GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,760
COMMITMENTS
   7,920    4,264    1,590   41,209   45,657   50,719   51,511    1,041      249

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,009)
      70     -205      -19    1,895    2,233    1,946    2,009       63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      8.2      3.1     79.6     88.2     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        6        7       37       41       47       52                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,247
COMMITMENTS
       0        0        0    6,247    6,247    6,247    6,247        0        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        138)
       0        0        0      138      138      138      138        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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,735
COMMITMENTS
     637       17      742    6,709    7,549    8,088    8,308      647      427

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        526)
     -15       -5       51      343      455      379      501      147       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.2      8.5     76.8     86.4     92.6     95.1      7.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        6       30       31       36       37                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,351
COMMITMENTS
   1,533      704      535    8,003    8,744   10,071    9,983      280      368

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        690)
      65       30        0      575      553      640      583       50      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      6.8      5.2     77.3     84.5     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        6       35       38       42       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,222
COMMITMENTS
       0    1,155      185    5,506    4,174    5,691    5,514      531      708

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        524)
       0       77       47      384      389      431      513       93       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.6      3.0     88.5     67.1     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        3       20       15       23       19                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,440
COMMITMENTS
     168      230       83    1,043    1,082    1,294    1,395      146       45

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        221)
      68        0       10      120      221      198      231       23      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     16.0      5.8     72.4     75.1     89.9     96.9     10.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       13       16       17       20                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,927
COMMITMENTS
     374    5,740      512   21,038   15,675   21,924   21,927        3        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        225)
     -10       75       10      225      140      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     26.2      2.3     95.9     71.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        3       23       18       27       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,583
COMMITMENTS
     818    2,111      285    3,939    2,877    5,042    5,273      541      310

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        614)
     149      152        6      484      484      639      642      -25      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     37.8      5.1     70.6     51.5     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        6        4       22       20       28       27                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,554
COMMITMENTS
       0      731      305    3,608    3,254    3,913    4,290      641      264

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        158)
     -10       69      -32      237       77      195      114      -37       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      6.7     79.2     71.5     85.9     94.2     14.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        4       18       18       22       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      411,530
COMMITMENTS
  75,348   46,729   80,386  207,084  258,079  362,818  385,194   48,712   26,336

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     20,236)
   1,482     -274   15,442      359    8,684   17,283   23,852    2,953   -3,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     11.4     19.5     50.3     62.7     88.2     93.6     11.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      56       34       63       94       93      181      163                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,215
COMMITMENTS
       0      625      150   38,057   39,112   38,207   39,887    6,008    4,328

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,201)
       0      150     -100    1,936    2,051    1,836    2,101      365      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.3     86.1     88.5     86.4     90.2     13.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       27       32       28       34                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,135,059
COMMITMENTS
 341,581  396,087  374,781  341,253  329,307  1057615  1100175   77,444   34,884

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     31,705)
  25,876   13,085   22,353  -19,131   -7,095   29,098   28,343    2,607    3,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     34.9     33.0     30.1     29.0     93.2     96.9      6.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     161       84      157       73       66      317      243                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      289,218
COMMITMENTS
 115,948  121,815   34,171  130,834  126,264  280,953  282,250    8,265    6,968

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      8,436)
   8,419    5,702   -1,916    2,062    4,836    8,565    8,622     -129     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     42.1     11.8     45.2     43.7     97.1     97.6      2.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       15       24       29       34       60       59                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      112,615
COMMITMENTS
  18,524   15,728   12,797   75,095   78,666  106,416  107,191    6,199    5,424

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      4,471)
   3,000    4,214      564    2,320      906    5,884    5,684   -1,413   -1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     14.0     11.4     66.7     69.9     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       13       19       27       28       49       48                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,332,901
COMMITMENTS
 588,476   56,806   84,280  625,187  1170646  1297943  1311732   34,958   21,169

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      8,152)
  15,842    1,561   -4,442   -3,589   11,079    7,811    8,198      341      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2      4.3      6.3     46.9     87.8     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21        7       21       49       48       74       72                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      292,532
COMMITMENTS
   8,529   37,270   27,023  256,606  223,012  292,158  287,305      374    5,227

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      5,643)
  -1,178      866      668    6,181    3,703    5,671    5,237      -28      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     12.7      9.2     87.7     76.2     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10       19       19       37       34       60       59                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       86,225
COMMITMENTS
  32,115   32,231   11,935   41,215   41,174   85,265   85,340      960      885

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        503)
     681    2,684   -1,185    1,192     -465      688    1,034     -185     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     37.4     13.8     47.8     47.8     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       19       23       22       18       51       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,447
COMMITMENTS
  12,627    2,597    3,618    2,549   13,096   18,794   19,311      653      136

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,058)
     375     -144      643       30      614    1,048    1,113       10      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     13.4     18.6     13.1     67.3     96.6     99.3      3.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18        2       11       10       11       30       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       46,092
COMMITMENTS
   4,569    3,038    5,471   35,730   37,155   45,770   45,664      322      428

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,567)
     581      307      550      467      537    1,598    1,394      -31      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      6.6     11.9     77.5     80.6     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      13       13       14       45       55       65       77                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,618
COMMITMENTS
     485      739      111    1,480    1,614    2,076    2,464      542      154

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        189)
      75      101        0      118      107      193      208       -4      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     28.2      4.2     56.5     61.7     79.3     94.1     20.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        7        4       20       22       29       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      185,345
COMMITMENTS
  26,980      210    1,080  157,243  184,055  185,303  185,345       42        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     11,614)
  12,240        0        0     -626   11,614   11,614   11,614        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      0.1      0.6     84.8     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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,760,170
COMMITMENTS
 380,690   15,860   26,250  2353230  2718060  2760170  2760170        0        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -63,120)
       0        0        0  -63,120  -63,120  -63,120  -63,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.6      1.0     85.3     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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,994
COMMITMENTS
   3,825        0        0   42,127   45,994   45,952   45,994       42        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        282)
       0        0        0      282      282      282      282        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      0.0     91.6    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 10/11/16                         |
--------------------------------------------------------------| 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 10/04/16 (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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      127,776
COMMITMENTS
   5,280        0        0  122,232  127,776  127,512  127,776      264        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -42,592)
  -1,760        0        0  -40,744  -42,592  -42,504  -42,592      -88        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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,967
COMMITMENTS
     121      576      307   23,539   22,424   23,967   23,307        0      660

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,085)
      63      120       13    1,009      985    1,085    1,118        0      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.4      1.3     98.2     93.6    100.0     97.2      0.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       23       27       27       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      135,335
COMMITMENTS
   8,606    1,706    4,636  121,307  128,378  134,549  134,720      786      615

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -9,386)
     859     -458      -61  -10,058   -8,713   -9,260   -9,232     -126     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.3      3.4     89.6     94.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      13        9       13       59       56       78       72                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       96,427
COMMITMENTS
  12,553    9,086       16   83,757   86,820   96,326   95,922      101      505

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -175)
      25        0       15     -277     -134     -237     -119       62      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      9.4      0.0     86.9     90.0     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        2       26       30       31       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,581
COMMITMENTS
   1,991    1,343      495   31,893   32,105   34,379   33,943      202      638

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        369)
       7        8      104      294      117      405      229      -36      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.9      1.4     92.2     92.8     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        2        4       33       37       44       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,470
COMMITMENTS
   2,448    1,905      638   13,012   13,367   16,098   15,910      372      560

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        768)
      36      275       -9      756      502      783      768      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     11.6      3.9     79.0     81.2     97.7     96.6      2.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        3       29       21       34       25                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,030
COMMITMENTS
     479      216      172   13,379   14,306   14,030   14,694    1,000      336

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        -33)
     -26       20       36      -12      -82       -2      -26      -31       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.4      1.1     89.0     95.2     93.3     97.8      6.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        2       27       19       31       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,880,412
COMMITMENTS
 597,569  183,919  585,618  595,974  1005305  1779161  1774842  101,251  105,570

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      8,747)
  26,263  -24,411   26,680  -47,002    6,108    5,941    8,377    2,806      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      9.8     31.1     31.7     53.5     94.6     94.4      5.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     153      101      165       95      121      325      328                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,743
COMMITMENTS
  58,027   16,590    2,161   29,863   51,170   90,051   69,921   24,692   44,822

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,832)
     961    1,317      346     -856   -5,603      451   -3,940    1,381    5,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6     14.5      1.9     26.0     44.6     78.5     60.9     21.5     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        4        6       10       13       18                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,096
COMMITMENTS
  20,351   53,044   45,276   57,292   23,189  122,919  121,509    7,177    8,587

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,651)
   3,136     -283    1,669   -3,321      305    1,484    1,691      167      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     40.8     34.8     44.0     17.8     94.5     93.4      5.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       16       27       18       17       49       46                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,560
COMMITMENTS
     120        0        0   11,395   11,545   11,515   11,545       45       15

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        122)
       0        0        0      122      122      122      122        0        0

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       21       19       21                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,107
COMMITMENTS
  19,325    6,886      367    3,495   16,428   23,187   23,681    1,920    1,426

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -2,871)
  -1,619       -7     -212     -562   -2,796   -2,393   -3,015     -478      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.0     27.4      1.5     13.9     65.4     92.4     94.3      7.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      74       39        7       20       32       98       75                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,710
COMMITMENTS
  48,923   22,645    1,372   11,696   42,161   61,991   66,178    7,719    3,532

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:         15)
  -2,050    4,736       88    1,883   -5,039      -79     -215       94      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2     32.5      2.0     16.8     60.5     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     134       50       22       28       37      174       99                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      404,734
COMMITMENTS
 130,131   66,580   64,727  184,445  256,253  379,303  387,560   25,431   17,174

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     21,672)
   1,851      885      906   17,665   19,350   20,422   21,141    1,250      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     16.5     16.0     45.6     63.3     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      91       52       69       88      105      215      196                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,164
COMMITMENTS
   2,953    1,871       13    7,993    8,990   10,959   10,874    2,205    2,290

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        828)
     730      -21        0      200      768      930      747     -102       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     14.2      0.1     60.7     68.3     83.2     82.6     16.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       13       14       18       17                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,306
COMMITMENTS
   1,695      547    1,418    5,324    5,696    8,437    7,661      869    1,645

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,778)
     253        0      675      750      853    1,678    1,528      100      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      5.9     15.2     57.2     61.2     90.7     82.3      9.3     17.7

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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,518
COMMITMENTS
       0      172      165   12,298   12,315   12,463   12,652    1,055      866

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      400      450      400      450      -25      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      1.2     91.0     91.1     92.2     93.6      7.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       12       19       13       20                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,246
COMMITMENTS
   2,317    4,794      361   12,357   11,932   15,035   17,087    5,211    3,159

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,501)
     537     -240     -385    1,671    2,053    1,823    1,428     -322       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     23.7      1.8     61.0     58.9     74.3     84.4     25.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        2       12       14       17       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,552
COMMITMENTS
   7,667   17,237      550   10,306      605   18,523   18,392       29      160

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        467)
     180      388       80      202      -46      462      422        5       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     92.9      3.0     55.6      3.3     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        4       10        5       21       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,373
COMMITMENTS
   8,251    8,836    5,067    5,690    4,737   19,008   18,640      365      733

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        248)
      46      -52       83       80      170      209      201       39       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     45.6     26.2     29.4     24.5     98.1     96.2      1.9      3.8

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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,448
COMMITMENTS
   2,822      589      135   33,075   35,643   36,032   36,367      416       81

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,683)
     294        0      -36    1,425    1,719    1,683    1,683        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.6      0.4     90.7     97.8     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        1       25       16       29       19                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,882
COMMITMENTS
   1,403    1,152        0    3,427    3,725    4,830    4,877       52        5

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     23.6      0.0     70.2     76.3     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        0       10        8       14       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,441
COMMITMENTS
   1,388    5,637      837   15,975   12,730   18,200   19,204    1,241      237

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        602)
      94      -74       53      439      527      586      506       16       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     29.0      4.3     82.2     65.5     93.6     98.8      6.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        6        7       29       24       38       34                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,549
COMMITMENTS
     128    2,449       71    3,331    1,497    3,530    4,017    1,019      532

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        330)
      48       11       21      320      400      389      432      -59     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     53.8      1.6     73.2     32.9     77.6     88.3     22.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        2       18       17       21       22                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,414
COMMITMENTS
     900    3,068      320    6,942    5,026    8,162    8,414      252        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        990)
      33      464       57      965      469    1,055      990      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     36.5      3.8     82.5     59.7     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       10        5       23       27       29       40                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,214
COMMITMENTS
     459      410      151      328      425      938      986      276      228

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        498)
      69      250      131      238       70      438      451       60       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     33.8     12.4     27.0     35.0     77.3     81.2     22.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        5        3        5       10       15       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,483
COMMITMENTS
   1,768    5,145    1,571    9,887    8,987   13,226   15,703    6,257    3,780

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        458)
     -47      110      161      649      161      763      432     -305       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     26.4      8.1     50.7     46.1     67.9     80.6     32.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       12       15       16       19                  



Updated October 14, 2016