GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,573
COMMITMENTS
   7,123    4,279    1,756   43,533   47,257   52,412   53,292    1,161      281

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,804)
    -178      -58       49    1,849    1,813    1,720    1,804       84        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      8.0      3.3     81.3     88.2     97.8     99.5      2.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        6        9       35       42       46       54                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,117
COMMITMENTS
       0        0        0    7,117    7,117    7,117    7,117        0        0

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      175      175      175      175        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       19       14       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,803
COMMITMENTS
     452      296    1,258    8,450    8,854   10,160   10,408      643      395

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        709)
      45       15       11      615      665      671      691       38       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.7     11.6     78.2     82.0     94.0     96.3      6.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        9       35       33       44       43                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,347
COMMITMENTS
   1,218      294      828    8,948    9,868   10,994   10,990      353      357

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,173)
       2     -150      175      892    1,076    1,069    1,101      104       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.6      7.3     78.9     87.0     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        5        8       34       40       43       49                  
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        1,450
COMMITMENTS
     310       64        0    1,121    1,350    1,431    1,414       19       36

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      4.4      0.0     77.3     93.1     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       11       11       12                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,363
COMMITMENTS
     175    1,857       87    7,576    5,954    7,838    7,898      525      465

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        280)
       5      127       -8      289      245      286      364       -6      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     22.2      1.0     90.6     71.2     93.7     94.4      6.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        6        3       22       19       28       25                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,815
COMMITMENTS
     138      307       80    1,503    1,191    1,721    1,578       94      237

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        220)
       0       90        0      200      100      200      190       20       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     16.9      4.4     82.8     65.6     94.8     86.9      5.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       15       14       18       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,669
COMMITMENTS
     287    4,266      588   21,732   17,755   22,607   22,609       62       60

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        467)
      20      -65       55      392      502      467      492        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     18.8      2.6     95.9     78.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        5       23       19       29       25                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,273
COMMITMENTS
     906    1,692      391    4,220    3,824    5,517    5,907      756      366

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        502)
     116      -88      172      202      497      490      581       12      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     27.0      6.2     67.3     61.0     87.9     94.2     12.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        5        9       22       26       34       35                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        5,628
COMMITMENTS
      20      979      233    4,735    4,206    4,988    5,418      640      210

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        412)
       0      -19        0      324      436      324      417       88       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     17.4      4.1     84.1     74.7     88.6     96.3     11.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        5       20       20       25       25                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      404,085
COMMITMENTS
  78,858   54,687   83,136  202,190  231,077  364,184  368,900   39,901   35,185

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     12,079)
     578    3,851    7,921    3,559      188   12,058   11,960       21      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     13.5     20.6     50.0     57.2     90.1     91.3      9.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      52       49       66       89       88      177      172                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,868
COMMITMENTS
       0    1,375      150   38,628   38,784   38,778   40,309    7,090    5,559

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        926)
       0      160      -10      796      256      786      406      140      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.3     84.2     84.6     84.5     87.9     15.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       25       27       26       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,193,024
COMMITMENTS
 305,123  395,985  360,432  458,997  395,600  1124552  1152017   68,472   41,007

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     20,897)
   6,572   23,866   -9,683   28,445    5,744   25,334   19,927   -4,437      970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     33.2     30.2     38.5     33.2     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     121      121      141       73       62      274      256                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      322,669
COMMITMENTS
 117,715  145,082   41,450  153,862  129,675  313,027  316,207    9,642    6,462

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     18,372)
   3,313    4,382    3,962   12,710   11,153   19,985   19,497   -1,613   -1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     45.0     12.8     47.7     40.2     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       17       28       32       36       64       67                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      123,560
COMMITMENTS
  14,600   11,255   24,122   78,500   84,425  117,222  119,802    6,338    3,758

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     10,921)
   3,534    2,616    3,891    3,238    4,174   10,663   10,681      258      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      9.1     19.5     63.5     68.3     94.9     97.0      5.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      13       13       21       32       33       54       58                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,383,088
COMMITMENTS
 642,208   61,163   73,458  635,198  1227739  1350864  1362360   32,224   20,728

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     16,172)
   1,994    6,731     -520   14,202    9,828   15,676   16,039      496      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4      4.4      5.3     45.9     88.8     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21        7       20       52       48       77       71                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,553
COMMITMENTS
  17,422   40,578   28,517  258,798  234,491  304,737  303,586    1,816    2,967

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      4,493)
     873      164    1,076    1,140    3,891    3,089    5,131    1,404     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     13.2      9.3     84.4     76.5     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       20       24       33       36       60       65                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       82,866
COMMITMENTS
  29,095   27,078   13,342   39,503   41,735   81,940   82,155      926      711

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,378)
       9   -1,127      862      612    1,628    1,483    1,363     -105       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     32.7     16.1     47.7     50.4     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       19       24       24       19       53       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,430
COMMITMENTS
  13,020    3,159    2,721    2,051   12,414   17,792   18,294      638      136

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        849)
   1,407      504     -381     -145      749      881      872      -32      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     17.1     14.8     11.1     67.4     96.5     99.3      3.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        4       13       11       13       30       26                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       52,889
COMMITMENTS
   6,812    5,321    6,698   39,114   40,549   52,624   52,568      265      321

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,262)
      32      147      -79    1,335    1,205    1,288    1,273      -26      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     10.1     12.7     74.0     76.7     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       15       15       42       60       64       83                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,383
COMMITMENTS
     461      832      465    2,106    1,993    3,032    3,290      351       93

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        495)
     121      100       69      338      341      528      510      -33      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     24.6     13.7     62.3     58.9     89.6     97.3     10.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        8        6       24       22       32       34                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      162,169
COMMITMENTS
  26,530      105    1,836  133,782  160,228  162,148  162,169       21        0

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      2,311)
     -30        0      756    1,585    1,555    2,311    2,311        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      0.1      1.1     82.5     98.8    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 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,565,396
COMMITMENTS
 372,990    8,160   26,250  2166156  2530986  2565396  2565396        0        0

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.3      1.0     84.4     98.7    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 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,394
COMMITMENTS
   3,825        0        0   39,548   43,394   43,373   43,394       21        0

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -1,552)
       0        0        0   -1,552   -1,552   -1,552   -1,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      0.0     91.1    100.0    100.0    100.0      0.0      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 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      902,607
COMMITMENTS
       0        0        0  902,607  902,607  902,607  902,607        0        0

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     22,800)
       0        0        0   22,800   22,800   22,800   22,800        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 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      102,752
COMMITMENTS
   4,160    4,600        0   98,384   98,152  102,544  102,752      208        0

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -43,472)
  -1,760   -1,500        0  -41,624  -41,972  -43,384  -43,472      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.5      0.0     95.7     95.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       12        8       13        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,184
COMMITMENTS
   1,087      936      176   33,921   33,609   35,184   34,721        0      463

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,883)
     296        0       -8    1,618    1,891    1,906    1,883      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.7      0.5     96.4     95.5    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        2       22       27       27       30                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      142,836
COMMITMENTS
   9,805    1,961    4,458  127,699  135,844  141,962  142,263      874      573

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      2,463)
      -5      127     -253    2,676    2,617    2,418    2,491       45      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      1.4      3.1     89.4     95.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      18       10       11       60       57       84       72                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      101,953
COMMITMENTS
  14,796    7,175      308   86,784   93,568  101,888  101,051       65      902

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      2,572)
     145     -663      300    2,072    2,707    2,517    2,344       55      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      7.0      0.3     85.1     91.8     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        6        3       26       29       32       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,168
COMMITMENTS
   2,321    1,020      578   33,144   33,971   36,043   35,569      125      599

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,394)
    -242       25       81    1,575    1,238    1,414    1,344      -20       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.8      1.6     91.6     93.9     99.7     98.3      0.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11        2        6       33       39       45       46                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,398
COMMITMENTS
   2,362      108       93   12,741   14,453   15,196   14,654      202      744

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        463)
     105        0       -2      360      465      463      463        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.7      0.6     82.7     93.9     98.7     95.2      1.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       30       25       34       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,226
COMMITMENTS
     347      498      209   14,720   15,024   15,276   15,731      950      495

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        578)
     -10      147       -5      583      471      568      613       10      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.1      1.3     90.7     92.6     94.1     96.9      5.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        3       29       20       34       26                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,027,539
COMMITMENTS
 581,416  305,090  606,946  734,484  1012058  1922846  1924094  104,693  103,445

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     53,883)
  20,602   21,815  -17,298   61,445   39,451   64,749   43,968  -10,866    9,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     15.0     29.9     36.2     49.9     94.8     94.9      5.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     163      120      177      103      119      372      338                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,430
COMMITMENTS
  56,057   15,802    1,792   28,983   49,768   86,832   67,362   24,598   44,068

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        976)
      63     -113      435      683      906    1,181    1,228     -205     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     14.2      1.6     26.0     44.7     77.9     60.5     22.1     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        4       10       11       17       19                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,258
COMMITMENTS
  22,170   42,656   31,422   36,302   19,366   89,894   93,444   11,364    7,814

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -1,852)
     695   -1,195   -2,346    1,537    1,835     -114   -1,706   -1,738     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     42.1     31.0     35.9     19.1     88.8     92.3     11.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      20       11       27       14       16       45       46                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,855
COMMITMENTS
     375        0        0   11,465   11,840   11,840   11,840       15       15

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        150)
      90        0        0       60      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     96.7     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        0       22       24       24       24                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,177
COMMITMENTS
  13,937    4,807      526    6,819   16,770   21,282   22,103    1,895    1,074

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        881)
   1,015   -1,830      128     -280    2,740      863    1,038       18     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.1     20.7      2.3     29.4     72.4     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      71       32       14       30       36      110       76                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       63,255
COMMITMENTS
  45,085   20,394    1,534   10,100   37,139   56,719   59,067    6,536    4,188

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -3,214)
  -3,961      967       49    1,423   -4,776   -2,489   -3,760     -725      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     32.2      2.4     16.0     58.7     89.7     93.4     10.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     119       54       18       34       32      163       95                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      376,840
COMMITMENTS
 114,626   55,764   65,178  176,279  234,933  356,083  355,875   20,757   20,965

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -7,039)
 -16,287  -13,489    6,423    5,256   -2,036   -4,608   -9,102   -2,431    2,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     14.8     17.3     46.8     62.3     94.5     94.4      5.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      79       56       73       91      103      207      201                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,124
COMMITMENTS
   2,384      896      330    7,537    8,532   10,251    9,758    1,873    2,366

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,465)
     -92       33      317    1,572    1,271    1,797    1,621     -332     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      7.4      2.7     62.2     70.4     84.6     80.5     15.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        4       12       12       19       17                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       17,779
COMMITMENTS
   2,251        0    6,090    8,695   10,237   17,036   16,327      743    1,452

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      2,090)
     215     -200      965    1,035    1,150    2,215    1,915     -125      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.0     34.3     48.9     57.6     95.8     91.8      4.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        4       14       16       20       20                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,851
COMMITMENTS
      40        0      230   12,666   12,861   12,936   13,091      915      760

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,825)
      40     -510      210    1,215    2,020    1,465    1,720      360      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.7     91.4     92.9     93.4     94.5      6.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       21       17       22                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,391
COMMITMENTS
   2,508    4,504      372   12,443   12,003   15,323   16,879    5,068    3,512

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:       -293)
    -285       85     -106      278     -332     -113     -353     -180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     22.1      1.8     61.0     58.9     75.1     82.8     24.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        3       13       15       18       19                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,772
COMMITMENTS
   1,510      685      920    4,413    5,414    6,843    7,019    1,929    1,753

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,276)
      19      -55      114      978    1,000    1,111    1,059      165      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      7.8     10.5     50.3     61.7     78.0     80.0     22.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        5       13       13       18       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       17,170
COMMITMENTS
   6,530   15,609    1,008    9,602      475   17,140   17,092       30       78

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        280)
    -651       -2      275      659        0      283      273       -3        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     90.9      5.9     55.9      2.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        5        9        3       21       10                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,504
COMMITMENTS
   8,188    8,150    4,416    5,352    5,408   17,956   17,974      548      530

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,088)
     527       38      414      110      569    1,051    1,021       37       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     44.0     23.9     28.9     29.2     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      28       20       27       15       14       53       51                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,950
COMMITMENTS
   2,233      233      464   30,936   33,213   33,633   33,910      317       40

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,495)
     -75      -45      -15    1,585    1,555    1,495    1,495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.7      1.4     91.1     97.8     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       23       16       28       19                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,540
COMMITMENTS
      25      795      270    3,220    2,450    3,515    3,515       25       25

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:          0)
     -50      -25        0       25        0      -25      -25       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     22.5      7.6     91.0     69.2     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14        8       18       14                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,125
COMMITMENTS
   1,549      983        0    3,568    4,142    5,117    5,125        8        0

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:         95)
       0      -25        0       95      120       95       95        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     19.2      0.0     69.6     80.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        3        0       11       10       17       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,317
COMMITMENTS
   1,140    4,372      943   16,109   13,772   18,192   19,087    1,125      230

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        168)
      76       11       13       92      144      181      168      -13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     22.6      4.9     83.4     71.3     94.2     98.8      5.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        6        6       29       26       38       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,105
COMMITMENTS
      89    2,308      121    4,158    2,137    4,368    4,566      737      539

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        277)
     -79       77       55      485      303      461      435     -184     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     45.2      2.4     81.4     41.9     85.6     89.4     14.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        6        4       23       23       27       30                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,527
COMMITMENTS
      90      852      310    2,807    2,245    3,207    3,407      320      120

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:         90)
       0      -15       60       30       45       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     24.2      8.8     79.6     63.7     90.9     96.6      9.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        6        7       10       14       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,568
COMMITMENTS
   1,203    2,944      562    7,554    5,895    9,319    9,401      249      167

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,133)
     293     -295      130      744    1,283    1,167    1,118      -34       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     30.8      5.9     79.0     61.6     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        7        7       22       25       31       36                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,801
COMMITMENTS
     660      358      364      691      940    1,715    1,662       86      139

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        260)
     120       70       10      130      180      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     19.9     20.2     38.4     52.2     95.2     92.3      4.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        6        6       11       18       23       28                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,422
COMMITMENTS
   1,993    4,321    3,449   11,186   10,649   16,628   18,419    4,794    3,003

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,921)
     407     -343    1,212      248      687    1,867    1,556       54      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     20.2     16.1     52.2     49.7     77.6     86.0     22.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        4       15       15       20       19                  



Updated November 18, 2016