GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,515
COMMITMENTS
  13,064    5,404    2,374   41,339   49,473   56,777   57,251      738      264

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,592)
     383      134      -72    1,281    1,530    1,592    1,592        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      9.4      4.1     71.9     86.0     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10        4        9       39       43       51       55                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,511
COMMITMENTS
       0        0        0    5,511    5,511    5,511    5,511        0        0

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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       17       16       17                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,155
COMMITMENTS
     906       60      731    5,764    6,736    7,401    7,527      754      628

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        132)
      54        5     -148      197      313      103      170       29      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.7      9.0     70.7     82.6     90.8     92.3      9.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        6       28       29       35       36                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,523
COMMITMENTS
   1,273    1,081      433    8,346    8,727   10,052   10,241      471      282

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,206)
      44      372       27    1,123      830    1,194    1,229       12      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     10.3      4.1     79.3     82.9     95.5     97.3      4.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        6       10       38       42       50       54                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,284
COMMITMENTS
     252    1,870      222    6,374    4,779    6,848    6,871      436      413

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        169)
       2      -23        1      146      163      149      141       20       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     25.7      3.0     87.5     65.6     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        7        6       26       21       33       30                  
 
 
MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE        Code-021A18
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,462
COMMITMENTS
     170      280      120    1,066      962    1,356    1,362      106      100

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        160)
     130       90      -40       64      110      154      160        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     19.2      8.2     72.9     65.8     92.7     93.2      7.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        4       14       14       19       19                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,795
COMMITMENTS
     264    9,324      752   25,774   16,719   26,790   26,795        5        0

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        133)
       0      303       45       88     -215      133      133        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     34.8      2.8     96.2     62.4    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 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,588
COMMITMENTS
   1,163    3,197      447    5,372    3,675    6,982    7,319      606      269

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        831)
     111      549       20      620      272      751      841       80      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     42.1      5.9     70.8     48.4     92.0     96.5      8.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        8       11       24       24       37       37                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,421
COMMITMENTS
      61      688      277    3,429    3,184    3,767    4,149      654      272

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         77)
     -45       -5       52       55      -17       62       30       15       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     15.6      6.3     77.6     72.0     85.2     93.8     14.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        6       18       19       24       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,074
COMMITMENTS
  77,924   56,263   64,843  199,509  237,345  342,276  358,451   44,798   28,623

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -15,912)
    -271   -1,055   -6,022   -7,530   -6,145  -13,823  -13,222   -2,089   -2,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     14.5     16.8     51.5     61.3     88.4     92.6     11.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      53       40       56       85       84      172      151                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       54,999
COMMITMENTS
   3,200        0       50   42,771   50,095   46,021   50,145    8,978    4,854

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        -44)
     150        0        0     -445     -135     -295     -135      251       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.1     77.8     91.1     83.7     91.2     16.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       29       27       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,037,375
COMMITMENTS
 284,422  380,357  314,525  368,213  310,779  967,160  1005661   70,215   31,714

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -32,177)
  23,122      327  -26,883  -25,920   -2,063  -29,681  -28,619   -2,496   -3,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     36.7     30.3     35.5     30.0     93.2     96.9      6.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     122      109      145       68       64      279      238                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      283,833
COMMITMENTS
  97,997  110,042   47,491  131,059  120,801  276,547  278,334    7,286    5,499

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -13,764)
  -7,446     -167   -5,452      924   -8,228  -11,974  -13,847   -1,790       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     38.8     16.7     46.2     42.6     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       17       28       31       34       64       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      120,605
COMMITMENTS
  20,087   14,638   13,474   77,205   87,802  110,766  115,914    9,839    4,691

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -18,497)
  -2,533   -4,563   -6,226   -9,045   -8,027  -17,804  -18,816     -693      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     12.1     11.2     64.0     72.8     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       16       21       26       27       51       51                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,343,073
COMMITMENTS
 577,033   58,937   95,207  640,431  1166571  1312671  1320715   30,402   22,358

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -63,585)
 -14,546   12,737  -33,448  -18,423  -32,137  -66,417  -52,848    2,832  -10,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0      4.4      7.1     47.7     86.9     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       11       23       48       48       77       76                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      302,450
COMMITMENTS
  12,275   58,706   23,641  264,000  214,845  299,916  297,192    2,534    5,258

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -33,211)
  -9,176   -2,590   -7,083  -16,619  -23,526  -32,878  -33,199     -333      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     19.4      7.8     87.3     71.0     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       18       20       32       32       58       57                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       95,521
COMMITMENTS
  35,927   33,247   17,153   41,348   43,959   94,428   94,359    1,093    1,162

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -9,978)
  -2,443   -5,860     -671   -6,802   -3,243   -9,916   -9,774      -62     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     34.8     18.0     43.3     46.0     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       18       22       21       20       49       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,195
COMMITMENTS
  11,520    3,079    2,324    2,725   11,547   16,569   16,950      626      245

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -1,054)
    -689     -998      163     -504     -364   -1,030   -1,199      -24      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     17.9     13.5     15.8     67.2     96.4     98.6      3.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        5       12       14       13       32       25                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,512
COMMITMENTS
      50      423       67    2,260    1,830    2,377    2,320      135      192

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         40)
      50       20       20      -65       10        5       50       35      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     16.8      2.7     90.0     72.9     94.6     92.4      5.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        3       13       14       16       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       55,119
COMMITMENTS
   6,651    3,572    5,815   42,280   45,383   54,746   54,770      373      349

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,801)
     794      480     -200    1,224    1,456    1,818    1,736      -17       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      6.5     10.5     76.7     82.3     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      14       12       14       44       59       62       81                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,747
COMMITMENTS
     490      488      391    3,176    3,583    4,057    4,462      690      285

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        134)
     134       60      -44       38       73      128       89        6       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     10.3      8.2     66.9     75.5     85.5     94.0     14.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        4        6       20       24       28       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      187,044
COMMITMENTS
  15,780      420    1,080  170,100  185,544  186,960  187,044       84        0

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -1,000)
       0        0        0   -1,000   -1,000   -1,000   -1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.2      0.6     90.9     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 08/30/16                         |
--------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,007,106
COMMITMENTS
       0        0        0  1007106  1007106  1007106  1007106        0        0

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -14,040)
       0        0        0  -14,040  -14,040  -14,040  -14,040        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 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        8,672
COMMITMENTS
       0      160        0    8,656    8,512    8,656    8,672       16        0

CHANGES FROM 08/23/16 (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 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,827
COMMITMENTS
      12      681      334   26,421   25,126   26,767   26,141       60      686

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        200)
      12        7       25      163      168      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      1.2     98.5     93.7     99.8     97.4      0.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        2       27       32       29       37                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      138,045
COMMITMENTS
   7,471    2,218    4,083  125,500  130,723  137,054  137,024      991    1,021

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -1,862)
     -45      -17      133   -1,907   -2,020   -1,819   -1,904      -43       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.6      3.0     90.9     94.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      10       13       12       57       59       75       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       90,295
COMMITMENTS
  13,842    5,926        1   76,283   83,214   90,126   89,141      169    1,154

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      5,054)
       0        0        0    5,054    5,054    5,054    5,054        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      6.6      0.0     84.5     92.2     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        6        1       24       29       29       35                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,570
COMMITMENTS
   1,944    1,275      653   33,712   34,211   36,309   36,139      261      431

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,001)
      80        0      -24      935    1,005      991      981       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      3.5      1.8     92.2     93.5     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        1        5       35       39       45       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,286
COMMITMENTS
   2,505    2,128      630   15,775   16,030   18,910   18,788      376      498

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,520)
      61       -4       39    1,400    1,465    1,500    1,500       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     11.0      3.3     81.8     83.1     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        4       30       27       36       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,695
COMMITMENTS
     545      161      159   13,870   15,060   14,574   15,380    1,121      315

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        273)
     -57        3       10      295      260      248      273       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.0      1.0     88.4     96.0     92.9     98.0      7.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       24       18       29       21                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,787,891
COMMITMENTS
 538,363  197,075  515,643  640,120  976,684  1694126  1689402   93,765   98,489

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     40,392)
 -16,659   -4,203   24,549   26,074   19,090   33,964   39,436    6,428      956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     11.0     28.8     35.8     54.6     94.8     94.5      5.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     134      103      155       93      120      308      318                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      121,071
COMMITMENTS
  61,529   15,278      838   34,518   63,615   96,885   79,731   24,186   41,340

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        828)
     329      504      -66    1,647      110    1,910      548   -1,082      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     12.6      0.7     28.5     52.5     80.0     65.9     20.0     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        2       11       14       15       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      147,609
COMMITMENTS
  11,402   56,225   60,615   69,672   23,940  141,689  140,780    5,920    6,829

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      6,232)
     882   -2,327    6,517   -1,175    1,684    6,224    5,874        8      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     38.1     41.1     47.2     16.2     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       13       28       20       20       51       48                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,458
COMMITMENTS
     180        0        0   12,233   12,398   12,413   12,398       45       60

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.2     99.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       17       19       18       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,545
COMMITMENTS
  20,052    6,254       54    3,538   18,178   23,644   24,486    1,901    1,059

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -2,264)
    -585      507     -298     -771   -2,303   -1,654   -2,094     -610     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.5     24.5      0.2     13.9     71.2     92.6     95.9      7.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      83       36        7       23       35      110       74                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       79,543
COMMITMENTS
  60,231   11,619    3,151    8,668   61,992   72,050   76,762    7,493    2,781

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -2,258)
  -4,972      685      930    1,465   -4,265   -2,577   -2,650      319      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.7     14.6      4.0     10.9     77.9     90.6     96.5      9.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
     136       37       18       27       42      174       91                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,814
COMMITMENTS
 112,563   56,355   66,477  187,296  244,305  366,336  367,137   21,478   20,677

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -26,576)
     104    1,725   -8,328  -17,627  -20,823  -25,851  -27,426     -725      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     14.5     17.1     48.3     63.0     94.5     94.7      5.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      77       60       66       84      102      199      196                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,411
COMMITMENTS
   2,917    1,926      576    9,930   11,343   13,423   13,845    2,988    2,566

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,200)
      78     -114      371      718      929    1,167    1,186       33       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.7      3.5     60.5     69.1     81.8     84.4     18.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        3       14       14       20       19                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,569
COMMITMENTS
     535      840    1,378    7,722    6,870    9,635    9,088      934    1,481

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        679)
     -34        0      200      243      180      409      380      270      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      7.9     13.0     73.1     65.0     91.2     86.0      8.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        4       14       15       19       20                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,967
COMMITMENTS
     945      315      225   16,597   17,587   17,767   18,127    1,200      840

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        900)
     -50      -50      150      760      795      860      895       40        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      1.7      1.2     87.5     92.7     93.7     95.6      6.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       20       20       22                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,740
COMMITMENTS
   3,870    1,476      187    4,357    6,103    8,414    7,766    2,326    2,974

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     13.7      1.7     40.6     56.8     78.3     72.3     21.7     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       12       12       16       15                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       20,065
COMMITMENTS
   7,310   17,802    1,416   11,263      716   19,989   19,934       76      131

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        704)
       6      812      -95      793       -6      704      711        0       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     88.7      7.1     56.1      3.6     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        8        4       10        7       20       17                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,697
COMMITMENTS
   7,777    9,461    6,627    6,775    4,848   21,179   20,936      518      761

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        252)
     -94     -202       52      150      250      108      100      144      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     43.6     30.5     31.2     22.3     97.6     96.5      2.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       19       25       14       13       43       47                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,126
COMMITMENTS
   3,312      835      125   37,419   40,166   40,856   41,126      270        0

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      2,100)
     -30      150       75    2,055    1,875    2,100    2,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      2.0      0.3     91.0     97.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        1       28       19       33       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,445
COMMITMENTS
       0      325      300    2,095    1,650    2,395    2,275       50      170

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        475)
       0      -75       75      350      425      425      425       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.3     12.3     85.7     67.5     98.0     93.0      2.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        4       12        9       16       14                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| 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 08/23/16 (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 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,404
COMMITMENTS
   1,588    8,956      654   17,437   10,583   19,679   20,193      725      211

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        -22)
     -13        0       20      -27      -42      -20      -22       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     43.9      3.2     85.5     51.9     96.4     99.0      3.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        8        8       28       22       37       37                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,592
COMMITMENTS
     154    2,737       77    3,446    1,270    3,677    4,084      915      508

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         41)
       0       24        0      -28       10      -28       34       69        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     59.6      1.7     75.0     27.7     80.1     88.9     19.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        3       18       19       22       24                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,023
COMMITMENTS
     507      729      390    2,916    2,784    3,813    3,903      210      120

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        172)
      85       35      -23       50      160      112      172       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     18.1      9.7     72.5     69.2     94.8     97.0      5.2      3.0

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 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,684
COMMITMENTS
     919    2,338      219    7,244    5,961    8,382    8,518      302      166

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        241)
    -165      -72       -3      409      316      241      241        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     26.9      2.5     83.4     68.6     96.5     98.1      3.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        9        5       25       24       33       34                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,810
COMMITMENTS
     640      380      340      660      830    1,640    1,550      170      260

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         70)
     -40      -20       80       50      -40       90       20      -20       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     21.0     18.8     36.5     45.9     90.6     85.6      9.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        7        6        9       12       16       22                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,906
COMMITMENTS
   1,340    8,844      713   17,181   10,504   19,234   20,061    4,672    3,845

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        517)
     142      291        0      348      310      490      601       27      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     37.0      3.0     71.9     43.9     80.5     83.9     19.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       18       17       21       21                  



Updated September 2, 2016