GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,923
COMMITMENTS
  12,681    5,270    2,446   40,058   47,943   55,185   55,659      738      264

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,343)
     378       89      248      717    1,056    1,343    1,393        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      9.4      4.4     71.6     85.7     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        5        9       37       43       49       55                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,023
COMMITMENTS
     852       55      879    5,567    6,423    7,298    7,357      725      666

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        157)
      20       -5       47       44       60      111      102       46       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.7     11.0     69.4     80.1     91.0     91.7      9.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        2        6       27       28       34       35                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,538
COMMITMENTS
     100      179      229      798      797    1,127    1,205      411      333

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         18)
      16       11        9      -44        0      -19       20       37       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     11.6     14.9     51.9     51.8     73.3     78.3     26.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        4       11       12       16       18                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,317
COMMITMENTS
   1,229      709      406    7,223    7,897    8,858    9,012      459      305

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,194)
     145      144       13      998    1,002    1,156    1,159       38       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      7.6      4.4     77.5     84.8     95.1     96.7      4.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        5       10       38       40       49       52                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,115
COMMITMENTS
     250    1,893      221    6,228    4,616    6,699    6,730      416      385

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        268)
      41      -32       51      163      229      255      248       13       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     26.6      3.1     87.5     64.9     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        7        6       25       21       32       30                  
 
 
MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE        Code-021A18
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:          934
COMMITMENTS
     446      465       30      438      359      914      854       20       80

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     49.8      3.2     46.9     38.4     97.9     91.4      2.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        1        7        7       13       10                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,302
COMMITMENTS
      40      190      160    1,002      852    1,202    1,202      100      100

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        200)
      30       10       10      250      210      290      230      -90      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     14.6     12.3     77.0     65.4     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        5       14       13       19       19                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,662
COMMITMENTS
     264    9,021      707   25,686   16,934   26,657   26,662        5        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,123)
       0       98      120    1,003      905    1,123    1,123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     33.8      2.7     96.3     63.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        5        2       28       18       31       23                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,757
COMMITMENTS
   1,052    2,648      427    4,752    3,403    6,231    6,478      526      279

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        935)
     -13      584      122      865      194      974      900      -39       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     39.2      6.3     70.3     50.4     92.2     95.9      7.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        8       10       24       22       37       34                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,344
COMMITMENTS
     106      693      225    3,374    3,201    3,705    4,119      639      225

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        229)
     -10       57       -7      188      176      171      226       58        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     16.0      5.2     77.7     73.7     85.3     94.8     14.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        6       18       19       24       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      402,986
COMMITMENTS
  78,195   57,318   70,865  207,039  243,490  356,099  371,673   46,887   31,313

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,911)
   6,948      835  -12,243    3,456   16,786   -1,839    5,378    3,750   -3,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     14.2     17.6     51.4     60.4     88.4     92.2     11.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      55       40       56       84       86      171      156                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,043
COMMITMENTS
   3,050        0       50   43,216   50,230   46,316   50,280    8,727    4,763

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        337)
       0        0        0      672      662      672      662     -335     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.1     78.5     91.3     84.1     91.3     15.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       26       27       28       28                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,069,552
COMMITMENTS
 261,300  380,030  341,408  394,133  312,842  996,841  1034280   72,711   35,272

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    -28,433)
   9,419   -6,680   -1,900  -37,784  -18,460  -30,265  -27,040    1,832   -1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     35.5     31.9     36.9     29.2     93.2     96.7      6.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     117      116      147       67       60      276      244                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      297,597
COMMITMENTS
 105,443  110,209   52,943  130,135  129,029  288,521  292,181    9,076    5,416

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     10,231)
   2,261   -1,011    3,206    4,773    8,904   10,240   11,099       -9     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     37.0     17.8     43.7     43.4     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       17       28       38       39       73       70                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      139,102
COMMITMENTS
  22,620   19,201   19,700   86,250   95,829  128,570  134,730   10,532    4,372

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,848)
     647   -4,254    2,570      621    5,410    3,838    3,726       10      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.8     14.2     62.0     68.9     92.4     96.9      7.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       15       24       28       30       55       56                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,406,658
COMMITMENTS
 591,579   46,200  128,655  658,854  1198708  1379088  1373563   27,570   33,095

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     17,166)
   6,421    3,708    9,241    2,867    3,086   18,529   16,035   -1,363    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1      3.3      9.1     46.8     85.2     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       11       28       49       48       80       80                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,661
COMMITMENTS
  21,451   61,296   30,724  280,619  238,371  332,794  330,391    2,867    5,270

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     16,891)
   2,915    5,298    3,061   11,147    8,738   17,123   17,097     -232     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     18.3      9.2     83.6     71.0     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       18       27       33       33       64       63                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      105,499
COMMITMENTS
  38,370   39,107   17,824   48,150   47,202  104,344  104,133    1,155    1,366

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,978)
    -154   -1,302    1,027    1,147    2,304    2,020    2,029      -42      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     37.1     16.9     45.6     44.7     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       16       21       21       21       48       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,249
COMMITMENTS
  12,209    4,077    2,161    3,229   11,911   17,599   18,149      650      100

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        991)
   1,278      903      -31      -76      194    1,171    1,066     -180      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9     22.3     11.8     17.7     65.3     96.4     99.5      3.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        7       14       14       12       34       27                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,472
COMMITMENTS
       0      403       47    2,325    1,820    2,372    2,270      100      202

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         90)
       0       23       37       60       40       97      100       -7      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.3      1.9     94.1     73.6     96.0     91.8      4.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        2       14       14       16       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,318
COMMITMENTS
   5,857    3,092    6,015   41,056   43,927   52,928   53,034      390      284

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,751)
   1,458      104      271      993    2,321    2,722    2,696       29       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      5.8     11.3     77.0     82.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      12       12       14       44       59       62       81                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,613
COMMITMENTS
     356      428      435    3,138    3,510    3,929    4,373      684      240

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        218)
     174       -8       28       -4      210      198      230       20      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      9.3      9.4     68.0     76.1     85.2     94.8     14.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        4        7       21       25       30       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      188,044
COMMITMENTS
  15,780      420    1,080  171,100  186,544  187,960  188,044       84        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,610)
       0        0        0    2,610    2,610    2,610    2,610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.2      0.6     91.0     99.2    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 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,994,847
COMMITMENTS
 396,530   15,860   26,250  2572067  2952737  2994847  2994847        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     51,910)
       0        0        0   51,910   51,910   51,910   51,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      0.5      0.9     85.9     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 08/23/16                         |
--------------------------------------------------------------| 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 08/16/16 (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 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       56,368
COMMITMENTS
       0    1,040        0   56,264   55,328   56,264   56,368      104        0

CHANGES FROM 08/16/16 (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 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,627
COMMITMENTS
       0      674      309   26,258   24,958   26,567   25,941       60      686

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -123)
       0      -16        8      254      270      262      262     -385     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      1.2     98.6     93.7     99.8     97.4      0.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        5        2       28       31       30       36                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      139,907
COMMITMENTS
   7,516    2,235    3,950  127,407  132,743  138,873  138,928    1,034      979

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,802)
      40      -80       17    1,550    1,461    1,607    1,398      195      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.6      2.8     91.1     94.9     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      10       14       12       57       58       76       76                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       85,241
COMMITMENTS
  13,842    5,926        1   71,229   78,160   85,072   84,087      169    1,154

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,926)
       0      745        0    3,926    3,266    3,926    4,011        0      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      7.0      0.0     83.6     91.7     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        6        1       24       27       29       33                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,569
COMMITMENTS
   1,864    1,275      677   32,777   33,206   35,318   35,158      251      411

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,424)
     589      -43      -21      805    1,357    1,373    1,293       51      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      3.6      1.9     92.2     93.4     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        1        5       35       39       44       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,766
COMMITMENTS
   2,444    2,132      591   14,375   14,565   17,410   17,288      356      478

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        261)
      90       75      -45      216      231      261      261        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     12.0      3.3     80.9     82.0     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        4       30       28       36       33                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,422
COMMITMENTS
     602      158      149   13,575   14,800   14,326   15,107    1,096      315

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        829)
      40      -65       20      728      923      788      878       41      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.0      1.0     88.0     96.0     92.9     98.0      7.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        3       24       18       29       21                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,747,499
COMMITMENTS
 555,022  201,278  491,094  614,046  957,594  1660162  1649966   87,337   97,533

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:   -104,903)
 -15,187  -61,431  -27,849  -59,257   -8,138 -102,293  -97,418   -2,610   -7,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     11.5     28.1     35.1     54.8     95.0     94.4      5.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     132      111      166       86      122      313      323                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,243
COMMITMENTS
  61,200   14,774      904   32,871   63,505   94,975   79,183   25,268   41,060

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,418)
   2,015      793      142   -1,088      -18    1,069      917    2,349    2,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     12.3      0.8     27.3     52.8     79.0     65.9     21.0     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        2       10       14       14       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      141,377
COMMITMENTS
  10,520   58,552   54,098   70,847   22,256  135,465  134,906    5,912    6,471

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      5,189)
   1,449    2,005    2,476    1,458    1,934    5,383    6,415     -194   -1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     41.4     38.3     50.1     15.7     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       18       26       20       20       49       48                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,098
COMMITMENTS
     180        0        0   11,873   12,038   12,053   12,038       45       60

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,107)
     -60      -30        0   -1,077   -1,137   -1,137   -1,167       30       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     98.1     99.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       16       19       17       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,809
COMMITMENTS
  20,637    5,747      352    4,309   20,481   25,298   26,580    2,511    1,229

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,314)
    -923     -590        9     -523     -751   -1,437   -1,332      123       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.2     20.7      1.3     15.5     73.6     91.0     95.6      9.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      83       35       10       26       43      115       84                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       81,801
COMMITMENTS
  65,203   10,934    2,221    7,203   66,257   74,627   79,412    7,174    2,389

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        841)
     416      484      558      301     -214    1,275      828     -434       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.7     13.4      2.7      8.8     81.0     91.2     97.1      8.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     136       36       15       24       44      170       89                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      414,390
COMMITMENTS
 112,459   54,630   74,805  204,923  265,128  392,187  394,563   22,203   19,827

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -3,842)
   3,622   -5,117   -2,448   -8,496    7,620   -7,322       55    3,480   -3,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     13.2     18.1     49.5     64.0     94.6     95.2      5.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      82       56       67       89      105      204      200                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,211
COMMITMENTS
   2,839    2,040      205    9,212   10,414   12,256   12,659    2,955    2,552

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,653)
     210     -518       10    2,378    2,909    2,598    2,401       55      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     13.4      1.3     60.6     68.5     80.6     83.2     19.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        3       14       13       20       18                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,890
COMMITMENTS
     569      840    1,178    7,479    6,690    9,226    8,708      664    1,182

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        123)
     125      400     -120      133     -157      138      123      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      8.5     11.9     75.6     67.6     93.3     88.0      6.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       14       15       18       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,067
COMMITMENTS
     995      365       75   15,837   16,792   16,907   17,232    1,160      835

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,045)
    -110        0        0    2,172    2,160    2,062    2,160      -17     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.0      0.4     87.7     92.9     93.6     95.4      6.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       16       19       19       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,361
COMMITMENTS
   7,304   16,990    1,511   10,470      722   19,285   19,223       76      138

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        440)
    -160      159      150      442      129      432      438        8        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     87.8      7.8     54.1      3.7     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        8        5       10        7       20       18                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,445
COMMITMENTS
   7,871    9,663    6,575    6,625    4,598   21,071   20,836      374      609

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        263)
     -70       15      172      120      -70      222      117       41      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     45.1     30.7     30.9     21.4     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19       19       27       14       14       46       48                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,026
COMMITMENTS
   3,342      685       50   35,364   38,291   38,756   39,026      270        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,544)
     144        0        0    2,400    2,544    2,544    2,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      1.8      0.1     90.6     98.1     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        1       29       18       34       21                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        1,970
COMMITMENTS
       0      400      225    1,745    1,225    1,970    1,850        0      120

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.3     11.4     88.6     62.2    100.0     93.9      0.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        4       11        8       15       13                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,275
COMMITMENTS
   1,581    1,842       40    4,597    4,393    6,218    6,275       57        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     29.4      0.6     73.3     70.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        1       10        9       15       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,426
COMMITMENTS
   1,601    8,956      634   17,464   10,625   19,699   20,215      727      211

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        164)
     -80      -38        0      226      192      146      154       18       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     43.8      3.1     85.5     52.0     96.4     99.0      3.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        8        7       27       22       36       36                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,551
COMMITMENTS
     154    2,713       77    3,474    1,260    3,705    4,050      846      501

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        102)
      45      177      -43      156        7      158      141      -56      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     59.6      1.7     76.3     27.7     81.4     89.0     18.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        3       19       20       23       25                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,851
COMMITMENTS
     422      694      413    2,866    2,624    3,701    3,731      150      120

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        280)
     -20      236      -25      325       69      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.0     10.7     74.4     68.1     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        7       13       13       21       20                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,443
COMMITMENTS
   1,084    2,410      222    6,835    5,645    8,141    8,277      302      166

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        289)
    -159      -75      146      391      326      378      397      -89     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     28.5      2.6     81.0     66.9     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        8        5       25       23       34       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,740
COMMITMENTS
     680      400      260      610      870    1,550    1,530      190      210

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        120)
     -20       10       20      100       40      100       70       20       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     23.0     14.9     35.1     50.0     89.1     87.9     10.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        7        6        9       13       15       23                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,389
COMMITMENTS
   1,198    8,553      713   16,833   10,194   18,744   19,460    4,645    3,929

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,310)
     512      832      -75    1,270    1,019    1,707    1,776     -397     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     36.6      3.0     72.0     43.6     80.1     83.2     19.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       18       16       21       20                  



Updated August 26, 2016