GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,010
COMMITMENTS
  12,252    5,155    2,044   37,648   45,357   51,944   52,556    1,066      454

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,965)
     114       70      120    1,713    1,737    1,947    1,927       18       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      9.7      3.9     71.0     85.6     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        5        9       34       40       44       53                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,567
COMMITMENTS
     832       25      792    5,277    6,142    6,901    6,959      666      608

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         18)
      41       -8      -26      -58       52      -43       18       61        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.3     10.5     69.7     81.2     91.2     92.0      8.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        5       26       28       32       34                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,721
COMMITMENTS
     884      459      438    5,863    6,411    7,185    7,308      536      413

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        120)
      83       70       87      132       48      302      205     -182      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      5.9      5.7     75.9     83.0     93.1     94.7      6.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        3        9       34       37       44       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,675
COMMITMENTS
     139    1,952      141    5,987    4,217    6,267    6,310      408      365

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        382)
      35      217       20       96      312      151      549      231     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     29.2      2.1     89.7     63.2     93.9     94.5      6.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        8        5       24       20       30       29                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:          912
COMMITMENTS
      60      195       75      552      552      687      822      225       90

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        110)
       5       10       25       70       50      100       85       10       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     21.4      8.2     60.5     60.5     75.3     90.1     24.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        2        8        8       11       12                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,681
COMMITMENTS
     264    8,904      462   23,950   15,315   24,676   24,681        5        0

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,072)
       0      -60      275      797      857    1,072    1,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     36.1      1.9     97.0     62.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        2       26       18       29       23                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,018
COMMITMENTS
   1,015    1,847      196    3,250    2,717    4,461    4,760      557      258

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        400)
     108      288       34      273       54      415      376      -15       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     36.8      3.9     64.8     54.1     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        7        7       22       20       33       30                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,981
COMMITMENTS
     101      621      242    3,052    2,911    3,395    3,774      586      207

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         34)
      20       15       19      -13       12       26       46        8      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     15.6      6.1     76.7     73.1     85.3     94.8     14.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        6       16       17       22       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      398,408
COMMITMENTS
  72,124   63,220   79,130  202,748  218,225  354,002  360,575   44,406   37,833

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      5,199)
     811    4,636    8,569   -6,125   -6,297    3,255    6,908    1,944   -1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     15.9     19.9     50.9     54.8     88.9     90.5     11.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      46       54       58       82       86      164      169                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,437
COMMITMENTS
   3,000        0       50   43,545   51,219   46,595   51,269    8,842    4,168

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        287)
     300        0        0      337      792      637      792     -350     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      0.1     78.5     92.4     84.1     92.5     15.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       27       26       28                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,055,048
COMMITMENTS
 258,497  373,083  331,432  391,576  314,840  981,505  1019355   73,543   35,693

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     46,070)
  -2,618    9,106   18,827   26,749   16,543   42,958   44,476    3,112    1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     35.4     31.4     37.1     29.8     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     112      120      136       72       63      273      243                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      282,382
COMMITMENTS
  99,318  114,679   46,896  125,472  114,549  271,686  276,124   10,696    6,258

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      4,257)
   2,010      -16    2,181      -69    1,849    4,122    4,014      135      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     40.6     16.6     44.4     40.6     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       16       27       32       35       64       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      131,213
COMMITMENTS
  22,735   22,299   16,699   81,726   88,069  121,160  127,067   10,053    4,146

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      7,945)
   2,131    4,412       82    5,822    3,642    8,035    8,136      -90     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     17.0     12.7     62.3     67.1     92.3     96.8      7.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13       16       25       29       28       56       55                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,380,445
COMMITMENTS
 581,131   41,520  115,429  654,421  1190812  1350981  1347761   29,464   32,684

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      9,063)
   8,639      -56    8,735   -8,288      579    9,086    9,258      -23     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1      3.0      8.4     47.4     86.3     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      27       10       26       48       49       80       80                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      319,854
COMMITMENTS
  17,564   58,864   26,386  273,007  229,365  316,957  314,615    2,897    5,239

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      5,646)
     193     -807    2,377    3,206    4,004    5,776    5,574     -130       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     18.4      8.2     85.4     71.7     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       20       28       32       31       62       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      103,323
COMMITMENTS
  40,090   40,811   16,271   45,834   45,274  102,195  102,356    1,128      967

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,284)
    -858   -1,580     -712      217      463   -1,353   -1,829       69      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     39.5     15.7     44.4     43.8     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       17       22       21       21       50       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,969
COMMITMENTS
  10,801    3,304    2,078    3,365   11,427   16,244   16,809      725      160

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -297)
     -65      -50     -175     -167     -107     -407     -332      110       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     19.5     12.2     19.8     67.3     95.7     99.1      4.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        7       13       12       11       29       26                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       46,937
COMMITMENTS
   4,228    2,607    5,644   36,684   38,398   46,556   46,649      381      288

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,614)
     272      637     -261    1,585    1,305    1,596    1,681       18      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      5.6     12.0     78.2     81.8     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      11       14       11       39       54       55       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,054
COMMITMENTS
     218      366      370    2,785    3,029    3,373    3,765      681      289

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        396)
      33       36      141      263      276      437      453      -41      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      9.0      9.1     68.7     74.7     83.2     92.9     16.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        7       19       21       27       29                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      172,261
COMMITMENTS
  17,820      420    1,080  153,277  170,761  172,177  172,261       84        0

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      2,552)
       0        0        0    2,552    2,552    2,552    2,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.2      0.6     89.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       17       23       19                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,942,937
COMMITMENTS
 396,530   15,860   26,250  2520157  2900827  2942937  2942937        0        0

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    -19,680)
       0        0        0  -19,680  -19,680  -19,680  -19,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.5      0.9     85.6     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 08/09/16                         |
--------------------------------------------------------------| 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 08/02/16 (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 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      151,760
COMMITMENTS
       0    2,800        0  151,480  148,960  151,480  151,760      280        0

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    -47,696)
       0     -880        0  -47,608  -46,816  -47,608  -47,696      -88        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 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,934
COMMITMENTS
      33      668      305   23,026   21,765   23,364   22,738      570    1,196

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        167)
      33       88       30       75       17      138      135       29       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.8      1.3     96.2     90.9     97.6     95.0      2.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        2       28       27       30       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      137,115
COMMITMENTS
   7,283    2,192    3,928  125,081  130,420  136,292  136,540      823      575

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -5,206)
     139     -289      -47   -5,243   -4,795   -5,151   -5,131      -55      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.6      2.9     91.2     95.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      10       15       12       56       57       74       76                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       78,632
COMMITMENTS
  14,862    5,161        1   63,600   72,231   78,463   77,393      169    1,239

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        175)
       0       40        0      175      155      175      195        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      6.6      0.0     80.9     91.9     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        4        1       24       27       29       31                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,317
COMMITMENTS
     905    1,314      570   31,642   31,133   33,117   33,017      200      300

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,631)
     -60     -125      154    1,555    1,615    1,649    1,644      -18      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.9      1.7     95.0     93.4     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        5       34       39       41       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,628
COMMITMENTS
   1,979    1,937      569   13,724   13,614   16,272   16,120      356      508

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         73)
     -42      -97       -5      120      175       73       73        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     11.6      3.4     82.5     81.9     97.9     96.9      2.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        4       29       27       35       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,640
COMMITMENTS
     491      140      248   11,966   12,881   12,705   13,269      935      371

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         74)
      16      -27       21       37       80       74       74        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.0      1.8     87.7     94.4     93.1     97.3      6.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        3       26       18       31       21                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,829,979
COMMITMENTS
 562,028  303,778  528,277  639,378  897,585  1729683  1729640  100,296  100,339

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     37,339)
    -504    8,438   -8,957   54,916   33,421   45,455   32,902   -8,116    4,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     16.6     28.9     34.9     49.0     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     142      122      171       96      120      331      339                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      135,611
COMMITMENTS
  10,535   57,934   51,265   67,393   19,394  129,193  128,593    6,418    7,018

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -7,534)
  -1,369    1,288   -7,594    1,923     -687   -7,040   -6,993     -494     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     42.7     37.8     49.7     14.3     95.3     94.8      4.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10       16       25       21       20       49       45                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,190
COMMITMENTS
     240       30        0   12,935   13,160   13,175   13,190       15        0

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,225)
       0        0        0    1,270    1,225    1,270    1,225      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.2      0.0     98.1     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       23       21       24       22                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       30,272
COMMITMENTS
  22,727    6,961      474    4,897   21,423   28,098   28,858    2,174    1,414

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        985)
     311     -226      -42      826    1,046    1,095      778     -110      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1     23.0      1.6     16.2     70.8     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      80       44       17       25       38      117       92                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       80,645
COMMITMENTS
  65,259    9,310      788    7,099   67,416   73,146   77,514    7,499    3,131

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,104)
   1,330     -848     -120      382    1,325    1,592      357     -488      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.9     11.5      1.0      8.8     83.6     90.7     96.1      9.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     139       35       18       21       43      170       89                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      410,050
COMMITMENTS
 108,420   58,457   81,097  202,142  245,906  391,659  385,460   18,391   24,590

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     18,981)
     753   -2,237    7,117   12,185   12,532   20,055   17,412   -1,074    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     14.3     19.8     49.3     60.0     95.5     94.0      4.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      73       67       70       86      104      200      207                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,563
COMMITMENTS
   2,339    2,558      195    6,449    6,850    8,983    9,603    2,580    1,960

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,150)
     819        0        0      502    1,106    1,321    1,106     -171       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     22.1      1.7     55.8     59.2     77.7     83.0     22.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        5        2       13       10       18       15                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,417
COMMITMENTS
   1,105      365       75   13,025   14,257   14,205   14,697    1,212      720

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        660)
    -240       50        0    1,118      825      878      875     -218     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.4      0.5     84.5     92.5     92.1     95.3      7.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       16       17       19       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,846
COMMITMENTS
   7,564   16,698    1,577    9,619      401   18,760   18,676       86      170

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        768)
      29      372      336      402       60      767      768        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     88.6      8.4     51.0      2.1     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        9        5       10        5       20       17                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,456
COMMITMENTS
   7,844    9,188    5,230    6,099    4,688   19,173   19,106      283      350

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        201)
    -536      280     -241    1,156      207      379      246     -178      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     47.2     26.9     31.3     24.1     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19       18       24       13       12       43       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,532
COMMITMENTS
   3,078      685        0   33,184   35,847   36,262   36,532      270        0

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        418)
     156        0        0      262      478      418      478        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      1.9      0.0     90.8     98.1     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        0       26       19       30       21                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| 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 08/02/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     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 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,831
COMMITMENTS
   1,775    8,819      556   15,739    9,209   18,070   18,584      761      247

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        143)
      18      241        1       85       96      104      338       39     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     46.8      3.0     83.6     48.9     96.0     98.7      4.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        8        6       28       22       37       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,238
COMMITMENTS
     104    2,502       70    3,088    1,136    3,262    3,708      976      530

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         -2)
     -51        5      -35      -71      -31     -157      -61      155       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     59.0      1.7     72.9     26.8     77.0     87.5     23.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       18       18       20       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,439
COMMITMENTS
     370      498      386    2,533    2,435    3,289    3,319      150      120

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         37)
     -25     -125       87      -25       75       37       37        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     14.5     11.2     73.7     70.8     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        6       12       12       20       18                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,115
COMMITMENTS
   1,204    2,334      181    6,352    5,378    7,737    7,893      378      222

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        179)
      -4      120        0      165       67      161      187       18       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     28.8      2.2     78.3     66.3     95.3     97.3      4.7      2.7

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 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,520
COMMITMENTS
     740      480      130      450      700    1,320    1,310      200      210

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        130)
       0       20        0       70       50       70       70       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7     31.6      8.6     29.6     46.1     86.8     86.2     13.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        7        4        7       10       12       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,483
COMMITMENTS
     876    7,655      685   15,194    8,542   16,755   16,882    4,728    4,601

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        627)
     716     -145      238     -138      448      816      541     -189       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     35.6      3.2     70.7     39.8     78.0     78.6     22.0     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       17       14       21       17                  



Updated August 12, 2016