GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,959
COMMITMENTS
  11,876    5,704      974   34,066   40,804   46,916   47,482    1,043      477

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      4,029)
     510      258     -100    3,619    3,871    4,029    4,029        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     11.9      2.0     71.0     85.1     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        6        8       37       39       46       50                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,247
COMMITMENTS
       0        0        0    5,230    5,247    5,230    5,247       17        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         97)
       0        0        0       97       97       97       97        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,482
COMMITMENTS
   1,084       83      562    5,294    6,351    6,940    6,996      542      486

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        488)
       0      -10      114      352      344      466      448       22       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      1.1      7.5     70.8     84.9     92.8     93.5      7.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        6       31       33       38       40                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,572
COMMITMENTS
     128      171      188      976      960    1,292    1,319      280      253

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         79)
      32       37       10       12       30       54       77       25        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     10.9     12.0     62.1     61.1     82.2     83.9     17.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        3       12       15       16       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,684
COMMITMENTS
     904      355      375    5,861    6,570    7,140    7,300      544      384

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,647)
     100       67       67    1,506    1,559    1,673    1,693      -26      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      4.6      4.9     76.3     85.5     92.9     95.0      7.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        9       35       38       44       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,872
COMMITMENTS
     237    1,343      303    5,945    4,615    6,485    6,261      387      611

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        239)
      30       49       12      194      125      236      186        3       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     19.5      4.4     86.5     67.2     94.4     91.1      5.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        6       21       20       29       26                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,067
COMMITMENTS
     215      536      150    1,456    1,223    1,821    1,909      246      158

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        104)
     -45      -41       60       65       85       80      104       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     25.9      7.3     70.4     59.2     88.1     92.4     11.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        4       11       12       16       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,584
COMMITMENTS
     284    8,507      355   23,919   15,702   24,558   24,564       26       20

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,330)
       0      576      -25    1,355      779    1,330    1,330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     34.6      1.4     97.3     63.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        2       26       16       29       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,932
COMMITMENTS
     879    2,402      149    3,239    1,991    4,267    4,542      665      390

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        228)
      98       81      -30       76      120      144      171       84       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     48.7      3.0     65.7     40.4     86.5     92.1     13.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        6        5       21       16       29       24                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,500
COMMITMENTS
      10      685      256    3,580    3,377    3,846    4,318      654      182

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        188)
       0       55       12       71      139       83      206      105      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     15.2      5.7     79.6     75.0     85.5     96.0     14.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        5       18       19       23       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      397,717
COMMITMENTS
  76,642   59,887   76,381  198,938  228,835  351,961  365,103   45,756   32,614

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -7,063)
   2,003      685      792  -10,738  -11,505   -7,942  -10,027      879    2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     15.1     19.2     50.0     57.5     88.5     91.8     11.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      50       37       59       82       87      163      158                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,269
COMMITMENTS
   2,750      675      175   47,342   52,839   50,267   53,689    9,002    5,580

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        216)
    -225      200     -175      -40      -98     -440      -73      656      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      1.1      0.3     79.9     89.2     84.8     90.6     15.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       23       28       25       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,059,612
COMMITMENTS
 255,177  395,284  331,445  391,704  296,908  978,326  1023637   81,285   35,975

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -32,714)
  -1,926    1,411   19,103  -52,586  -51,898  -35,408  -31,384    2,695   -1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     37.3     31.3     37.0     28.0     92.3     96.6      7.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     126      111      152       65       62      288      244                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      827,865
COMMITMENTS
  58,770   44,256  270,215  492,075  510,285  821,059  824,756    6,806    3,109

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     14,878)
    -709    3,515    6,669    8,861    4,600   14,821   14,785       57       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      5.3     32.6     59.4     61.6     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      54       30       65       55       57      133      128                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      294,280
COMMITMENTS
 101,606  119,643   46,148  132,323  120,181  280,077  285,972   14,204    8,308

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,193)
   2,033     -652      384    3,667    6,553    6,085    6,286      108      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5     40.7     15.7     45.0     40.8     95.2     97.2      4.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       15       26       30       33       60       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      122,082
COMMITMENTS
  21,312   20,143   16,228   75,128   80,812  112,668  117,183    9,414    4,899

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        858)
     593   -4,293    1,058     -895    4,083      756      848      102       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     16.5     13.3     61.5     66.2     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      10       22       26       27       26       53       58                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       15,073
COMMITMENTS
   1,559    3,923    8,367    4,963    2,744   14,889   15,034      185       39

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -2,073)
    -153     -292     -745   -1,171   -1,031   -2,069   -2,067       -4       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     26.0     55.5     32.9     18.2     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        5       10       11        9       25       19                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,400,776
COMMITMENTS
 596,145   50,578  100,656  674,470  1219284  1371271  1370518   29,505   30,258

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      4,881)
   2,248      666    2,628        5    1,643    4,881    4,937        0      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.6      3.6      7.2     48.1     87.0     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28        9       26       48       48       81       78                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,641
COMMITMENTS
  20,293   64,373   36,266  274,779  228,600  331,338  329,239    3,303    5,402

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,329)
    -154      274    2,222    4,242    3,629    6,310    6,125       19      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     19.2     10.8     82.1     68.3     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       17       26       34       31       62       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      123,457
COMMITMENTS
  50,634   51,062   23,204   48,510   47,645  122,349  121,911    1,108    1,546

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,285)
    -757      783      824    1,147     -807    1,214      800       71      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0     41.4     18.8     39.3     38.6     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19       16       25       21       19       52       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,961
COMMITMENTS
  11,621    3,493    2,298    3,056   11,712   16,975   17,503      986      458

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -3)
     -15       40       50      -50      -30      -15       60       12      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.7     19.4     12.8     17.0     65.2     94.5     97.5      5.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        6       13       10        9       28       23                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,796
COMMITMENTS
   1,307    2,323    3,473    5,016    4,000    9,796    9,796        0        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        107)
      20       27       43       44       36      107      107        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     23.7     35.5     51.2     40.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        8       13       12       12       29       27                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,469
COMMITMENTS
      20      501      100    2,183    1,610    2,303    2,211      166      258

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          0)
       0       30        0        0      -30        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     20.3      4.1     88.4     65.2     93.3     89.6      6.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       13       12       16       17                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,812
COMMITMENTS
   4,552    2,219    7,709   41,210   43,327   53,471   53,255      342      557

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        342)
    -246      326      271      277     -462      302      135       40      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      4.1     14.3     76.6     80.5     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14       10       12       46       59       66       76                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,625
COMMITMENTS
     374      692      248    2,332    2,455    2,954    3,395      671      230

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        671)
     -94       94      103      585      481      594      678       77       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     19.1      6.8     64.3     67.7     81.5     93.7     18.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        7        6       19       22       28       32                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      249,423
COMMITMENTS
  18,847      535    4,634  225,835  244,254  249,316  249,423      107        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -2,966)
     -10        0      -22   -2,934   -2,944   -2,966   -2,966        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      0.2      1.9     90.5     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       22       17       24       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,380,028
COMMITMENTS
 392,770   15,860   30,010  2957248  3334158  3380028  3380028        0        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    137,992)
       0        0        0  137,992  137,992  137,992  137,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      0.5      0.9     87.5     98.6    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 DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,039,322
COMMITMENTS
       0        0        0  1039322  1039322  1039322  1039322        0        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      146,432
COMMITMENTS
       0    2,560        0  146,176  143,872  146,176  146,432      256        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -50,336)
       0     -880        0  -50,248  -49,456  -50,248  -50,336      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     99.8     98.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11        9       11       10                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,305
COMMITMENTS
      62      829      315   24,159   23,014   24,536   24,158      769    1,147

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      2,398)
      10        0       -7    2,395    2,405    2,398    2,398        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.3      1.2     95.5     90.9     97.0     95.5      3.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        2       24       29       26       34                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      137,233
COMMITMENTS
   8,003    2,600    2,785  125,295  131,055  136,083  136,440    1,150      793

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -12,444)
    -387      -55      -47  -11,960  -12,193  -12,394  -12,295      -50     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      1.9      2.0     91.3     95.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      12       14       10       54       50       73       68                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       74,890
COMMITMENTS
  13,788    5,106        1   60,912   68,539   74,701   73,646      189    1,244

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,668)
     142        0        1    1,525    1,667    1,668    1,668        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      6.8      0.0     81.3     91.5     99.7     98.3      0.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        1       22       27       28       30                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,145
COMMITMENTS
   1,195    1,434      703   27,046   26,661   28,944   28,798      201      347

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        688)
      25     -180      151      522      727      698      698      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      4.9      2.4     92.8     91.5     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        5       32       35       39       41                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,841
COMMITMENTS
   2,150    2,697      567   13,636   13,039   16,353   16,303      488      538

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        580)
      91       37      155      334      326      580      518        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     16.0      3.4     81.0     77.4     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        4       29       27       35       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,707
COMMITMENTS
     323      131      151   13,136   13,711   13,610   13,993    1,097      714

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -4)
     124       15      115      -36      -76      203       54     -207      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.9      1.0     89.3     93.2     92.5     95.1      7.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       24       16       28       18                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,492,344
COMMITMENTS
 523,661  182,479  934,617  924,643  1265194  2382921  2382290  109,423  110,054

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -3,777)
  -5,998   -1,117     -560    2,320  -11,382   -4,237  -13,059      461    9,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0      7.3     37.5     37.1     50.8     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     171      143      241      100      122      400      393                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      241,345
COMMITMENTS
  91,931   42,687   77,831   70,139  117,231  239,902  237,749    1,443    3,595

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     10,571)
   7,323    2,391    4,120   -1,116    3,804   10,327   10,315      245      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     17.7     32.2     29.1     48.6     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        6        6       17       16       24       24                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,486
COMMITMENTS
  65,036   14,040      381   31,944   63,091   97,361   77,512   23,125   42,974

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,146)
    -525     -485      -91      347    2,737     -269    2,161    1,415   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.0     11.7      0.3     26.5     52.4     80.8     64.3     19.2     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        2        7       12       12       17                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,667
COMMITMENTS
   1,846      486    2,717    8,928   10,171   13,491   13,374    1,176    1,293

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      2,123)
      93      358     -172    1,664    1,343    1,584    1,529      539      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      3.3     18.5     60.9     69.3     92.0     91.2      8.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        6       10       11       19       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       96,061
COMMITMENTS
  23,191    1,469   10,829   56,292   72,602   90,313   84,900    5,749   11,162

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,081)
     172      -13     -190    1,144    1,356    1,127    1,153      -46      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      1.5     11.3     58.6     75.6     94.0     88.4      6.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        7       21       21       28       28                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      180,986
COMMITMENTS
   7,484   56,839   80,446   85,870   36,020  173,801  173,305    7,185    7,681

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -1,257)
     778    3,250   -2,929    1,771   -1,620     -380   -1,299     -877       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     31.4     44.4     47.4     19.9     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12       15       25       21       20       50       45                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,101
COMMITMENTS
  51,595    9,135   67,823   19,677   62,665  139,095  139,623    1,007      478

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -11,040)
 -20,638   -6,239    9,263      242  -14,066  -11,133  -11,042       92        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.8      6.5     48.4     14.0     44.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        8        9       12       17       20                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,468
COMMITMENTS
     300       60        0   13,078   13,408   13,378   13,468       90        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45      -45      -45      -45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.4      0.0     97.1     99.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       24       20       25       21                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,713
COMMITMENTS
  15,259    6,715      789    6,671   16,060   22,719   23,563    1,994    1,150

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,575)
     839     -690      251      160    2,177    1,249    1,738      326     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.7     27.2      3.2     27.0     65.0     91.9     95.3      8.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      71       38       17       31       35      110       84                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       71,940
COMMITMENTS
  54,546   11,511    1,585    8,160   56,130   64,290   69,226    7,650    2,714

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,516)
   6,989      791      121     -653    5,057    6,457    5,969       60      547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.8     16.0      2.2     11.3     78.0     89.4     96.2     10.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
     154       35       24       27       40      191       91                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,685
COMMITMENTS
 100,634   50,948   70,884  196,015  243,359  367,533  365,191   20,152   22,494

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:       -117)
  -5,105   -2,978    7,042   -1,258   -3,604      679      461     -796     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     13.1     18.3     50.6     62.8     94.8     94.2      5.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      69       60       68       99      107      202      207                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,622
COMMITMENTS
   2,104    3,223      255    7,889    6,742   10,248   10,220    2,374    2,402

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,475)
     351      -83       41      928    1,527    1,320    1,485      155      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     25.5      2.0     62.5     53.4     81.2     81.0     18.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        2       12        8       17       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,847
COMMITMENTS
   1,395      275      135   11,132   12,066   12,662   12,476    1,185    1,371

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        595)
      75        0        0      520      530      595      530        0       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      2.0      1.0     80.4     87.1     91.4     90.1      8.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       18       14       21       17                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,196
COMMITMENTS
     970      711    1,301    5,014    5,353    7,285    7,365    2,911    2,831

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      7.0     12.8     49.2     52.5     71.4     72.2     28.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        3       11       13       16       16                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,688
COMMITMENTS
   8,447   17,776    1,013   10,228      746   19,688   19,535        0      153

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        300)
     156      300        0      144        0      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9     90.3      5.1     52.0      3.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9        5       12        7       22       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,805
COMMITMENTS
   8,451    8,779    6,449    5,223    5,152   20,123   20,380      682      425

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        868)
     155      349       54      516      426      725      829      143       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6     42.2     31.0     25.1     24.8     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21       16       25       11       10       44       41                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       10,190
COMMITMENTS
   2,050    1,934    6,023    2,033    2,186   10,106   10,143       84       47

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        140)
      26        4      107        0       26      134      138        6        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     19.0     59.1     19.9     21.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       11       12        7        6       20       21                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,855
COMMITMENTS
   3,083      890       20   35,457   37,945   38,560   38,855      295        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,409)
     105        0        0    1,349    1,469    1,454    1,469      -45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      2.3      0.1     91.3     97.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       20       26       23                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,855
COMMITMENTS
   1,664    2,147        0    5,111    4,708    6,775    6,855       80        0

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     31.3      0.0     74.6     68.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        0       11        8       14       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,178
COMMITMENTS
   2,261    8,736      452   15,732    9,479   18,445   18,667      733      511

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        524)
     320      203       66      359      176      745      445     -221       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     45.6      2.4     82.0     49.4     96.2     97.3      3.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        6        5       27       21       36       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,916
COMMITMENTS
      50    2,888      112    3,857    1,329    4,019    4,329      897      587

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         60)
      15       48        6       45       23       66       77       -6      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     58.7      2.3     78.5     27.0     81.8     88.1     18.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       20       18       22       22                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,318
COMMITMENTS
     525    1,720      866    6,727    5,425    8,118    8,011      200      307

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        256)
     -22        2      -42      314      254      250      214        6       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     20.7     10.4     80.9     65.2     97.6     96.3      2.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        9        8       24       21       35       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,325
COMMITMENTS
     685      450      160      275      565    1,120    1,175      205      150

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        350)
     240      170       30       70       90      340      290       10       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.7     34.0     12.1     20.8     42.6     84.5     88.7     15.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        6        4        8       12       16       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,702
COMMITMENTS
   1,311    9,704      645   18,641   10,600   20,597   20,949    5,105    4,753

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        303)
    -974     -112       24    1,001      723       51      635      252     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     37.8      2.5     72.5     41.2     80.1     81.5     19.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        2       17       16       22       19                  



Updated July 15, 2016