GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,733
COMMITMENTS
   7,157    3,508    1,918   44,115   48,228   53,190   53,654      543       79

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      1,351)
      58      406      148    1,145      797    1,351    1,351        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      6.5      3.6     82.1     89.8     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      12        4       10       40       44       53       57                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,476
COMMITMENTS
       0        0        0    5,476    5,476    5,476    5,476        0        0

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        -67)
       0        0        0      -67      -67      -67      -67        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:       21)
       0        0        0       13       19       13       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,797
COMMITMENTS
     391      332    1,279    9,503    9,708   11,173   11,319      624      478

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        -93)
      -4        0      -94       76       29      -22      -65      -71      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      2.8     10.8     80.6     82.3     94.7     95.9      5.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        3       12       33       34       45       47                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,313
COMMITMENTS
     127       25      140    1,828    1,901    2,095    2,066      218      247

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:         63)
       0        0       15       63       65       78       80      -15      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.1      6.1     79.0     82.2     90.6     89.3      9.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       16       19       20       21                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,997
COMMITMENTS
   1,705      455      875   10,904   12,167   13,484   13,497      513      500

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        881)
      -3       10      -58      952      874      891      826      -10       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      3.3      6.3     77.9     86.9     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        9       32       39       41       49                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,995
COMMITMENTS
     124    1,337      199    8,258    6,974    8,581    8,510      414      485

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        269)
     -15        9       16      280      250      281      275      -12       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     14.9      2.2     91.8     77.5     95.4     94.6      4.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        4       23       25       28       31                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,692
COMMITMENTS
     240      149      125    1,244    1,068    1,609    1,342       83      350

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        155)
      20        0       10      142      162      172      172      -17      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      8.8      7.4     73.5     63.1     95.1     79.3      4.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        4       10       14       16       19                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,724
COMMITMENTS
     235    3,260      810   23,608   20,615   24,653   24,685       71       39

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        258)
       0      -60        0      258      300      258      240        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     13.2      3.3     95.5     83.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        5       25       21       31       27                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,594
COMMITMENTS
   1,301    2,074      268    4,457    4,024    6,026    6,366      568      228

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        347)
      -9       60       90      309      269      390      419      -43      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     31.5      4.1     67.6     61.0     91.4     96.5      8.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11        5        8       24       27       38       37                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,829
COMMITMENTS
     357      951      234    5,359    5,479    5,950    6,664      879      165

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:         56)
      10      -25       20       -5       55       25       50       31        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     13.9      3.4     78.5     80.2     87.1     97.6     12.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        6       20       20       27       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      439,089
COMMITMENTS
  95,230   47,004   73,007  220,122  290,924  388,359  410,935   50,730   28,154

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     -1,610)
   4,963   -1,328  -15,873    3,338   14,473   -7,572   -2,728    5,962    1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     10.7     16.6     50.1     66.3     88.4     93.6     11.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      57       30       58       89       91      177      155                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,981
COMMITMENTS
       0    1,000        0   41,373   42,453   41,373   43,453    7,608    5,528

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        441)
       0        0        0      441      481      441      481        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0     84.5     86.7     84.5     88.7     15.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       23       27       23       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,221,230
COMMITMENTS
 323,255  323,488  394,073  433,325  478,271  1150653  1195832   70,577   25,398

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     13,152)
   5,994    6,347    8,453   -3,333    1,372   11,114   16,172    2,038   -3,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     26.5     32.3     35.5     39.2     94.2     97.9      5.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     136       66      128       74       62      275      208                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      362,526
COMMITMENTS
 140,965  141,783   33,142  178,905  182,372  353,012  357,297    9,514    5,229

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     13,942)
   7,914   -8,911    5,011    1,077   17,600   14,002   13,700      -60      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     39.1      9.1     49.3     50.3     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       20       25       41       43       77       73                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      137,648
COMMITMENTS
  20,268   21,818   21,968   88,605   89,098  130,841  132,884    6,807    4,764

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      8,190)
   5,374    6,486   -1,880    4,528    4,091    8,022    8,697      168     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     15.9     16.0     64.4     64.7     95.1     96.5      4.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       19       24       29       29       59       59                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,431,302
COMMITMENTS
 664,281   48,347  103,844  632,342  1260258  1400467  1412449   30,835   18,853

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     22,663)
 -12,047    9,722   13,375   20,949   -1,413   22,277   21,684      386      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4      3.4      7.3     44.2     88.0     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21        8       21       50       49       79       70                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,798
COMMITMENTS
  20,433   41,601   21,379  265,895  242,462  307,707  305,442    2,091    4,356

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      2,767)
     597   -1,601    1,324    2,362    5,676    4,283    5,399   -1,516   -2,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     13.4      6.9     85.8     78.3     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16       16       23       37       34       64       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       76,698
COMMITMENTS
  23,587   30,805   10,050   42,356   35,011   75,993   75,866      705      832

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:       -490)
     125      190     -370     -305     -320     -550     -500       60       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     40.2     13.1     55.2     45.6     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13       18       17       24       21       48       45                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,433
COMMITMENTS
  11,021    3,278    1,195    5,749   13,710   17,965   18,183      468      250

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:         83)
     170      -15      -27      -50      125       93       83      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     17.8      6.5     31.2     74.4     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        7        8       13       15       28       25                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,432
COMMITMENTS
       0      760       50    4,186    3,364    4,236    4,174      196      258

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        125)
       0       24        0      235      114      235      138     -110      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.1      1.1     94.4     75.9     95.6     94.2      4.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        2       16       16       18       20                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       57,066
COMMITMENTS
   8,762    6,225    9,366   38,730   41,305   56,858   56,896      208      170

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        414)
    -210       83       10      706      324      506      417      -92       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     10.9     16.4     67.9     72.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      19       17       18       48       67       76       94                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,676
COMMITMENTS
   1,554    1,197      333    2,344    3,007    4,231    4,537      445      139

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        163)
      29      -32       69       45       80      143      117       20       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     25.6      7.1     50.1     64.3     90.5     97.0      9.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       10        7       19       21       29       35                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      159,755
COMMITMENTS
  19,232        0    4,034  136,489  155,721  159,755  159,755        0        0

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      5,741)
  -5,588        0    1,424    9,905    4,317    5,741    5,741        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.0      2.5     85.4     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       17       16       18       17                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       28,784
COMMITMENTS
   1,120    1,120        0   27,608   27,664   28,728   28,784       56        0

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:    -53,456)
  -2,080   -2,080        0  -51,272  -51,376  -53,352  -53,456     -104        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      3.9      0.0     95.9     96.1     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 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,873
COMMITMENTS
   2,776    1,099      144   34,761   35,814   37,681   37,057      192      816

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        423)
      65        0        8      170      235      243      243      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.9      0.4     91.8     94.6     99.5     97.8      0.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        2        2       25       27       33       30                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      138,123
COMMITMENTS
   9,388    2,698    4,684  123,357  130,540  137,429  137,922      694      201

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:       -181)
     -18      270      -22      -94     -392     -134     -144      -47      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      2.0      3.4     89.3     94.5     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      18       13       15       61       62       88       83                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      104,545
COMMITMENTS
  15,158    6,758        1   89,215   96,592  104,374  103,351      171    1,194

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      1,265)
       0        0        0    1,265    1,220    1,265    1,220        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      6.5      0.0     85.3     92.4     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        5        1       27       30       36       35                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,070
COMMITMENTS
   1,647    1,185      894   35,241   35,534   37,782   37,613      288      457

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      2,132)
      93       -6      112    1,937    2,041    2,142    2,147      -10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.1      2.3     92.6     93.3     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10        2        5       32       37       43       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,259
COMMITMENTS
   2,962      103      128   14,105   16,223   17,195   16,454       64      805

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        308)
     120        0       30      158      182      308      212        0       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      0.6      0.7     81.7     94.0     99.6     95.3      0.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       30       24       35       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,061
COMMITMENTS
     472      481      280   16,768   16,744   17,520   17,505      541      556

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      1,030)
      30       20       29      912      922      971      971       59       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.7      1.6     92.8     92.7     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        3       30       23       36       29                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,037,834
COMMITMENTS
 608,865  163,933  719,247  609,540  1068910  1937652  1952090  100,182   85,744

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      8,027)
   5,161   -3,110   22,489  -21,704  -16,431    5,946    2,948    2,081    5,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      8.0     35.3     29.9     52.5     95.1     95.8      4.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     152       93      171      100      123      349      321                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      123,431
COMMITMENTS
  55,160   20,747    1,958   49,349   49,987  106,467   72,692   16,964   50,739

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      1,740)
     667      378      120    1,501      144    2,288      642     -548    1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     16.8      1.6     40.0     40.5     86.3     58.9     13.7     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        6       15       15       22       24                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      123,379
COMMITMENTS
  22,187   53,893   44,965   42,482   17,020  109,634  115,878   13,745    7,501

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      4,402)
     276    4,172       22    3,246      616    3,544    4,810      858     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     43.7     36.4     34.4     13.8     88.9     93.9     11.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       18       26       16       16       47       47                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,005
COMMITMENTS
     210        0        0    9,795    9,775   10,005    9,775        0      230

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.9     97.7    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       18       13       19       13                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,290
COMMITMENTS
  17,962    3,776      333    4,304   19,258   22,599   23,367    1,691      923

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:       -866)
  -1,181     -330       32      275     -419     -874     -717        8     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.9     15.5      1.4     17.7     79.3     93.0     96.2      7.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      65       34        9       23       30       92       71                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       63,714
COMMITMENTS
  42,038   16,624    3,043   11,402   40,266   56,483   59,933    7,231    3,781

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:       -638)
    -399      455     -757      133     -780   -1,023   -1,082      385      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     26.1      4.8     17.9     63.2     88.7     94.1     11.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
     125       44       26       34       35      170       97                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      403,774
COMMITMENTS
 128,796   63,384   58,714  188,236  267,297  375,746  389,395   28,028   14,379

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     11,075)
  12,249    7,434   -1,466   -1,846    5,679    8,937   11,647    2,138     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     15.7     14.5     46.6     66.2     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      99       46       69       93      108      225      200                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,940
COMMITMENTS
   2,774    1,139      793    7,333    8,806   10,900   10,738    2,040    2,202

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      3,219)
   1,500      676      433    1,387    2,134    3,320    3,243     -101      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      8.8      6.1     56.7     68.1     84.2     83.0     15.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        6       14       11       22       17                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       20,679
COMMITMENTS
   2,050      417    6,050   11,311   12,603   19,411   19,070    1,268    1,609

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        655)
     200        0      100      185      535      485      635      170       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.0     29.3     54.7     60.9     93.9     92.2      6.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        5       13       16       19       21                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,330
COMMITMENTS
       0      390        0   16,790   17,210   16,790   17,600    1,540      730

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      1,305)
       0        0        0      750    1,075      750    1,075      555      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     91.6     93.9     91.6     96.0      8.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       21       18       22                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,515
COMMITMENTS
   3,313    3,871    1,763    9,882   11,191   14,958   16,825    5,557    3,690

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        871)
       0     -160       75      724    1,583      799    1,498       72     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     18.9      8.6     48.2     54.6     72.9     82.0     27.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        6       10       12       17       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       15,260
COMMITMENTS
   5,659   13,807      824    8,489      441   14,972   15,072      288      188

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:         53)
      75       65      106     -128     -148       53       23        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     90.5      5.4     55.6      2.9     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        4        9        4       18       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,874
COMMITMENTS
   8,676    7,762    5,194    4,609    5,447   18,479   18,403      395      471

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        563)
    -186     -108      481      255      103      550      476       13       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     41.1     27.5     24.4     28.9     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      25       16       26       14       15       48       50                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,953
COMMITMENTS
   2,648      814      431   32,592   34,688   35,671   35,933      282       20

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        856)
       0        2       31      825      873      856      906        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      2.3      1.2     90.7     96.5     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        2       20       20       25       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,650
COMMITMENTS
     100    1,620      835    4,595    3,195    5,530    5,650      120        0

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        105)
       0        0       75       30       30      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     28.7     14.8     81.3     56.5     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        7        6       12        8       20       15                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,792
COMMITMENTS
   1,389      864      377    6,022    6,536    7,788    7,777        4       15

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.1      4.8     77.3     83.9     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        4       13       13       21       19                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,546
COMMITMENTS
   2,635    3,328      948   13,647   13,979   17,230   18,255    1,316      291

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:          7)
      20      -58        0      -13       20        7      -38        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     17.9      5.1     73.6     75.4     92.9     98.4      7.1      1.6

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 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,195
COMMITMENTS
     250    1,866      192    3,861    2,643    4,303    4,701      892      494

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:         53)
      -6      -15        9        5       59        8       53       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     35.9      3.7     74.3     50.9     82.8     90.5     17.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        6        5       23       21       28       29                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,321
COMMITMENTS
     177    1,075      320    3,679    2,906    4,176    4,301      145       20

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        113)
       0       28        0      113       85      113      113        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     24.9      7.4     85.1     67.3     96.6     99.5      3.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        6       11        9       17       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,993
COMMITMENTS
     891    2,859      942    8,839    7,069   10,672   10,870      321      123

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        127)
      18      -38       11       39      145       68      118       59        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     26.0      8.6     80.4     64.3     97.1     98.9      2.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        9        7       26       29       36       40                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,022
COMMITMENTS
   1,071      556      283      593    1,107    1,947    1,946       75       76

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:         80)
     180       40      -60      -20      120      100      100      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     27.5     14.0     29.3     54.7     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6        6       12       20       24       28                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,178
COMMITMENTS
   2,354    8,708    4,675   16,076   10,692   23,105   24,075    4,073    3,103

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        125)
      94     -347     -113      -76      240      -95     -220      220      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     32.0     17.2     59.2     39.3     85.0     88.6     15.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        5        6       17       14       24       21                  



Updated December 30, 2016