1,445      165      180

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        300)
     280       30       20       40      220      340      270      -40       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     29.5     11.1     19.4     48.3     89.8     88.9     10.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        7        5        9       12       18       21                  
 
 
MINI EUROPE NAPHTHA BALMO SWAP - NEW YORK MERCANTILE EXCHANGE        Code-86665G
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:          751
COMMITMENTS
     183       70        0      497      595      680      665       71       86

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      9.3      0.0     66.2     79.2     90.5     88.5      9.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,781
COMMITMENTS
   1,011    9,646      645   18,800   10,841   20,456   21,132    5,325    4,649

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         79)
    -300      -58        0      159      241     -141      183      220     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     37.4      2.5     72.9     42.1     79.3     82.0     20.7     18.0

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



Updated July 22, 2016