GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,506
COMMITMENTS
   7,000    3,596    2,184   45,148   49,432   54,332   55,212    1,174      294

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,933)
    -123     -683      428    1,615    2,175    1,920    1,920       13       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      6.5      3.9     81.3     89.1     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        6       10       37       43       49       55                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,081
COMMITMENTS
       0        0        0    7,081    7,081    7,081    7,081        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        -36)
       0        0        0      -36      -36      -36      -36        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 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,237
COMMITMENTS
     474      296    1,017    9,167    9,503   10,658   10,816      579      421

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        434)
      22        0     -241      717      649      498      408      -64       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.6      9.1     81.6     84.6     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        3       10       36       34       46       45                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,399
COMMITMENTS
   1,228      304      882    9,775   10,766   11,885   11,952      514      447

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,052)
      10       10       54      827      898      891      962      161       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.5      7.1     78.8     86.8     95.9     96.4      4.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        4        9       33       39       42       49                  
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| 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 11/15/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,521
COMMITMENTS
     175    1,860      103    7,712    6,093    7,990    8,056      531      465

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        158)
       0        3       16      136      139      152      158        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     21.8      1.2     90.5     71.5     93.8     94.5      6.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        7        4       23       20       30       27                  
 
 
MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE        Code-021A18
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,376
COMMITMENTS
     463    1,161       45      833      125    1,341    1,331       35       45

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     84.4      3.3     60.5      9.1     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        6        3       11        3       15       11                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,925
COMMITMENTS
     123      302      135    1,583    1,211    1,841    1,648       84      277

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        110)
     -15       -5       55       80       20      120       70      -10       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     15.7      7.0     82.2     62.9     95.6     85.6      4.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        3       15       14       19       20                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,090
COMMITMENTS
     255    4,211      750   22,023   18,108   23,028   23,069       62       21

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        421)
     -32      -55      162      291      353      421      460        0      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     18.2      3.2     95.4     78.4     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        5       24       20       30       26                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,481
COMMITMENTS
     923    1,699      391    4,409    4,074    5,723    6,164      758      317

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        208)
      17        7        0      189      250      206      257        2      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     26.2      6.0     68.0     62.9     88.3     95.1     11.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        5        9       24       26       36       35                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,283
COMMITMENTS
      20      935      233    5,333    4,899    5,586    6,067      697      216

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        655)
       0      -44        0      598      693      598      649       57        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     14.9      3.7     84.9     78.0     88.9     96.6     11.1      3.4

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 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      398,285
COMMITMENTS
  78,658   53,126   84,646  194,863  228,501  358,167  366,273   40,118   32,012

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -5,800)
    -200   -1,561    1,510   -7,327   -2,576   -6,017   -2,627      217   -3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     13.3     21.3     48.9     57.4     89.9     92.0     10.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      47       47       67       89       93      180      172                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,735
COMMITMENTS
       0    1,025      150   42,410   43,099   42,560   44,274    7,175    5,461

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      3,867)
       0     -350        0    3,782    4,315    3,782    3,965       85      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.3     85.3     86.7     85.6     89.0     14.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       29       27       31                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,157,763
COMMITMENTS
 294,845  384,513  355,151  440,123  371,815  1090119  1111479   67,644   46,284

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -35,261)
 -10,278  -11,472   -5,281  -18,874  -23,785  -34,433  -40,538     -828    5,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     33.2     30.7     38.0     32.1     94.2     96.0      5.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     120      110      142       73       61      274      245                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      320,486
COMMITMENTS
 119,780  144,315   42,065  149,405  128,236  311,250  314,616    9,236    5,870

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -2,183)
   2,065     -767      615   -4,457   -1,439   -1,777   -1,591     -406     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     45.0     13.1     46.6     40.0     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       19       29       36       39       70       71                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      137,744
COMMITMENTS
  16,335   15,303   27,682   86,418   90,748  130,435  133,733    7,309    4,011

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     14,184)
   1,735    4,048    3,560    7,918    6,323   13,213   13,931      971      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     11.1     20.1     62.7     65.9     94.7     97.1      5.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      12       18       22       34       34       58       62                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,390,950
COMMITMENTS
 634,500   55,775   76,865  648,821  1239694  1360186  1372334   30,764   18,616

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      7,862)
  -7,708   -5,388    3,407   13,623   11,955    9,322    9,974   -1,460   -2,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      4.0      5.5     46.6     89.1     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21        7       20       52       49       77       72                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      318,081
COMMITMENTS
  19,386   45,604   27,418  264,916  241,943  311,720  314,965    6,361    3,116

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     11,528)
   1,964    5,026   -1,099    6,118    7,452    6,983   11,379    4,545      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     14.3      8.6     83.3     76.1     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      13       20       25       34       36       61       67                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       83,599
COMMITMENTS
  30,776   27,491   13,181   38,814   42,054   82,771   82,726      828      873

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        733)
   1,681      413     -161     -689      319      831      571      -98      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     32.9     15.8     46.4     50.3     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       18       23       24       20       54       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,989
COMMITMENTS
  12,795    3,344    1,980    2,631   12,529   17,406   17,853      583      136

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -441)
    -225      185     -741      580      115     -386     -441      -55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1     18.6     11.0     14.6     69.6     96.8     99.2      3.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14        5       12       12       13       31       25                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       56,985
COMMITMENTS
   7,454    5,621    8,496   40,732   42,492   56,682   56,609      303      376

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      4,096)
     642      300    1,798    1,618    1,943    4,058    4,041       38       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      9.9     14.9     71.5     74.6     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      15       15       16       44       62       67       86                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,051
COMMITMENTS
     637    1,002      485    2,463    2,449    3,585    3,936      466      115

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        668)
     176      170       20      357      456      553      646      115       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     24.7     12.0     60.8     60.5     88.5     97.2     11.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       10        6       23       22       31       36                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      163,305
COMMITMENTS
  26,530      105    1,836  134,918  161,364  163,284  163,305       21        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,136)
       0        0        0    1,136    1,136    1,136    1,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      0.1      1.1     82.6     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 11/22/16                         |
--------------------------------------------------------------| 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 11/15/16 (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 11/22/16                         |
--------------------------------------------------------------| 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 11/15/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 11/22/16                         |
--------------------------------------------------------------| 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 11/15/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       59,280
COMMITMENTS
   2,400    2,400        0   56,760   56,880   59,160   59,280      120        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -43,472)
  -1,760   -2,200        0  -41,624  -41,272  -43,384  -43,472      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.0      0.0     95.7     96.0     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 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,113
COMMITMENTS
   1,817      936      238   36,058   36,476   38,113   37,650        0      463

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,929)
     730        0       62    2,137    2,867    2,929    2,929        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.5      0.6     94.6     95.7    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        2       24       28       30       31                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      142,466
COMMITMENTS
  10,058    2,159    4,646  126,931  135,098  141,635  141,903      831      563

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -370)
     253      198      188     -768     -746     -327     -360      -43      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      1.5      3.3     89.1     94.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      19        9       11       62       61       86       76                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      102,401
COMMITMENTS
  14,772    7,185      308   87,181   94,026  102,261  101,519      140      882

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        448)
     -24       10        0      397      458      373      468       75      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      7.0      0.3     85.1     91.8     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        6        3       27       30       33       38                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,506
COMMITMENTS
   2,194      995      518   32,639   33,364   35,351   34,877      155      629

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -662)
    -127      -25      -60     -505     -607     -692     -692       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.8      1.5     91.9     94.0     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11        1        6       34       39       46       46                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,246
COMMITMENTS
   2,812      108       98   13,134   15,116   16,044   15,322      202      924

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        848)
     450        0        5      393      663      848      668        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      0.7      0.6     80.8     93.0     98.8     94.3      1.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       30       25       35       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,434
COMMITMENTS
     305      478      242   16,254   16,184   16,801   16,904      633      530

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,208)
     -42      -20       33    1,534    1,160    1,525    1,173     -317       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.7      1.4     93.2     92.8     96.4     97.0      3.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        6        3       30       22       35       28                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,995,504
COMMITMENTS
 560,573  284,253  620,624  711,031  992,960  1892228  1897837  103,276   97,667

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -32,035)
 -20,843  -20,837   13,678  -23,453  -19,098  -30,618  -26,257   -1,417   -5,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     14.2     31.1     35.6     49.8     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     143      107      174       91      116      343      318                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      113,354
COMMITMENTS
  56,104   15,997    2,658   28,981   49,811   87,743   68,466   25,611   44,888

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,924)
      47      195      866       -2       43      911    1,104    1,013      820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5     14.1      2.3     25.6     43.9     77.4     60.4     22.6     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        5        9       10       16       19                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      104,067
COMMITMENTS
  24,026   43,690   34,658   33,349   18,442   92,033   96,790   12,034    7,277

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,809)
   1,856    1,034    3,236   -2,953     -924    2,139    3,346      670     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     42.0     33.3     32.0     17.7     88.4     93.0     11.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       11       26       14       17       46       47                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,430
COMMITMENTS
     315        0        0   10,115   10,355   10,430   10,355        0       75

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -1,425)
     -60        0        0   -1,350   -1,485   -1,410   -1,485      -15       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     97.0     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       19       15       20       15                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,518
COMMITMENTS
  17,212    4,845    1,979    6,084   19,301   25,275   26,125    2,243    1,393

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      4,341)
   3,275       38    1,453     -735    2,531    3,993    4,022      348      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.5     17.6      7.2     22.1     70.1     91.8     94.9      8.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      74       35       12       28       42      108       84                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,403
COMMITMENTS
  46,472   21,663    1,570   10,712   38,276   58,754   61,509    6,649    3,894

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,148)
   1,387    1,269       36      612    1,137    2,035    2,442      113     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1     33.1      2.4     16.4     58.5     89.8     94.0     10.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
     121       49       18       36       36      166       95                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      385,454
COMMITMENTS
 106,693   54,835   71,208  185,470  239,679  363,371  365,722   22,083   19,732

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      8,614)
  -7,933     -929    6,030    9,191    4,746    7,288    9,847    1,326   -1,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.2     18.5     48.1     62.2     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      78       58       74       94      105      213      200                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,986
COMMITMENTS
   2,384      896      330    8,539    9,215   11,253   10,441    1,733    2,545

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        862)
       0        0        0    1,002      683    1,002      683     -140      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.9      2.5     65.8     71.0     86.7     80.4     13.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        4        4       14       13       21       18                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       20,301
COMMITMENTS
   1,839       23    7,115   10,251   11,513   19,205   18,651    1,096    1,650

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,522)
    -412       23    1,025    1,556    1,276    2,169    2,324      353      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.1     35.0     50.5     56.7     94.6     91.9      5.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        4       14       16       19       20                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,956
COMMITMENTS
      40        0      230   12,846   12,766   13,116   12,996      840      960

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      180      -95      180      -95      -75      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.6     92.0     91.5     94.0     93.1      6.0      6.9

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 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,830
COMMITMENTS
   2,734    4,434      574   13,252   13,227   16,560   18,235    5,270    3,595

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,439)
     226      -70      202      809    1,224    1,237    1,356      202       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     20.3      2.6     60.7     60.6     75.9     83.5     24.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        3       14       17       19       21                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       17,214
COMMITMENTS
   6,258   15,710      820    9,846      572   16,924   17,102      290      112

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         44)
    -272      101     -188      244       97     -216       10      260       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     91.3      4.8     57.2      3.3     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        5        5        9        4       20       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,977
COMMITMENTS
   8,300    8,047    4,809    5,380    5,778   18,489   18,634      488      343

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        473)
     112     -103      393       28      370      533      660      -60     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     42.4     25.3     28.4     30.4     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      27       19       25       15       14       52       49                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,060
COMMITMENTS
   2,443      233      464   31,836   34,323   34,743   35,020      317       40

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,110)
     210        0        0      900    1,110    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.7      1.3     90.8     97.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       22       15       27       18                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,665
COMMITMENTS
      25      720      395    3,245    2,550    3,665    3,665        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        125)
       0      -75      125       25      100      150      150      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     19.6     10.8     88.5     69.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        5       14        8       19       14                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,022
COMMITMENTS
   1,549    1,083        0    3,465    3,939    5,014    5,022        8        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -103)
       0      100        0     -103     -203     -103     -103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     21.6      0.0     69.0     78.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        3        0       10       11       16       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,693
COMMITMENTS
   1,123    4,156      807   16,394   14,500   18,324   19,463    1,369      230

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        376)
     -17     -216     -136      285      728      132      376      244        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     21.1      4.1     83.2     73.6     93.0     98.8      7.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        5        5       29       27       37       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,340
COMMITMENTS
     126    2,237      124    4,424    2,483    4,674    4,844      666      496

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        235)
      37      -71        3      266      346      306      278      -71      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     41.9      2.3     82.8     46.5     87.5     90.7     12.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        6        4       24       23       28       30                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,807
COMMITMENTS
      90      802      385    3,012    2,500    3,487    3,687      320      120

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        280)
       0      -50       75      205      255      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     21.1     10.1     79.1     65.7     91.6     96.8      8.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        6        8       10       15       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,870
COMMITMENTS
   1,198    3,628      652    8,810    6,503   10,660   10,783      210       87

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,302)
      -5      684       90    1,256      608    1,341    1,382      -39      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     33.4      6.0     81.0     59.8     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        9        9       26       28       37       41                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,951
COMMITMENTS
     820      478      354      681      960    1,855    1,792       96      159

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        150)
     160      120      -10      -10       20      140      130       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     24.5     18.1     34.9     49.2     95.1     91.9      4.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        7        6       11       18       24       28                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,536
COMMITMENTS
   1,842    4,364    4,275   12,043   11,860   18,160   20,499    5,376    3,037

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,114)
    -151       43      826      857    1,211    1,532    2,080      582       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     18.5     18.2     51.2     50.4     77.2     87.1     22.8     12.9

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



Updated November 25, 2016