GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,105
COMMITMENTS
   9,904    5,602    2,375   39,112   44,093   51,391   52,070      714       35

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,995)
     161      226      377    1,457    1,392    1,995    1,995        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     10.8      4.6     75.1     84.6     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        8        9       40       45       52       57                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,529
COMMITMENTS
     765       50      950    6,093    6,927    7,808    7,927      721      602

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        371)
      23       -5       61      249      268      333      324       38       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.6     11.1     71.4     81.2     91.5     92.9      8.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        7       28       27       35       35                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,243
COMMITMENTS
   1,304    1,243      401    8,232    8,285    9,937    9,929      306      314

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        579)
      18      105       68      567      512      653      685      -74     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     12.1      3.9     80.4     80.9     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        5        8       35       39       44       49                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,320
COMMITMENTS
     249    1,221      250    5,432    4,436    5,931    5,907      389      413

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        240)
      42      -61       -6      184      290      220      223       20       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     19.3      4.0     85.9     70.2     93.8     93.5      6.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        6        6       21       17       28       26                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,276
COMMITMENTS
     295      570        0      835      661    1,130    1,231      146       45

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:         90)
      40       40        0       40       50       80       90       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     44.7      0.0     65.4     51.8     88.6     96.5     11.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        0       11       12       13       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,319
COMMITMENTS
     259    6,707      752   22,304   15,840   23,315   23,299        4       20

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        175)
       0      -13        0      175      188      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     28.8      3.2     95.6     67.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        2       25       15       28       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,198
COMMITMENTS
   1,029    3,429      399    5,238    2,925    6,666    6,753      532      445

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        369)
      78      265      -11      275      120      342      374       27       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     47.6      5.5     72.8     40.6     92.6     93.8      7.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        8        6       23       22       32       32                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,297
COMMITMENTS
      10      665      327    3,310    3,122    3,647    4,114      650      183

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        226)
       0       20       31      186      198      217      249        9      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     15.5      7.6     77.0     72.7     84.9     95.7     15.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        5       19       19       24       25                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      385,339
COMMITMENTS
  69,160   51,630   68,279  206,323  231,758  343,762  351,667   41,577   33,672

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      3,255)
  -2,102   -2,253    3,797    1,207    1,324    2,902    2,868      353      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     13.4     17.7     53.5     60.1     89.2     91.3     10.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      47       44       52       85       85      164      153                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,851
COMMITMENTS
   2,800      150      325   34,739   39,756   37,864   40,231    6,987    4,620

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      4,388)
     100      -75      100    3,771    3,904    3,971    3,929      417      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.3      0.7     77.5     88.6     84.4     89.7     15.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       25       30       28       32                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,033,073
COMMITMENTS
 296,410  373,545  327,162  340,212  299,787  963,784  1000494   69,289   32,579

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -19,056)
  17,237   17,847   -5,343  -29,381  -26,239  -17,487  -13,735   -1,569   -5,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     36.2     31.7     32.9     29.0     93.3     96.8      6.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     131      106      150       69       65      287      246                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      289,371
COMMITMENTS
 105,998  114,386   43,595  132,069  125,349  281,662  283,330    7,709    6,041

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      6,292)
   5,385    2,835     -744    1,898    4,170    6,539    6,261     -247       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     39.5     15.1     45.6     43.3     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       18       27       33       35       65       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      130,654
COMMITMENTS
  24,245   24,734   14,452   81,784   87,229  120,481  126,415   10,173    4,239

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      6,021)
   2,319   10,139      333    3,448   -4,019    6,100    6,453      -79     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     18.9     11.1     62.6     66.8     92.2     96.8      7.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      14       17       23       30       28       55       57                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,347,657
COMMITMENTS
 584,264   62,247   88,352  645,300  1174582  1317916  1325181   29,741   22,476

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        728)
    -418      740     -925    2,492    1,171    1,149      986     -421     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      4.6      6.6     47.9     87.2     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      21       12       23       49       47       77       75                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      305,360
COMMITMENTS
  13,600   59,363   23,404  267,523  217,589  304,527  300,356      833    5,004

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      2,574)
   1,044      -63      171    3,420    2,600    4,635    2,708   -2,061     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     19.4      7.7     87.6     71.3     99.7     98.4      0.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       17       20       35       34       62       59                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       93,046
COMMITMENTS
  36,382   33,276   13,667   41,705   45,083   91,754   92,026    1,292    1,020

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        968)
     925      699     -395      354      590      884      894       84       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     35.8     14.7     44.8     48.5     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       17       23       22       20       51       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,439
COMMITMENTS
  12,880    3,784    3,228    2,845   12,347   18,953   19,359      486       80

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        980)
     810      440      225       85      335    1,120    1,000     -140      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3     19.5     16.6     14.6     63.5     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        5       13       14       12       34       25                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,396
COMMITMENTS
      87      429       90    1,813    1,609    1,990    2,128      406      268

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        304)
       0      134       30      130      112      160      276      144       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     17.9      3.8     75.7     67.2     83.1     88.8     16.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        4       13       13       17       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,574
COMMITMENTS
   6,020    3,559    5,533   37,768   40,085   49,321   49,177      253      397

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,000)
     588      262     -471      996    1,106    1,113      897     -113      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      7.2     11.2     76.2     80.9     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      12       12       12       45       57       63       76                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,545
COMMITMENTS
     599      659      226    2,122    2,437    2,947    3,322      598      223

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        432)
     211       94       28      282      335      521      457      -89      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     18.6      6.4     59.9     68.7     83.1     93.7     16.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        5       18       21       27       28                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      176,012
COMMITMENTS
  15,360      315    1,080  159,509  174,617  175,949  176,012       63        0

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0     -180     -180     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.2      0.6     90.6     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       16       23       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,953,197
COMMITMENTS
 388,850   15,860   26,250  2538097  2911087  2953197  2953197        0        0

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     73,000)
       0        0        0   73,000   73,000   73,000   73,000        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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,085
COMMITMENTS
   3,825        0        0   44,197   48,085   48,022   48,085       63        0

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      0.0     91.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       13       17       13                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,023,138
COMMITMENTS
       0        0        0  1023138  1023138  1023138  1023138        0        0

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     23,480)
       0        0        0   23,480   23,480   23,480   23,480        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 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       73,632
COMMITMENTS
   4,160        0        0   69,264   73,632   73,424   73,632      208        0

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -31,152)
  -1,760        0        0  -29,304  -31,152  -31,064  -31,152      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.0      0.0     94.1    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12        9       13        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,568
COMMITMENTS
       0      900       93   25,470   23,902   25,563   24,895        5      673

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      2,668)
       0       25       15    2,693    2,628    2,708    2,668      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.4     99.6     93.5    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        5        1       25       32       26       37                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      136,539
COMMITMENTS
   7,291    1,513    4,226  124,000  129,977  135,517  135,716    1,022      823

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      3,199)
     574     -209      276    2,338    3,290    3,188    3,357       11     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.1      3.1     90.8     95.2     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      10       11       12       57       60       74       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       95,867
COMMITMENTS
  13,842    7,872        1   81,880   86,869   95,723   94,742      144    1,125

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      5,062)
       0    1,822        0    5,037    3,215    5,037    5,037       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      8.2      0.0     85.4     90.6     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        1       26       31       31       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,135
COMMITMENTS
   1,835    1,635      144   31,923   31,946   33,902   33,725      233      410

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -229)
     104       47     -112     -227     -224     -235     -289        6       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      4.8      0.4     93.5     93.6     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        2        3       35       39       44       43                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,272
COMMITMENTS
   2,734    1,628      789   14,464   15,438   17,987   17,855      285      417

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        754)
     325      555       26      423      183      774      764      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      8.9      4.3     79.2     84.5     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        3       31       24       36       28                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,184
COMMITMENTS
     553      162      158   13,267   14,557   13,978   14,877    1,206      307

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        425)
      15        0       -5      350      400      360      395       65       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.1      1.0     87.4     95.9     92.1     98.0      7.9      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 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,829,620
COMMITMENTS
 537,965  224,663  544,337  647,463  956,418  1729765  1725418   99,855  104,202

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -32,098)
   3,891  -23,616    3,502  -29,454   -9,166  -22,061  -29,280  -10,037   -2,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     12.3     29.8     35.4     52.3     94.5     94.3      5.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     134      108      168       98      118      325      325                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,018
COMMITMENTS
  62,113   13,745      221   31,316   60,690   93,650   74,656   20,368   39,362

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,308)
     519      526      -29      463    1,634      953    2,131      355     -823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     12.1      0.2     27.5     53.2     82.1     65.5     17.9     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        3       10       13       16       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,704
COMMITMENTS
  13,463   53,333   52,318   66,589   23,560  132,370  129,211    5,334    8,493

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -4,029)
  -2,297      621     -980    2,759   -4,842     -518   -5,201   -3,511    1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     38.7     38.0     48.4     17.1     96.1     93.8      3.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       17       28       18       20       49       50                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,878
COMMITMENTS
     180        0        0   12,653   12,848   12,833   12,848       45       30

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      135      165      135      165        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.3     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       17       20       18       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,477
COMMITMENTS
  18,405    5,538      231    3,659   16,699   22,295   22,468    2,182    2,009

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -974)
  -1,136     -751       40       91   -1,316   -1,005   -2,027       31    1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.2     22.6      0.9     14.9     68.2     91.1     91.8      8.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      74       34        7       20       35       97       74                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       76,199
COMMITMENTS
  54,288   13,233    3,940   10,853   56,236   69,081   73,409    7,118    2,790

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -1,430)
  -2,075    1,931      403      909   -4,595     -763   -2,261     -667      831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     17.4      5.2     14.2     73.8     90.7     96.3      9.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
     142       37       25       28       43      184       94                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,889
COMMITMENTS
 112,320   56,151   70,332  189,275  246,622  371,927  373,105   19,962   18,784

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -9,205)
    -167   -6,143      -40   -8,729   -2,559   -8,936   -8,742     -269     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     14.3     17.9     48.3     62.9     94.9     95.2      5.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      79       63       71       88      103      206      200                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,280
COMMITMENTS
   3,055    1,290       19    7,263    9,369   10,337   10,678    2,943    2,602

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        828)
     140        0        0      598      638      738      638       90      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      9.7      0.1     54.7     70.5     77.8     80.4     22.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        2        8       11       13       14                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,473
COMMITMENTS
   1,073      775      945    6,168    6,176    8,186    7,896    1,287    1,577

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        265)
       0      -50     -150      140      115      -10      -85      275      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      8.2     10.0     65.1     65.2     86.4     83.4     13.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       14       14       18       18                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,622
COMMITMENTS
     395      400      225   15,617   16,082   16,237   16,707    1,385      915

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,495)
     -50       50        0    1,590    1,320    1,540    1,370      -45      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.3      1.3     88.6     91.3     92.1     94.8      7.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       14       17       16       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,869
COMMITMENTS
   7,235   17,174      904   10,674      630   18,813   18,708       56      161

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        722)
     510      965     -340      552      102      722      727        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     91.0      4.8     56.6      3.3     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        4        9        6       19       14                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,561
COMMITMENTS
   7,502    9,535    6,095    6,561    4,312   20,158   19,942      403      619

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        837)
    -261       13      517      653      293      909      823      -72       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     46.4     29.6     31.9     21.0     98.0     97.0      2.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      20       17       26       15       14       46       47                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,441
COMMITMENTS
   2,682      465      160   34,213   36,795   37,055   37,420      386       21

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,725)
      60        0       75    1,590    1,650    1,725    1,725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      1.2      0.4     91.4     98.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        1       26       20       30       24                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,745
COMMITMENTS
       0      350      350    2,395    1,925    2,745    2,625        0      120

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       50       50       50       50      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.8     12.8     87.2     70.1    100.0     95.6      0.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        3       13       11       16       16                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,740
COMMITMENTS
   1,503    1,467        0    4,203    4,273    5,706    5,740       34        0

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     25.6      0.0     73.2     74.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        0       10        9       14       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,720
COMMITMENTS
   1,334    8,259      900   17,779   11,379   20,013   20,538      707      182

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        331)
    -276     -149      199      387      281      310      331       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     39.9      4.3     85.8     54.9     96.6     99.1      3.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        8        8       29       23       38       37                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,528
COMMITMENTS
      97    2,644       91    3,410    1,185    3,598    3,920      930      608

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        348)
      49      212       11      310      208      370      431      -22      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     58.4      2.0     75.3     26.2     79.5     86.6     20.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        4       17       16       21       22                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,955
COMMITMENTS
     357      586      148    2,150    2,069    2,655    2,803      300      152

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     19.8      5.0     72.8     70.0     89.8     94.9     10.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       11       11       15       15                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,389
COMMITMENTS
     661    2,451      151    6,253    4,698    7,065    7,300      324       89

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        577)
      10      503       -3      635      113      642      613      -65      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     33.2      2.0     84.6     63.6     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       12        5       25       24       34       36                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,324
COMMITMENTS
   1,770    7,254      604   13,809    9,467   16,183   17,325    5,141    3,999

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        941)
     -45      259       18      682       61      655      338      286      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     34.0      2.8     64.8     44.4     75.9     81.2     24.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       15       15       18       20                  



Updated September 16, 2016