GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,788
COMMITMENTS
   8,329    4,296    1,784   41,634   46,424   51,747   52,504    1,041      284

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,028)
     409       32      194      425      767    1,028      993        0       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      8.1      3.4     78.9     87.9     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        6        8       36       41       47       52                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,816
COMMITMENTS
       0        0        0    6,816    6,816    6,816    6,816        0        0

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        569)
       0        0        0      569      569      569      569        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       19       15       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,180
COMMITMENTS
     667       29      866    6,974    7,852    8,507    8,747      673      433

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        445)
      30       12      124      265      303      419      439       26        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.3      9.4     76.0     85.5     92.7     95.3      7.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        7       30       32       37       39                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,060
COMMITMENTS
   1,549      704      605    8,677    9,467   10,831   10,776      229      284

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        709)
      16        0       70      674      723      760      793      -51      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      6.4      5.5     78.5     85.6     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        4        7       35       40       44       50                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,232
COMMITMENTS
      40    1,293      190    6,442    5,043    6,672    6,526      560      706

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,010)
      40      138        5      936      869      981    1,012       29       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     17.9      2.6     89.1     69.7     92.3     90.2      7.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        3       20       15       24       20                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,626
COMMITMENTS
     341      348       40    1,155    1,216    1,536    1,604       90       22

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        186)
     173      118      -43      112      134      242      209      -56      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     21.4      2.5     71.0     74.8     94.5     98.6      5.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        5        2       13       16       18       22                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,493
COMMITMENTS
     439    5,640      502   21,489   16,351   22,430   22,493       63        0

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        566)
      65     -100      -10      451      676      506      566       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     25.1      2.2     95.5     72.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        2       23       18       27       23                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,116
COMMITMENTS
     856    2,191      227    4,377    3,263    5,460    5,681      656      435

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        533)
      38       80      -58      438      386      418      408      115      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     35.8      3.7     71.6     53.4     89.3     92.9     10.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        8        4       22       20       28       28                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        5,059
COMMITMENTS
       0      796      305    4,051    3,646    4,356    4,747      703      312

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        505)
       0       65        0      443      392      443      457       62       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.7      6.0     80.1     72.1     86.1     93.8     13.9      6.2

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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      420,723
COMMITMENTS
  80,183   54,528   79,312  212,303  257,724  371,798  391,564   48,925   29,159

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      9,193)
   4,835    7,799   -1,074    5,219     -355    8,980    6,370      213    2,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     13.0     18.9     50.5     61.3     88.4     93.1     11.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      52       41       63       89       85      177      158                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,360
COMMITMENTS
       0      925      400   41,033   41,817   41,433   43,142    5,927    4,218

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      3,145)
       0      300      250    2,976    2,705    3,226    3,255      -81     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.8     86.6     88.3     87.5     91.1     12.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        2       28       31       30       34                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,184,871
COMMITMENTS
 350,562  381,687  396,409  357,719  376,173  1104690  1154269   80,181   30,602

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     49,812)
   8,981  -14,400   21,628   16,466   46,866   47,075   54,094    2,737   -4,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     32.2     33.5     30.2     31.7     93.2     97.4      6.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     157       90      154       72       61      313      236                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      291,883
COMMITMENTS
 118,775  120,692   34,456  130,792  129,193  284,023  284,341    7,860    7,542

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,665)
   2,827   -1,123      285      -42    2,929    3,070    2,091     -405      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     41.3     11.8     44.8     44.3     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       13       24       31       35       62       60                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      122,959
COMMITMENTS
  19,889   19,845   15,522   81,167   83,449  116,578  118,816    6,381    4,143

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     10,344)
   1,365    4,117    2,725    6,072    4,783   10,162   11,625      182   -1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     16.1     12.6     66.0     67.9     94.8     96.6      5.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       12       21       29       30       53       53                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,349,848
COMMITMENTS
 606,043   57,109   79,867  629,702  1191473  1315612  1328449   34,236   21,399

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     16,947)
  17,567      303   -4,413    4,515   20,827   17,669   16,717     -722      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9      4.2      5.9     46.6     88.3     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      20        7       20       50       48       75       70                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      292,929
COMMITMENTS
   6,206   40,106   25,703  260,492  222,887  292,401  288,696      528    4,233

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        397)
  -2,323    2,836   -1,320    3,886     -125      243    1,391      154     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     13.7      8.8     88.9     76.1     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8       21       23       37       34       63       60                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       86,866
COMMITMENTS
  31,966   34,002   11,786   42,298   40,475   86,050   86,263      816      603

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        641)
    -149    1,771     -149    1,083     -699      785      923     -144     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     39.1     13.6     48.7     46.6     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18       19       25       22       18       53       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,742
COMMITMENTS
  12,822    2,407    3,544    2,643   13,620   19,009   19,571      733      171

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        295)
     195     -190      -74       94      524      215      260       80       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     12.2     18.0     13.4     69.0     96.3     99.1      3.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      17        2       12       11       11       30       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,577
COMMITMENTS
   5,117    3,481    6,474   37,636   39,119   49,227   49,074      350      503

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      3,485)
     548      443    1,003    1,906    1,964    3,457    3,410       28       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      7.0     13.1     75.9     78.9     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      12       14       14       44       56       64       78                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,860
COMMITMENTS
     445      797      161    1,734    1,738    2,340    2,696      520      164

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        242)
     -40       58       50      254      124      264      232      -22       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     27.9      5.6     60.6     60.8     81.8     94.3     18.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        8        4       22       24       30       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      178,021
COMMITMENTS
  26,980      210    1,080  149,919  176,731  177,979  178,021       42        0

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -7,324)
       0        0        0   -7,324   -7,324   -7,324   -7,324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.1      0.6     84.2     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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,755,586
COMMITMENTS
 380,690   15,860   26,250  2348646  2713476  2755586  2755586        0        0

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -4,584)
       0        0        0   -4,584   -4,584   -4,584   -4,584        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.6      1.0     85.2     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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,269
COMMITMENTS
   3,825        0        0   43,402   47,269   47,227   47,269       42        0

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      0.0     91.8    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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      925,237
COMMITMENTS
       0        0        0  925,237  925,237  925,237  925,237        0        0

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     27,250)
       0        0        0   27,250   27,250   27,250   27,250        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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       85,184
COMMITMENTS
   3,520        0        0   81,488   85,184   85,008   85,184      176        0

CHANGES FROM 10/11/16 (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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,215
COMMITMENTS
     384      576      332   25,499   24,647   26,215   25,555        0      660

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,248)
     263        0       25    1,960    2,223    2,248    2,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.2      1.3     97.3     94.0    100.0     97.5      0.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       21       27       25       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      138,424
COMMITMENTS
   8,049    1,931    4,526  125,022  131,510  137,597  137,967      827      457

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      3,089)
    -557      225     -110    3,715    3,132    3,048    3,247       41     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.4      3.3     90.3     95.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      13       11       13       61       62       81       79                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       95,747
COMMITMENTS
  12,643    9,151        1   83,002   86,090   95,646   95,242      101      505

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -680)
      90       65      -15     -755     -730     -680     -680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      9.6      0.0     86.7     89.9     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        1       26       30       31       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,466
COMMITMENTS
   2,069    1,378      461   32,684   32,929   35,214   34,768      252      698

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        885)
      78       35      -34      791      824      835      825       50       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.9      1.3     92.2     92.8     99.3     98.0      0.7      2.0

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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,640
COMMITMENTS
   2,513       79      181   13,574   15,820   16,268   16,080      372      560

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        170)
      65   -1,826     -457      562    2,453      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      0.5      1.1     81.6     95.1     97.8     96.6      2.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       30       22       34       25                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,640
COMMITMENTS
     542      224      149   13,919   14,901   14,610   15,274    1,030      366

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        610)
      63        8      -23      540      595      580      580       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.4      1.0     89.0     95.3     93.4     97.7      6.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        3       27       19       32       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,811,281
COMMITMENTS
 578,530  170,535  570,414  562,360  971,099  1711304  1712048   99,977   99,233

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:    -69,131)
 -19,039  -13,384  -15,204  -33,614  -34,206  -67,857  -62,794   -1,274   -6,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      9.4     31.5     31.0     53.6     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     139       93      169       96      121      325      317                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      115,728
COMMITMENTS
  58,022   16,914    2,371   30,022   51,280   90,415   70,565   25,313   45,163

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        985)
      -5      324      210      159      110      364      644      621      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     14.6      2.0     25.9     44.3     78.1     61.0     21.9     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        5        7       10       14       19                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,282
COMMITMENTS
  21,600   52,019   43,994   54,998   22,911  120,592  118,924    6,690    8,358

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -2,814)
   1,249   -1,025   -1,282   -2,294     -278   -2,327   -2,585     -487     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     40.9     34.6     43.2     18.0     94.7     93.4      5.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       17       28       18       18       49       50                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,970
COMMITMENTS
     345        0        0   12,595   12,970   12,940   12,970       30        0

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,410)
     225        0        0    1,200    1,425    1,425    1,425      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     97.1    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       22       23       24       23                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,997
COMMITMENTS
  16,076    6,574      378    4,518   14,737   20,972   21,689    2,025    1,308

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -2,110)
  -3,249     -312       11    1,023   -1,691   -2,215   -1,992      105     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.9     28.6      1.6     19.6     64.1     91.2     94.3      8.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      66       35        9       22       32       93       73                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,494
COMMITMENTS
  48,218   26,781    1,351   11,848   37,868   61,417   66,000    8,077    3,494

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -216)
    -705    4,136      -21      152   -4,293     -574     -178      358      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4     38.5      1.9     17.0     54.5     88.4     95.0     11.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
     129       56       21       30       34      171      100                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      421,064
COMMITMENTS
 137,929   73,875   67,504  189,874  261,399  395,307  402,778   25,757   18,286

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     16,330)
   7,798    7,295    2,777    5,429    5,146   16,004   15,218      326    1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     17.5     16.0     45.1     62.1     93.9     95.7      6.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      94       55       64       87      101      217      189                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,348
COMMITMENTS
   2,953    2,671       63    8,977    9,274   11,993   12,008    2,355    2,340

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,184)
       0      800       50      984      284    1,034    1,134      150       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     18.6      0.4     62.6     64.6     83.6     83.7     16.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        3       14       14       20       18                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,045
COMMITMENTS
   1,795      687    2,101    6,150    6,802   10,046    9,590      999    1,455

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,739)
     100      140      683      826    1,106    1,609    1,929      130     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      6.2     19.0     55.7     61.6     91.0     86.8      9.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        5       14       14       20       20                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,018
COMMITMENTS
       0      172      165   12,888   12,776   13,053   13,113      965      905

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      590      461      590      461      -90       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      1.2     91.9     91.1     93.1     93.5      6.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       12       19       13       20                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,372
COMMITMENTS
   2,870    4,494      340   13,950   14,172   17,160   19,006    5,212    3,366

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,126)
     553     -300      -21    1,593    2,240    2,125    1,919        1      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     20.1      1.5     62.4     63.3     76.7     85.0     23.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        2       13       16       18       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,498
COMMITMENTS
   8,239   17,879      730   10,496      814   19,465   19,423       33       75

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        946)
     572      642      180      190      209      942    1,031        4      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     91.7      3.7     53.8      4.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        5        5       10        5       22       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,356
COMMITMENTS
   8,567    9,024    4,774    5,660    4,886   19,001   18,684      355      672

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        -17)
     316      188     -293      -30      149       -7       44      -10      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     46.6     24.7     29.2     25.2     98.2     96.5      1.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       17       26       14       15       48       47                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,566
COMMITMENTS
   2,852      300       75   32,223   35,110   35,150   35,485      416       81

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -882)
      30     -289      -60     -852     -533     -882     -882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.8      0.2     90.6     98.7     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        1       26       16       30       18                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,930
COMMITMENTS
   1,403    1,152        0    3,515    3,760    4,918    4,912       12       18

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:         48)
       0        0        0       88       35       88       35      -40       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     23.4      0.0     71.3     76.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        0       11        9       15       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,100
COMMITMENTS
   1,373    5,477    1,050   16,436   13,336   18,859   19,863    1,241      237

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        659)
     -15     -160      213      461      606      659      659        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     27.2      5.2     81.8     66.3     93.8     98.8      6.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        6        7       29       25       38       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,743
COMMITMENTS
     183    2,516       50    3,432    1,601    3,665    4,167    1,078      576

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        194)
      55       67      -21      101      104      135      150       59       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     53.0      1.1     72.4     33.8     77.3     87.9     22.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        1       18       18       21       22                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,066
COMMITMENTS
   1,216    3,490      308    7,278    5,247    8,802    9,045      264       21

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        652)
     316      422      -12      336      221      640      631       12       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     38.5      3.4     80.3     57.9     97.1     99.8      2.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        9        5       25       28       32       40                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,234
COMMITMENTS
     529      290      151      338      565    1,018    1,006      216      228

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:         20)
      70     -120        0       10      140       80       20      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     23.5     12.2     27.4     45.8     82.5     81.5     17.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        5        3        6       13       18       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,821
COMMITMENTS
   1,960    4,758    1,992   11,697   10,295   15,649   17,045    5,172    3,776

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,338)
     192     -387      421    1,810    1,308    2,423    1,342   -1,085       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     22.9      9.6     56.2     49.4     75.2     81.9     24.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        3       14       16       18       20                  



Updated October 21, 2016