GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,751
COMMITMENTS
   7,850    4,469    1,609   39,314   43,424   48,773   49,502      978      249

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -6,630)
  -2,190   -1,020   -1,125   -3,579   -4,734   -6,894   -6,879      264      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      9.0      3.2     79.0     87.3     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        5        6       36       41       45       51                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,109
COMMITMENTS
       0        0        0    6,109    6,109    6,109    6,109        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -110)
       0        0        0     -110     -110     -110     -110        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       14       18       14       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,209
COMMITMENTS
     652       22      691    6,366    7,094    7,709    7,807      500      402

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -845)
     -31      -32      -77     -478     -528     -586     -637     -259     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      0.3      8.4     77.5     86.4     93.9     95.1      6.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        6       30       31       36       37                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,661
COMMITMENTS
   1,468      674      535    7,428    8,191    9,431    9,400      230      261

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,088)
       0     -656     -106   -1,920   -1,321   -2,026   -2,083      -62       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      7.0      5.5     76.9     84.8     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        7       33       38       41       48                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,698
COMMITMENTS
       0    1,078      138    5,122    3,785    5,260    5,001      438      697

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,003)
    -215     -412     -107     -643     -734     -965   -1,253      -38      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.9      2.4     89.9     66.4     92.3     87.8      7.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        3       17       14       20       18                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,219
COMMITMENTS
     100      230       73      923      861    1,096    1,164      123       55

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -540)
    -245     -330        0     -302     -220     -547     -550        7       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     18.9      6.0     75.7     70.6     89.9     95.5     10.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       11       14       13       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,702
COMMITMENTS
     384    5,665      502   20,813   15,535   21,699   21,702        3        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -3,406)
     125   -1,252     -595   -2,935   -1,539   -3,405   -3,386       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     26.1      2.3     95.9     71.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        5        2       22       16       26       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,969
COMMITMENTS
     669    1,959      279    3,455    2,393    4,403    4,631      566      338

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -3,192)
    -308   -1,821     -194   -2,676   -1,203   -3,178   -3,218      -14       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     39.4      5.6     69.5     48.2     88.6     93.2     11.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        3       20       18       25       24                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,396
COMMITMENTS
      10      662      337    3,371    3,177    3,718    4,176      678      220

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -399)
       0       16      -35     -372     -407     -407     -426        8       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     15.1      7.7     76.7     72.3     84.6     95.0     15.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        5       18       17       23       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      424,062
COMMITMENTS
  74,332   43,348   83,460  218,566  265,738  376,358  392,547   47,704   31,515

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,639)
   1,930   -6,659   -4,554   -2,639   15,314   -5,263    4,101    3,624   -5,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     10.2     19.7     51.5     62.7     88.8     92.6     11.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      58       35       58       88       96      171      166                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,014
COMMITMENTS
       0      475      250   36,121   37,061   36,371   37,786    5,643    4,228

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -7,849)
  -3,250      250     -200   -3,397   -7,716   -6,847   -7,666   -1,002     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.6     86.0     88.2     86.6     89.9     13.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       26       33       27       35                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,121,884
COMMITMENTS
 316,891  385,442  363,778  362,606  338,178  1043274  1087398   78,610   34,487

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     38,399)
  -3,247   16,943   26,282   18,866   -6,382   41,902   36,842   -3,502    1,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     34.4     32.4     32.3     30.1     93.0     96.9      7.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     141      113      168       72       68      307      267                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      630,298
COMMITMENTS
  40,283   20,504  172,135  410,901  434,555  623,319  627,195    6,979    3,103

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     12,707)
  -1,414    1,587    6,064    7,621    5,010   12,271   12,661      436       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      3.3     27.3     65.2     68.9     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      53       27       61       60       59      135      125                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      284,550
COMMITMENTS
 108,933  116,113   36,213  129,336  122,555  274,482  274,881   10,068    9,669

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -27,289)
  -3,986   -8,972   -9,979  -14,253   -9,609  -28,218  -28,560      928    1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3     40.8     12.7     45.5     43.1     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       14       23       28       33       59       57                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      108,144
COMMITMENTS
  15,524   11,514   12,233   72,775   77,760  100,532  101,507    7,612    6,637

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -37,939)
 -23,188  -21,260   -2,512  -13,801  -16,869  -39,501  -40,641    1,562    2,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     10.6     11.3     67.3     71.9     93.0     93.9      7.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       12       19       26       27       47       47                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,324,749
COMMITMENTS
 572,634   55,245   88,722  628,776  1159567  1290132  1303534   34,617   21,215

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -53,159)
 -27,490   -7,214  -10,658  -22,447  -35,308  -60,595  -53,180    7,436       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2      4.2      6.7     47.5     87.5     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21        7       21       47       45       72       69                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      286,889
COMMITMENTS
   9,707   36,404   26,355  250,425  219,309  286,487  282,068      402    4,821

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -32,922)
  -5,701  -24,360   -1,092  -25,471   -6,546  -32,264  -31,998     -658     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     12.7      9.2     87.3     76.4     99.9     98.3      0.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      12       17       19       36       34       60       58                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       85,722
COMMITMENTS
  31,434   29,547   13,120   40,023   41,639   84,577   84,306    1,145    1,416

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -10,128)
  -4,080   -4,907     -778   -5,311   -5,177  -10,169  -10,862       41      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     34.5     15.3     46.7     48.6     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       17       21       22       18       49       46                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,389
COMMITMENTS
  12,252    2,741    2,975    2,519   12,482   17,746   18,198      643      191

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,282)
  -1,669   -1,478     -336     -484     -489   -2,489   -2,303      207       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.6     14.9     16.2     13.7     67.9     96.5     99.0      3.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        5       10       11       11       29       21                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       10,510
COMMITMENTS
     814    1,597    4,296    5,365    4,609   10,475   10,503       35        8

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        524)
      24     -103      384       96      242      503      523       21        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     15.2     40.9     51.0     43.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       10       17       13       12       34       31                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       48,817
COMMITMENTS
   4,303    2,653    7,011   37,131   38,863   48,445   48,527      372      290

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -11,134)
    -897   -1,195     -810   -9,527   -9,095  -11,234  -11,100      101      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      5.4     14.4     76.1     79.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15        9       14       51       59       71       79                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,429
COMMITMENTS
     410      638      111    1,362    1,507    1,883    2,256      546      173

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,257)
    -277     -127      -25     -897   -1,068   -1,199   -1,220      -58      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     26.3      4.6     56.1     62.0     77.5     92.9     22.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7        4       19       23       27       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      256,782
COMMITMENTS
  17,668      275    4,366  234,675  252,125  256,709  256,766       73       16

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,438)
    -562     -108      164   -1,021   -1,494   -1,419   -1,438      -19        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.1      1.7     91.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       19       24       22                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,823,290
COMMITMENTS
 380,690   15,860   26,250  2416350  2781180  2823290  2823290        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:   -121,817)
  -8,160        0        0 -113,657 -121,817 -121,817 -121,817        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      0.6      0.9     85.6     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       17       19       19                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,712
COMMITMENTS
   3,825        0        0   41,845   45,712   45,670   45,712       42        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,856)
       0        0        0   -2,835   -2,856   -2,835   -2,856      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      0.0      0.0     91.5    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       13       17       13                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      897,987
COMMITMENTS
       0        0        0  897,987  897,987  897,987  897,987        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:   -101,671)
       0        0        0 -101,671 -101,671 -101,671 -101,671        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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      170,368
COMMITMENTS
   7,040        0        0  162,976  170,368  170,016  170,368      352        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    159,040)
   6,400        0        0  152,320  159,040  158,720  159,040      320        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      0.0     95.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12        8       13        8                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,882
COMMITMENTS
      58      456      294   22,530   21,439   22,882   22,189        0      693

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -4,343)
      58     -412       17   -4,413   -3,968   -4,338   -4,363       -5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.0      1.3     98.5     93.7    100.0     97.0      0.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        3       22       28       25       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      144,721
COMMITMENTS
   7,747    2,164    4,697  131,365  137,091  143,809  143,952      912      769

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,046)
     618       19      337    3,096    3,730    4,051    4,086       -5      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.5      3.2     90.8     94.7     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      11       11       13       61       63       80       79                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       96,602
COMMITMENTS
  12,528    9,086        1   84,034   86,954   96,563   96,041       39      561

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -769)
    -396      -66        0     -263     -179     -659     -245     -110     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      9.4      0.0     87.0     90.0    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        1       26       30       30       35                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,212
COMMITMENTS
   1,984    1,335      391   31,599   31,988   33,974   33,714      238      498

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,190)
    -192     -450      202   -1,185     -980   -1,175   -1,228      -15       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      3.9      1.1     92.4     93.5     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        1        3       33       38       43       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,702
COMMITMENTS
   2,412    1,630      647   12,256   12,865   15,315   15,142      387      560

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -3,120)
    -432     -206     -262   -2,488   -2,790   -3,182   -3,258       62      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     10.4      4.1     78.1     81.9     97.5     96.4      2.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       27       22       32       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,063
COMMITMENTS
     505      196      136   13,391   14,388   14,032   14,720    1,031      343

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,522)
     -68      -12        1   -1,252   -1,487   -1,319   -1,498     -203      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.3      0.9     88.9     95.5     93.2     97.7      6.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       27       19       31       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,672,540
COMMITMENTS
 585,247  183,237  970,899  1003563  1396389  2559709  2550525  112,831  122,015

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    103,235)
  38,229  -33,671   61,028    7,630   62,359  106,887   89,717   -3,652   13,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      6.9     36.3     37.6     52.2     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     170      150      245      105      129      403      413                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      232,585
COMMITMENTS
  82,211   43,096   54,917   94,622  132,647  231,751  230,660      834    1,925

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      3,703)
 -14,202   -1,058      813   19,113    3,872    5,724    3,628   -2,021       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     18.5     23.6     40.7     57.0     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        5       18       17       25       23                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      112,911
COMMITMENTS
  57,066   15,273    1,815   30,719   56,773   89,600   73,861   23,311   39,050

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -5,977)
  -5,633      378     -105     -932   -3,360   -6,670   -3,087      693   -2,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.5     13.5      1.6     27.2     50.3     79.4     65.4     20.6     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        3        8       12       14       19                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,848
COMMITMENTS
   1,438      578    1,249    7,282    8,598    9,969   10,425    1,878    1,423

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,120)
    -279      189       23    1,255      857      999    1,068      121       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      4.9     10.5     61.5     72.6     84.1     88.0     15.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        3        5       10       11       19       16                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,981
COMMITMENTS
  21,218        0   10,185   46,531   62,544   77,934   72,729    5,047   10,252

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -10,048)
  -1,486   -1,711     -740   -7,861   -7,811  -10,087  -10,261       39      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6      0.0     12.3     56.1     75.4     93.9     87.6      6.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        0        8       20       20       28       28                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,242
COMMITMENTS
  14,942   51,948   56,853   75,224   36,469  147,019  145,271    7,222    8,971

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -5,633)
  -1,995    2,669   -2,746   -1,381   -5,718   -6,122   -5,796      490      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     33.7     36.9     48.8     23.6     95.3     94.2      4.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       21       30       20       20       54       52                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      107,647
COMMITMENTS
  52,127    9,983   34,187   20,551   61,956  106,864  106,126      782    1,521

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        197)
     513     -255   -1,270      988    1,739      230      213      -33      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.4      9.3     31.8     19.1     57.6     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        8        9        9       11       18       20                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,438
COMMITMENTS
     120        0        0   11,273   11,423   11,393   11,423       45       15

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -245)
       0        0        0     -260     -260     -260     -260       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     98.6     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       18       20       19       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,805
COMMITMENTS
  20,933    7,070      917    4,534   19,513   26,384   27,500    2,421    1,305

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,994)
   1,428      969      127      397      824    1,951    1,920       43       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.7     24.5      3.2     15.7     67.7     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      84       40       21       26       37      121       88                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       71,732
COMMITMENTS
  50,640   18,325    2,202   11,156   47,884   63,998   68,411    7,734    3,322

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -712)
    -454    4,146   -1,421    1,340   -3,772     -535   -1,047     -177      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.6     25.5      3.1     15.6     66.8     89.2     95.4     10.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     136       50       26       30       39      180      102                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      392,680
COMMITMENTS
 127,937   64,513   70,520  169,735  240,082  368,192  375,115   24,487   17,565

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -744)
   8,967    9,361   -6,305   -7,677   -2,291   -5,015      765    4,271   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6     16.4     18.0     43.2     61.1     93.8     95.5      6.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      97       49       68       84      110      207      203                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,336
COMMITMENTS
   2,223    1,892       13    7,793    8,222   10,029   10,127    2,307    2,209

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,040)
    -732      -88        0     -937   -1,290   -1,669   -1,378     -371     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     15.3      0.1     63.2     66.7     81.3     82.1     18.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       12       12       15       15                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        7,528
COMMITMENTS
   1,442      547      743    4,574    4,843    6,759    6,133      769    1,395

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,690)
     570     -248     -727   -2,419   -1,683   -2,576   -2,658     -114      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      7.3      9.9     60.8     64.3     89.8     81.5     10.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       13       13       18       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,143
COMMITMENTS
       0      172      165   11,898   11,865   12,063   12,202    1,080      941

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -6,072)
       0     -425     -200   -5,367   -5,297   -5,567   -5,922     -505     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      1.3     90.5     90.3     91.8     92.8      8.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       11       18       12       19                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,745
COMMITMENTS
   1,780    5,034      746   10,686    9,879   13,212   15,659    5,533    3,086

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     26.9      4.0     57.0     52.7     70.5     83.5     29.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2       11       13       16       16                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,085
COMMITMENTS
   7,487   16,849      470   10,104      651   18,061   17,970       24      115

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -867)
     124     -380     -334     -625     -112     -835     -826      -32      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     93.2      2.6     55.9      3.6     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        4       10        4       21       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,125
COMMITMENTS
   8,205    8,888    4,984    5,610    4,567   18,799   18,439      326      686

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,392)
    -125     -846   -1,077   -1,056     -680   -2,258   -2,603     -134      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9     46.5     26.1     29.3     23.9     98.3     96.4      1.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19       16       25       13       14       45       44                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:        8,785
COMMITMENTS
   2,057    1,107    5,247    1,435    2,396    8,740    8,750       46       35

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -616)
     -37     -205     -280     -325     -147     -642     -632       26       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     12.6     59.7     16.3     27.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        5       10        8        7       20       17                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,765
COMMITMENTS
   2,528      589      171   31,650   33,924   34,349   34,684      416       81

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -5,085)
     -66       15       -5   -5,014   -5,155   -5,085   -5,145        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.7      0.5     91.0     97.6     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       26       17       30       21                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,839
COMMITMENTS
   1,294    5,711      784   15,536   12,203   17,614   18,698    1,225      141

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,444)
    -243     -556     -272   -1,434     -635   -1,949   -1,463      505       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     30.3      4.2     82.5     64.8     93.5     99.3      6.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        6       28       23       37       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,219
COMMITMENTS
      80    2,438       50    3,011    1,097    3,141    3,585    1,078      634

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -542)
    -122     -379      -35     -540     -253     -697     -667      155      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     57.8      1.2     71.4     26.0     74.4     85.0     25.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        1       17       15       19       19                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,424
COMMITMENTS
     867    2,604      263    5,977    4,557    7,107    7,424      317        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -753)
    -261      172      -17     -519     -888     -797     -733       44      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     35.1      3.5     80.5     61.4     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        9        4       23       24       29       35                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:          716
COMMITMENTS
     390      160       20       90      355      500      535      216      181

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -464)
     120      -60     -120     -455     -190     -455     -370       -9      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.5     22.3      2.8     12.6     49.6     69.8     74.7     30.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        2        3        8       12       12                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,025
COMMITMENTS
   1,815    5,035    1,410    9,238    8,826   12,463   15,271    6,562    3,754

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -4,579)
    -535   -2,519      265   -5,684   -2,432   -5,954   -4,686    1,375      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     26.5      7.4     48.6     46.4     65.5     80.3     34.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       11       14       15       18                  



Updated October 7, 2016