GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,751
COMMITMENTS
   7,850    4,469    1,609   39,314   43,424   48,773   49,502      978      249

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -6,630)
  -2,190   -1,020   -1,125   -3,579   -4,734   -6,894   -6,879      264      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      9.0      3.2     79.0     87.3     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        5        6       36       41       45       51                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,109
COMMITMENTS
       0        0        0    6,109    6,109    6,109    6,109        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -110)
       0        0        0     -110     -110     -110     -110        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       14       18       14       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,209
COMMITMENTS
     652       22      691    6,366    7,094    7,709    7,807      500      402

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -845)
     -31      -32      -77     -478     -528     -586     -637     -259     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.3      8.4     77.5     86.4     93.9     95.1      6.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        6       30       31       36       37                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,661
COMMITMENTS
   1,468      674      535    7,428    8,191    9,431    9,400      230      261

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,088)
       0     -656     -106   -1,920   -1,321   -2,026   -2,083      -62       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      7.0      5.5     76.9     84.8     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        7       33       38       41       48                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,698
COMMITMENTS
       0    1,078      138    5,122    3,785    5,260    5,001      438      697

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,003)
    -215     -412     -107     -643     -734     -965   -1,253      -38      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.9      2.4     89.9     66.4     92.3     87.8      7.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        3       17       14       20       18                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,219
COMMITMENTS
     100      230       73      923      861    1,096    1,164      123       55

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -540)
    -245     -330        0     -302     -220     -547     -550        7       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     18.9      6.0     75.7     70.6     89.9     95.5     10.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       11       14       13       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,702
COMMITMENTS
     384    5,665      502   20,813   15,535   21,699   21,702        3        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -3,406)
     125   -1,252     -595   -2,935   -1,539   -3,405   -3,386       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     26.1      2.3     95.9     71.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        5        2       22       16       26       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,969
COMMITMENTS
     669    1,959      279    3,455    2,393    4,403    4,631      566      338

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -3,192)
    -308   -1,821     -194   -2,676   -1,203   -3,178   -3,218      -14       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     39.4      5.6     69.5     48.2     88.6     93.2     11.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        3       20       18       25       24                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,396
COMMITMENTS
      10      662      337    3,371    3,177    3,718    4,176      678      220

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -399)
       0       16      -35     -372     -407     -407     -426        8       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     15.1      7.7     76.7     72.3     84.6     95.0     15.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        5       18       17       23       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,294
COMMITMENTS
  73,866   47,003   64,944  206,725  249,395  345,535  361,342   45,759   29,952

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -7,796)
   1,482   -6,727   -7,015   -5,428   11,841  -10,961   -1,901    3,165   -5,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     12.0     16.6     52.8     63.7     88.3     92.3     11.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      53       39       58       88       90      171      159                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,014
COMMITMENTS
       0      475      250   36,121   37,061   36,371   37,786    5,643    4,228

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -7,849)
  -3,250      250     -200   -3,397   -7,716   -6,847   -7,666   -1,002     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.6     86.0     88.2     86.6     89.9     13.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       26       33       27       35                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,103,354
COMMITMENTS
 315,705  383,002  352,428  360,384  336,402  1028517  1071832   74,837   31,522

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     36,257)
  -3,823   15,829   25,333   18,471   -6,500   39,981   34,662   -3,724    1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     34.7     31.9     32.7     30.5     93.2     97.1      6.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     140       99      152       71       67      296      248                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      280,782
COMMITMENTS
 107,529  116,113   36,087  128,772  121,428  272,388  273,628    8,394    7,154

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -26,534)
  -3,592   -8,720   -9,837  -14,121   -9,593  -27,550  -28,150    1,016    1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     41.4     12.9     45.9     43.2     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       14       23       28       33       59       57                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      108,144
COMMITMENTS
  15,524   11,514   12,233   72,775   77,760  100,532  101,507    7,612    6,637

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -37,939)
 -23,188  -21,260   -2,512  -13,801  -16,869  -39,501  -40,641    1,562    2,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     10.6     11.3     67.3     71.9     93.0     93.9      7.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       12       19       26       27       47       47                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,324,749
COMMITMENTS
 572,634   55,245   88,722  628,776  1159567  1290132  1303534   34,617   21,215

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -53,159)
 -27,490   -7,214  -10,658  -22,447  -35,308  -60,595  -53,180    7,436       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      4.2      6.7     47.5     87.5     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21        7       21       47       45       72       69                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      286,889
COMMITMENTS
   9,707   36,404   26,355  250,425  219,309  286,487  282,068      402    4,821

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -32,922)
  -5,701  -24,360   -1,092  -25,471   -6,546  -32,264  -31,998     -658     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     12.7      9.2     87.3     76.4     99.9     98.3      0.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      12       17       19       36       34       60       58                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       85,722
COMMITMENTS
  31,434   29,547   13,120   40,023   41,639   84,577   84,306    1,145    1,416

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -10,128)
  -4,080   -4,907     -778   -5,311   -5,177  -10,169  -10,862       41      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     34.5     15.3     46.7     48.6     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       17       21       22       18       49       46                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,389
COMMITMENTS
  12,252    2,741    2,975    2,519   12,482   17,746   18,198      643      191

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,282)
  -1,669   -1,478     -336     -484     -489   -2,489   -2,303      207       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     14.9     16.2     13.7     67.9     96.5     99.0      3.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        5       10       11       11       29       21                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       44,525
COMMITMENTS
   3,988    2,731    4,921   35,263   36,618   44,172   44,270      353      255

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -10,197)
    -741   -1,260     -287   -9,252   -8,631  -10,280  -10,178       83      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      6.1     11.1     79.2     82.2     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12       12       13       46       57       65       77                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,429
COMMITMENTS
     410      638      111    1,362    1,507    1,883    2,256      546      173

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,257)
    -277     -127      -25     -897   -1,068   -1,199   -1,220      -58      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     26.3      4.6     56.1     62.0     77.5     92.9     22.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7        4       19       23       27       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      173,731
COMMITMENTS
  14,740      210    1,080  157,869  172,441  173,689  173,731       42        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -4,603)
    -420     -105        0   -4,162   -4,498   -4,582   -4,603      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.1      0.6     90.9     99.3    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 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,823,290
COMMITMENTS
 380,690   15,860   26,250  2416350  2781180  2823290  2823290        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:   -121,817)
  -8,160        0        0 -113,657 -121,817 -121,817 -121,817        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.6      0.9     85.6     98.5    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 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,712
COMMITMENTS
   3,825        0        0   41,845   45,712   45,670   45,712       42        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,856)
       0        0        0   -2,835   -2,856   -2,835   -2,856      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      0.0     91.5    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 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      897,987
COMMITMENTS
       0        0        0  897,987  897,987  897,987  897,987        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:   -101,671)
       0        0        0 -101,671 -101,671 -101,671 -101,671        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 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      170,368
COMMITMENTS
   7,040        0        0  162,976  170,368  170,016  170,368      352        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    159,040)
   6,400        0        0  152,320  159,040  158,720  159,040      320        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     95.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12        8       13        8                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,882
COMMITMENTS
      58      456      294   22,530   21,439   22,882   22,189        0      693

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -4,343)
      58     -412       17   -4,413   -3,968   -4,338   -4,363       -5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.0      1.3     98.5     93.7    100.0     97.0      0.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        3       22       28       25       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      144,721
COMMITMENTS
   7,747    2,164    4,697  131,365  137,091  143,809  143,952      912      769

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,046)
     618       19      337    3,096    3,730    4,051    4,086       -5      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.5      3.2     90.8     94.7     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      11       11       13       61       63       80       79                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       96,602
COMMITMENTS
  12,528    9,086        1   84,034   86,954   96,563   96,041       39      561

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -769)
    -396      -66        0     -263     -179     -659     -245     -110     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      9.4      0.0     87.0     90.0    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        1       26       30       30       35                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,212
COMMITMENTS
   1,984    1,335      391   31,599   31,988   33,974   33,714      238      498

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,190)
    -192     -450      202   -1,185     -980   -1,175   -1,228      -15       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.9      1.1     92.4     93.5     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        1        3       33       38       43       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,702
COMMITMENTS
   2,412    1,630      647   12,256   12,865   15,315   15,142      387      560

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -3,120)
    -432     -206     -262   -2,488   -2,790   -3,182   -3,258       62      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     10.4      4.1     78.1     81.9     97.5     96.4      2.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       27       22       32       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,063
COMMITMENTS
     505      196      136   13,391   14,388   14,032   14,720    1,031      343

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,522)
     -68      -12        1   -1,252   -1,487   -1,319   -1,498     -203      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.3      0.9     88.9     95.5     93.2     97.7      6.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       27       19       31       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,871,665
COMMITMENTS
 571,306  208,330  558,938  642,976  999,197  1773220  1766465   98,445  105,200

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     40,674)
  27,507  -43,823   36,420  -20,896   38,458   43,031   31,055   -2,357    9,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     11.1     29.9     34.4     53.4     94.7     94.4      5.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     146      106      173       98      124      331      338                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      112,911
COMMITMENTS
  57,066   15,273    1,815   30,719   56,773   89,600   73,861   23,311   39,050

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -5,977)
  -5,633      378     -105     -932   -3,360   -6,670   -3,087      693   -2,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     13.5      1.6     27.2     50.3     79.4     65.4     20.6     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        3        8       12       14       19                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,445
COMMITMENTS
  17,215   53,327   43,607   60,613   22,884  121,435  119,818    7,010    8,627

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -8,851)
  -1,601    3,507   -6,170   -1,419   -6,078   -9,190   -8,741      339     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     41.5     33.9     47.2     17.8     94.5     93.3      5.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      14       18       27       18       18       49       48                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,438
COMMITMENTS
     120        0        0   11,273   11,423   11,393   11,423       45       15

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -245)
       0        0        0     -260     -260     -260     -260       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.6     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       18       20       19       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,978
COMMITMENTS
  20,944    6,893      579    4,057   19,224   25,580   26,696    2,398    1,282

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,930)
   1,445    1,021       56      388      780    1,889    1,857       41       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     24.6      2.1     14.5     68.7     91.4     95.4      8.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      83       39       11       18       36      106       82                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,695
COMMITMENTS
  50,973   17,909    1,284    9,813   47,200   62,070   66,393    7,625    3,302

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -699)
    -181    4,012   -1,485    1,188   -3,551     -478   -1,024     -221      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1     25.7      1.8     14.1     67.7     89.1     95.3     10.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
     137       45       20       27       37      174       93                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      383,062
COMMITMENTS
 128,280   65,695   63,821  166,780  236,903  358,881  366,419   24,181   16,643

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,602)
   8,996   10,003   -7,942   -7,912   -2,816   -6,858     -755    4,256   -1,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     17.1     16.7     43.5     61.8     93.7     95.7      6.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      94       51       67       84      108      206      200                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,336
COMMITMENTS
   2,223    1,892       13    7,793    8,222   10,029   10,127    2,307    2,209

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,040)
    -732      -88        0     -937   -1,290   -1,669   -1,378     -371     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     15.3      0.1     63.2     66.7     81.3     82.1     18.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       12       12       15       15                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        7,528
COMMITMENTS
   1,442      547      743    4,574    4,843    6,759    6,133      769    1,395

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,690)
     570     -248     -727   -2,419   -1,683   -2,576   -2,658     -114      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      7.3      9.9     60.8     64.3     89.8     81.5     10.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       13       13       18       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,143
COMMITMENTS
       0      172      165   11,898   11,865   12,063   12,202    1,080      941

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -6,072)
       0     -425     -200   -5,367   -5,297   -5,567   -5,922     -505     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      1.3     90.5     90.3     91.8     92.8      8.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       11       18       12       19                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,745
COMMITMENTS
   1,780    5,034      746   10,686    9,879   13,212   15,659    5,533    3,086

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     26.9      4.0     57.0     52.7     70.5     83.5     29.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2       11       13       16       16                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,085
COMMITMENTS
   7,487   16,849      470   10,104      651   18,061   17,970       24      115

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -867)
     124     -380     -334     -625     -112     -835     -826      -32      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     93.2      2.6     55.9      3.6     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        4       10        4       21       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,125
COMMITMENTS
   8,205    8,888    4,984    5,610    4,567   18,799   18,439      326      686

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,392)
    -125     -846   -1,077   -1,056     -680   -2,258   -2,603     -134      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     46.5     26.1     29.3     23.9     98.3     96.4      1.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19       16       25       13       14       45       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,765
COMMITMENTS
   2,528      589      171   31,650   33,924   34,349   34,684      416       81

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -5,085)
     -66       15       -5   -5,014   -5,155   -5,085   -5,145        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.7      0.5     91.0     97.6     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       26       17       30       21                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,839
COMMITMENTS
   1,294    5,711      784   15,536   12,203   17,614   18,698    1,225      141

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,444)
    -243     -556     -272   -1,434     -635   -1,949   -1,463      505       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     30.3      4.2     82.5     64.8     93.5     99.3      6.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        6       28       23       37       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,219
COMMITMENTS
      80    2,438       50    3,011    1,097    3,141    3,585    1,078      634

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -542)
    -122     -379      -35     -540     -253     -697     -667      155      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     57.8      1.2     71.4     26.0     74.4     85.0     25.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        1       17       15       19       19                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,424
COMMITMENTS
     867    2,604      263    5,977    4,557    7,107    7,424      317        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -753)
    -261      172      -17     -519     -888     -797     -733       44      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     35.1      3.5     80.5     61.4     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        9        4       23       24       29       35                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:          716
COMMITMENTS
     390      160       20       90      355      500      535      216      181

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -464)
     120      -60     -120     -455     -190     -455     -370       -9      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     22.3      2.8     12.6     49.6     69.8     74.7     30.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        2        3        8       12       12                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,025
COMMITMENTS
   1,815    5,035    1,410    9,238    8,826   12,463   15,271    6,562    3,754

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -4,579)
    -535   -2,519      265   -5,684   -2,432   -5,954   -4,686    1,375      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     26.5      7.4     48.6     46.4     65.5     80.3     34.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       11       14       15       18                  



Updated October 7, 2016