GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,381
COMMITMENTS
  10,040    5,489    2,734   42,893   48,158   55,667   56,381      714        0

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,482)
     302      239     -124    2,304    2,402    2,482    2,517        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      9.7      4.8     76.1     85.4     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        7        9       38       44       51       57                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,219
COMMITMENTS
       0        0        0    6,219    6,219    6,219    6,219        0        0

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        199)
       0        0        0      199      199      199      199        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       15       18       15       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,054
COMMITMENTS
     683       54      768    6,844    7,622    8,295    8,444      759      610

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        243)
     -99       -5     -232      518      444      187      207       56       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.6      8.5     75.6     84.2     91.6     93.3      8.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        6       29       29       35       36                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,749
COMMITMENTS
   1,468    1,330      641    9,348    9,512   11,457   11,483      292      266

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        765)
     130       25      120      523      648      773      793       -8      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     11.3      5.5     79.6     81.0     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        5        9       38       41       47       52                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,701
COMMITMENTS
     215    1,490      245    5,765    4,519    6,225    6,254      476      447

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        257)
     -14      183       20      225       10      231      213       26       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     22.2      3.7     86.0     67.4     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        7        6       22       17       29       26                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,759
COMMITMENTS
     345      560       73    1,225    1,081    1,643    1,714      116       45

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        267)
      60       20       53      184      278      297      351      -30      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     31.8      4.2     69.6     61.5     93.4     97.4      6.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        5        1       13       14       16       20                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,108
COMMITMENTS
     259    6,917    1,097   23,748   17,074   25,104   25,088        4       20

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,264)
       0      303      -30    1,294      991    1,264    1,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     27.5      4.4     94.6     68.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        6        3       26       15       30       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,161
COMMITMENTS
     977    3,780      473    6,131    3,596    7,581    7,849      580      312

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        304)
     -70      145       55      300      243      285      443       19     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     46.3      5.8     75.1     44.1     92.9     96.2      7.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        8        7       29       23       38       34                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,795
COMMITMENTS
      10      646      372    3,743    3,584    4,125    4,602      670      193

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:         24)
     -20      -40       15        9       34        4        9       20       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     13.5      7.8     78.1     74.7     86.0     96.0     14.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        5       20       20       25       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      399,090
COMMITMENTS
  72,384   53,730   71,959  212,153  237,554  356,496  363,243   42,594   35,847

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -1,044)
   3,138      938   -7,369    4,934    5,523      703     -908   -1,747     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     13.5     18.0     53.2     59.5     89.3     91.0     10.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      48       44       56       80       90      160      160                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,863
COMMITMENTS
   3,250      225      450   39,518   44,777   43,218   45,452    6,645    4,411

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,927)
     100        0      200    3,119    3,801    3,419    4,001     -492   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.5      0.9     79.3     89.8     86.7     91.2     13.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       27       32       30       34                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,067,097
COMMITMENTS
 319,528  367,173  327,095  341,913  342,902  988,536  1037170   78,561   29,927

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -16,897)
   6,392  -21,360  -15,650   -8,844   25,372  -18,102  -11,638    1,205   -5,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     34.4     30.7     32.0     32.1     92.6     97.2      7.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     140       91      141       71       65      294      230                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      307,316
COMMITMENTS
 111,121  124,833   45,924  142,893  131,021  299,938  301,778    7,378    5,538

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     14,329)
   7,309   11,734      969    7,121    2,382   15,399   15,085   -1,070     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     40.6     14.9     46.5     42.6     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       16       31       38       38       74       71                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      146,083
COMMITMENTS
  38,712   32,774   14,745   86,576   94,629  140,033  142,148    6,050    3,935

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     14,779)
  10,537    7,240      383    7,768    7,888   18,688   15,511   -3,909     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     22.4     10.1     59.3     64.8     95.9     97.3      4.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       17       26       31       31       60       63                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,377,908
COMMITMENTS
 600,124   62,459   99,380  651,223  1194875  1350727  1356714   27,181   21,194

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     19,579)
  19,713    5,106    5,248   -3,088    9,444   21,873   19,798   -2,294     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6      4.5      7.2     47.3     86.7     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      23       12       27       51       49       81       81                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      319,811
COMMITMENTS
  15,408   60,764   27,447  275,896  225,855  318,751  314,066    1,060    5,745

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      6,998)
     587     -450    2,432    6,172    4,977    9,191    6,959   -2,193       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     19.0      8.6     86.3     70.6     99.7     98.2      0.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       18       22       36       35       64       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       95,850
COMMITMENTS
  35,514   34,454   13,898   45,334   46,816   94,746   95,168    1,104      682

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,198)
    -656    1,012      537    1,478       62    1,359    1,611     -161     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     35.9     14.5     47.3     48.8     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18       19       27       22       20       53       53                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       20,671
COMMITMENTS
  13,921    4,219    3,311    3,003   12,971   20,235   20,501      436      170

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        623)
     550      380       13      110      200      673      593      -50       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     20.4     16.0     14.5     62.7     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        6       13       13       11       35       24                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,539
COMMITMENTS
     122      524       85    1,956    1,657    2,163    2,266      376      273

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        -19)
      20       40      -10        6      -74       16      -44      -35       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     20.6      3.3     77.0     65.3     85.2     89.2     14.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        4       13       12       17       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       54,722
COMMITMENTS
   4,729    3,991    5,208   44,515   45,249   54,452   54,448      270      274

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,268)
    -413      119     -256    2,950    2,512    2,281    2,375      -13     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      7.3      9.5     81.3     82.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12       14       13       48       61       67       82                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,686
COMMITMENTS
     687      765      136    2,259    2,575    3,082    3,476      604      210

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        116)
      84       21      -40       70      135      114      116        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     20.8      3.7     61.3     69.9     83.6     94.3     16.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        7        6       21       26       31       35                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      178,334
COMMITMENTS
  15,160      315    1,080  162,031  176,939  178,271  178,334       63        0

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        787)
       0        0        0      787      787      787      787        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      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       16       23       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,945,107
COMMITMENTS
 388,850   15,860   26,250  2530007  2902997  2945107  2945107        0        0

CHANGES FROM 09/20/16 (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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,568
COMMITMENTS
   3,825        0        0   44,680   48,568   48,505   48,568       63        0

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        315)
       0        0        0      315      315      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.0     92.0    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 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      999,658
COMMITMENTS
       0        0        0  999,658  999,658  999,658  999,658        0        0

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       11,328
COMMITMENTS
     640        0        0   10,656   11,328   11,296   11,328       32        0

CHANGES FROM 09/20/16 (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 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,225
COMMITMENTS
       0      868      277   26,943   25,407   27,220   26,552        5      673

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,065)
     -13       12      187      891      866    1,065    1,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      1.0     99.0     93.3    100.0     97.5      0.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        5        3       25       33       28       39                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      140,675
COMMITMENTS
   7,129    2,145    4,360  128,269  133,361  139,758  139,866      917      809

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      4,031)
    -150       78      193    4,045    3,617    4,088    3,888      -57      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.5      3.1     91.2     94.8     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      10       12       14       59       62       79       78                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       97,371
COMMITMENTS
  12,924    9,152        1   84,297   87,133   97,222   96,286      149    1,085

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        950)
  -1,008      315        0    1,963      625      955      940       -5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      9.4      0.0     86.6     89.5     99.8     98.9      0.2      1.1

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 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,402
COMMITMENTS
   2,176    1,785      189   32,784   32,968   35,149   34,942      253      460

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -752)
     227      117      -73     -923     -856     -769     -812       17       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      5.0      0.5     92.6     93.1     99.3     98.7      0.7      1.3

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 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,822
COMMITMENTS
   2,844    1,836      909   14,744   15,655   18,497   18,400      325      422

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        616)
     110       -2      275      215      333      600      606       16       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      9.8      4.8     78.3     83.2     98.3     97.8      1.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        3       32       25       37       29                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,585
COMMITMENTS
     573      208      135   14,643   15,875   15,351   16,218    1,234      367

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        597)
     -25        0        0      637      582      612      582      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.3      0.8     88.3     95.7     92.6     97.8      7.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       27       19       32       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,830,991
COMMITMENTS
 543,799  252,153  522,518  663,872  960,739  1730189  1735410  100,802   95,581

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     19,286)
  10,666   -2,107    4,232    6,026   17,062   20,924   19,187   -1,638       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     13.8     28.5     36.3     52.5     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     137      110      161       96      119      323      319                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      118,888
COMMITMENTS
  62,699   14,895    1,920   31,651   60,133   96,270   76,948   22,618   41,940

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      4,033)
   1,037      997      488      594      125    2,119    1,610    1,914    2,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     12.5      1.6     26.6     50.6     81.0     64.7     19.0     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        4       10       13       17       21                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,296
COMMITMENTS
  18,816   49,820   49,777   62,032   28,962  130,625  128,559    6,671    8,737

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -744)
   2,855   -3,945    1,530   -5,051    1,545     -666     -870      -78      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     36.3     36.3     45.2     21.1     95.1     93.6      4.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       15       26       18       21       49       49                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,683
COMMITMENTS
     120        0        0   11,533   11,683   11,653   11,683       30        0

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -107)
       0        0        0     -107     -107     -107     -107        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       17       19       18       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,048
COMMITMENTS
  19,499    5,872      523    3,669   18,444   23,691   24,839    2,357    1,209

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,374)
   1,010      -97      122      236    1,093    1,368    1,118        6      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     22.5      2.0     14.1     70.8     91.0     95.4      9.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      81       34        8       19       35      103       75                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       70,394
COMMITMENTS
  51,154   13,897    2,769    8,625   50,751   62,548   67,417    7,846    2,977

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -4,277)
  -1,176     -131   -1,366   -2,118   -2,627   -4,660   -4,124      383     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.7     19.7      3.9     12.3     72.1     88.9     95.8     11.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
     137       44       29       27       39      183       97                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      385,664
COMMITMENTS
 119,284   55,692   71,763  174,692  239,719  365,739  367,174   19,925   18,490

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -15,642)
     650   -2,992   -3,038  -13,746   -8,546  -16,134  -14,576      492   -1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     14.4     18.6     45.3     62.2     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      93       54       73       90      105      217      201                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,376
COMMITMENTS
   2,955    1,980       13    8,730    9,512   11,698   11,505    2,678    2,871

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        283)
    -100      418       -6      514     -450      408      -38     -125      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     13.8      0.1     60.7     66.2     81.4     80.0     18.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        2       12       12       17       15                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,218
COMMITMENTS
     872      795    1,470    6,993    6,526    9,335    8,791      883    1,427

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        273)
    -105       25      100      248       48      243      173       30      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      7.8     14.4     68.4     63.9     91.4     86.0      8.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        5       14       14       20       20                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,215
COMMITMENTS
       0      597      365   17,265   17,162   17,630   18,124    1,585    1,091

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:         50)
       0       50        0     -355     -250     -355     -200      405      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      1.9     89.9     89.3     91.8     94.3      8.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       14       18       16       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,952
COMMITMENTS
   7,363   17,229      804   10,729      763   18,896   18,796       56      156

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        -60)
      45       -5     -100       -5       50      -60      -55        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     90.9      4.2     56.6      4.0     99.7     99.2      0.3      0.8

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 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,517
COMMITMENTS
   8,330    9,734    6,061    6,666    5,247   21,057   21,042      460      475

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        432)
     250      200        6      130      280      386      486       46      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     45.2     28.2     31.0     24.4     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      21       18       26       14       14       46       47                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,850
COMMITMENTS
   2,594      574      176   36,664   39,079   39,434   39,829      416       21

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        917)
     -40      149      -10      937      823      887      962       30      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.4      0.4     92.0     98.1     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       27       21       31       25                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,895
COMMITMENTS
       0      350      350    2,545    2,075    2,895    2,775        0      120

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.1     12.1     87.9     71.7    100.0     95.9      0.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        3       14       11       17       16                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| 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 09/20/16 (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 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,283
COMMITMENTS
   1,537    6,267    1,056   16,970   12,838   19,563   20,161      720      122

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:         44)
      45     -568      156     -170      456       31       44       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     30.9      5.2     83.7     63.3     96.5     99.4      3.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        6        9       30       23       40       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,761
COMMITMENTS
     202    2,817       85    3,551    1,350    3,838    4,252      923      509

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        180)
      55       61       10      136      125      201      196      -21      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     59.2      1.8     74.6     28.4     80.6     89.3     19.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        3       19       17       23       23                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,344
COMMITMENTS
     413      516      216    2,475    2,460    3,104    3,192      240      152

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        130)
       0        0        0      130      130      130      130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     15.4      6.5     74.0     73.6     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       12       16       16       20                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,177
COMMITMENTS
   1,128    2,432      280    6,496    5,445    7,904    8,157      273       20

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        239)
     129       17      136       25      149      290      302      -51      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     29.7      3.4     79.4     66.6     96.7     99.8      3.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4       13        6       28       27       37       41                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,180
COMMITMENTS
     270      220      140      545      545      955      905      225      275

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        120)
     100       70      -20       50       60      130      110      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     18.6     11.9     46.2     46.2     80.9     76.7     19.1     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        4       12       13       18       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,604
COMMITMENTS
   2,350    7,554    1,145   14,922   11,258   18,417   19,957    5,187    3,647

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        415)
     -23      -22      214       -4        0      187      192      228      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     32.0      4.9     63.2     47.7     78.0     84.5     22.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        3       17       19       20       24                  



Updated September 30, 2016