GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,045
COMMITMENTS
  12,138    5,085    1,924   35,935   43,620   49,997   50,629    1,048      416

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,819)
  -1,134     -704      321   -1,011   -1,375   -1,824   -1,758        5      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     10.0      3.8     70.4     85.5     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        5        8       34       40       44       52                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,549
COMMITMENTS
     791       33      818    5,335    6,090    6,944    6,941      605      608

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -516)
    -322       -4      116     -351     -729     -557     -617       41      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.4     10.8     70.7     80.7     92.0     91.9      8.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        5       27       28       33       34                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,601
COMMITMENTS
     801      389      351    5,731    6,363    6,883    7,103      718      498

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -806)
    -168      -63      -20     -732     -818     -920     -901      114       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      5.1      4.6     75.4     83.7     90.6     93.4      9.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        8       31       34       40       43                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,293
COMMITMENTS
     104    1,735      121    5,891    3,905    6,116    5,761      177      532

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -972)
    -128      106     -176     -620     -947     -924   -1,017      -48       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     27.6      1.9     93.6     62.1     97.2     91.5      2.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        7        6       21       19       28       27                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:          802
COMMITMENTS
      55      185       50      482      502      587      737      215       65

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,435)
    -200     -491      -60   -1,154     -881   -1,414   -1,432      -21       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     23.1      6.2     60.1     62.6     73.2     91.9     26.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        3        8        8       11       14                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,609
COMMITMENTS
     264    8,964      187   23,153   14,458   23,604   23,609        5        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,334)
     -20     -627     -228   -2,065   -1,459   -2,313   -2,314      -21      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     38.0      0.8     98.1     61.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        1       26       16       28       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,618
COMMITMENTS
     907    1,559      162    2,977    2,663    4,046    4,384      572      234

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,018)
     -75     -947       -8     -829       92     -912     -863     -106     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     33.8      3.5     64.5     57.7     87.6     94.9     12.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        6        5       22       20       31       29                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,947
COMMITMENTS
      81      606      223    3,065    2,899    3,369    3,728      578      219

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -695)
      71      -74      -45     -712     -580     -686     -699       -9        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     15.4      5.6     77.7     73.4     85.4     94.5     14.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        5       16       17       21       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      393,209
COMMITMENTS
  71,313   58,584   70,561  208,873  224,522  350,747  353,667   42,462   39,542

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     24,777)
   3,255    3,339   12,525    9,060    6,043   24,840   21,907      -63    2,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     14.9     17.9     53.1     57.1     89.2     89.9     10.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      46       53       63       81       85      167      170                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,150
COMMITMENTS
   2,700        0       50   43,208   50,427   45,958   50,477    9,192    4,673

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -7,249)
    -100     -525     -425   -6,545   -6,235   -7,070   -7,185     -179      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      0.1     78.3     91.4     83.3     91.5     16.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       22       26       24       27                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,008,978
COMMITMENTS
 261,115  363,977  312,605  364,827  298,297  938,547  974,879   70,431   34,099

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     48,135)
   7,522  -15,664   14,689   26,629   46,379   48,840   45,404     -705    2,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     36.1     31.0     36.2     29.6     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     117      105      135       67       60      273      226                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      278,125
COMMITMENTS
  97,308  114,695   44,715  125,541  112,700  267,564  272,110   10,561    6,015

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -19,938)
  -6,197   -7,440   -3,995  -12,176   -8,631  -22,368  -20,066    2,430      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     41.2     16.1     45.1     40.5     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       15       27       32       35       63       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      123,268
COMMITMENTS
  20,604   17,887   16,617   75,904   84,427  113,125  118,931   10,143    4,337

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -27,639)
 -11,793  -17,873   -1,874  -16,250   -9,304  -29,917  -29,051    2,278    1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     14.5     13.5     61.6     68.5     91.8     96.5      8.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       18       25       27       27       52       56                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,371,382
COMMITMENTS
 572,492   41,576  106,694  662,709  1190233  1341895  1338503   29,487   32,879

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -54,351)
 -37,194  -11,426   -3,143   -9,464  -41,653  -49,801  -56,222   -4,550    1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7      3.0      7.8     48.3     86.8     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       10       26       48       49       80       79                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,208
COMMITMENTS
  17,371   59,671   24,009  269,801  225,361  311,181  309,041    3,027    5,167

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -23,433)
  -4,003   -1,831  -13,101   -5,812   -8,284  -22,916  -23,216     -517     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     19.0      7.6     85.9     71.7     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      12       19       26       32       31       59       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      104,607
COMMITMENTS
  40,948   42,391   16,983   45,617   44,811  103,548  104,185    1,059      422

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -8,280)
  -2,512   -3,501   -1,774   -4,146   -2,469   -8,432   -7,744      152     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     40.5     16.2     43.6     42.8     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       20       26       20       19       53       51                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,266
COMMITMENTS
  10,866    3,354    2,253    3,532   11,534   16,651   17,141      615      125

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,280)
    -730     -179     -273      106     -643     -897   -1,095     -383     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.9     19.4     13.0     20.5     66.8     96.4     99.3      3.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        7       15       12       11       30       28                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       45,323
COMMITMENTS
   3,956    1,970    5,905   35,099   37,093   44,960   44,968      363      355

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -7,882)
    -985     -569     -285   -6,790   -7,045   -8,060   -7,899      178       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      4.3     13.0     77.4     81.8     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       9       13       11       40       54       56       71                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,658
COMMITMENTS
     185      330      229    2,522    2,753    2,936    3,312      722      346

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,022)
    -160     -353     -212     -699     -558   -1,071   -1,123       49      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      9.0      6.3     68.9     75.3     80.3     90.5     19.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        4       18       20       23       26                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      169,709
COMMITMENTS
  17,820      420    1,080  150,725  168,209  169,625  169,709       84        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -7,493)
       0     -115        0   -7,470   -7,378   -7,470   -7,493      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.2      0.6     88.8     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       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 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,962,617
COMMITMENTS
 396,530   15,860   26,250  2539837  2920507  2962617  2962617        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:   -193,942)
   3,760        0   -3,760 -193,942 -190,182 -193,942 -193,942        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      0.5      0.9     85.7     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 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,021,146
COMMITMENTS
       0        0        0  1021146  1021146  1021146  1021146        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -18,176)
       0        0        0  -18,176  -18,176  -18,176  -18,176        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 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      199,456
COMMITMENTS
       0    3,680        0  199,088  195,776  199,088  199,456      368        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    153,696)
       0    2,880        0  153,408  150,816  153,408  153,696      288        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     99.8     98.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12        8       12        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,767
COMMITMENTS
       0      580      275   22,951   21,748   23,226   22,603      541    1,164

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,446)
    -119     -249      -27   -2,072   -1,911   -2,218   -2,187     -228     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      1.2     96.6     91.5     97.7     95.1      2.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       25       26       26       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      142,321
COMMITMENTS
   7,144    2,481    3,975  130,324  135,215  141,443  141,671      878      650

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,327)
     -72     -300      350    3,052    3,132    3,330    3,182       -3      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      1.7      2.8     91.6     95.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       9       15       11       55       56       72       74                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       78,457
COMMITMENTS
  14,862    5,121        1   63,425   72,076   78,288   77,198      169    1,259

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,155)
     504       75        0      671    1,075    1,175    1,150      -20        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      6.5      0.0     80.8     91.9     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        1       23       27       28       30                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,686
COMMITMENTS
     965    1,439      416   30,087   29,518   31,468   31,373      218      313

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,390)
    -130       68     -164   -1,093   -1,246   -1,387   -1,342       -3      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      4.5      1.3     95.0     93.2     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        4       33       38       39       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,555
COMMITMENTS
   2,021    2,034      574   13,604   13,439   16,199   16,047      356      508

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,139)
    -454     -619       31     -609     -561   -1,032   -1,149     -107       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     12.3      3.5     82.2     81.2     97.8     96.9      2.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        4       29       27       35       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,566
COMMITMENTS
     475      167      227   11,929   12,801   12,631   13,195      935      371

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,696)
     -73       51      -41   -1,553   -1,641   -1,667   -1,631      -29      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.2      1.7     87.9     94.4     93.1     97.3      6.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       25       18       30       21                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,792,640
COMMITMENTS
 562,532  295,340  537,234  584,462  864,164  1684228  1696738  108,412   95,902

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     74,334)
  23,187   29,294   28,991   20,322   15,683   72,500   73,968    1,834      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     16.5     30.0     32.6     48.2     94.0     94.7      6.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     149      120      173      101      118      343      339                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      143,145
COMMITMENTS
  11,904   56,646   58,859   65,470   20,081  136,233  135,586    6,912    7,559

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -16,351)
   1,159   -1,865   -8,730   -7,995   -4,765  -15,566  -15,360     -785     -991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     39.6     41.1     45.7     14.0     95.2     94.7      4.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       15       25       20       19       48       45                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,965
COMMITMENTS
     240       30        0   11,665   11,935   11,905   11,965       60        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      135      195      135      195       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.3      0.0     97.5     99.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       24       21       25       22                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       29,287
COMMITMENTS
  22,416    7,187      516    4,071   20,377   27,003   28,080    2,284    1,207

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,610)
   2,788    1,014       95     -194    1,547    2,689    2,656      -79      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.5     24.5      1.8     13.9     69.6     92.2     95.9      7.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      86       46       13       23       40      119       94                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       79,541
COMMITMENTS
  63,929   10,158      908    6,717   66,091   71,554   77,157    7,987    2,384

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,527)
   2,583     -266      105     -655    2,717    2,033    2,556      494      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.4     12.8      1.1      8.4     83.1     90.0     97.0     10.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     139       36       16       18       41      166       87                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,069
COMMITMENTS
 107,667   60,694   73,980  189,957  233,374  371,604  368,048   19,465   23,021

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,045)
   7,879    5,120    1,650  -13,320  -11,792   -3,791   -5,022     -254      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     15.5     18.9     48.6     59.7     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      72       69       69       81      101      191      208                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,413
COMMITMENTS
   1,520    2,558      195    5,947    5,744    7,662    8,497    2,751    1,916

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -3,658)
    -474     -855       30   -3,106   -2,671   -3,550   -3,496     -108     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     24.6      1.9     57.1     55.2     73.6     81.6     26.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        2       13        9       17       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,757
COMMITMENTS
   1,345      315       75   11,907   13,432   13,327   13,822    1,430      935

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -525)
    -100      265      -85     -465      -79     -650      101      125     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      2.1      0.5     80.7     91.0     90.3     93.7      9.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       16       16       19       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,078
COMMITMENTS
   7,535   16,326    1,241    9,217      341   17,993   17,908       85      170

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,898)
    -731   -1,575      -70   -1,182     -269   -1,983   -1,914       85       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     90.3      6.9     51.0      1.9     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        9        5       10        4       20       16                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,255
COMMITMENTS
   8,380    8,908    5,471    4,943    4,481   18,794   18,860      461      395

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,551)
    -561     -392     -668   -1,432   -1,467   -2,661   -2,527      110      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     46.3     28.4     25.7     23.3     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      18       18       22       11       10       40       40                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,114
COMMITMENTS
   2,922      685        0   32,922   35,369   35,844   36,054      270       60

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -5,101)
    -285     -205        0   -4,791   -4,956   -5,076   -5,161      -25       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      1.9      0.0     91.2     97.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        0       26       17       30       19                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,250
COMMITMENTS
   1,556    1,842       40    4,597    4,368    6,193    6,250       57        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -905)
     -93     -340        0     -789     -565     -882     -905      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     29.5      0.6     73.6     69.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1       10        9       14       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,688
COMMITMENTS
   1,757    8,578      555   15,654    9,113   17,966   18,246      722      442

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,352)
    -476     -683      -57     -616     -603   -1,149   -1,343     -203       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     45.9      3.0     83.8     48.8     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        7        5       28       22       37       33                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,240
COMMITMENTS
     155    2,497      105    3,159    1,167    3,419    3,769      821      471

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -727)
      61     -376       -1     -641     -352     -581     -729     -146        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     58.9      2.5     74.5     27.5     80.6     88.9     19.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       19       18       22       22                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,402
COMMITMENTS
     395      623      299    2,558    2,360    3,252    3,282      150      120

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        304)
     274      119     -101      161      302      334      320      -30      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     18.3      8.8     75.2     69.4     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        4       12       12       19       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,936
COMMITMENTS
   1,208    2,214      181    6,187    5,311    7,576    7,706      360      230

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,426)
     158      148     -528   -1,092     -987   -1,462   -1,367       36      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     27.9      2.3     78.0     66.9     95.5     97.1      4.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        7        4       23       22       31       31                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,390
COMMITMENTS
     740      460      130      380      650    1,250    1,240      140      150

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -455)
    -360      -65     -115       65     -265     -410     -445      -45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2     33.1      9.4     27.3     46.8     89.9     89.2     10.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        4        5        9       10       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,856
COMMITMENTS
     160    7,800      447   15,332    8,094   15,939   16,341    4,917    4,515

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,992)
    -851   -1,939     -198   -3,580   -2,718   -4,629   -4,855     -363     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     37.4      2.1     73.5     38.8     76.4     78.4     23.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       14       19       16                  



Updated August 5, 2016