GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,760
COMMITMENTS
   7,920    4,264    1,590   41,209   45,657   50,719   51,511    1,041      249

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,009)
      70     -205      -19    1,895    2,233    1,946    2,009       63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      8.2      3.1     79.6     88.2     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        6        7       37       41       47       52                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,247
COMMITMENTS
       0        0        0    6,247    6,247    6,247    6,247        0        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        138)
       0        0        0      138      138      138      138        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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,735
COMMITMENTS
     637       17      742    6,709    7,549    8,088    8,308      647      427

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        526)
     -15       -5       51      343      455      379      501      147       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      0.2      8.5     76.8     86.4     92.6     95.1      7.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        6       30       31       36       37                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,351
COMMITMENTS
   1,533      704      535    8,003    8,744   10,071    9,983      280      368

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        690)
      65       30        0      575      553      640      583       50      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      6.8      5.2     77.3     84.5     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        6       35       38       42       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,222
COMMITMENTS
       0    1,155      185    5,506    4,174    5,691    5,514      531      708

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        524)
       0       77       47      384      389      431      513       93       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.6      3.0     88.5     67.1     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        3       20       15       23       19                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,440
COMMITMENTS
     168      230       83    1,043    1,082    1,294    1,395      146       45

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        221)
      68        0       10      120      221      198      231       23      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     16.0      5.8     72.4     75.1     89.9     96.9     10.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       13       16       17       20                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,927
COMMITMENTS
     374    5,740      512   21,038   15,675   21,924   21,927        3        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        225)
     -10       75       10      225      140      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     26.2      2.3     95.9     71.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        3       23       18       27       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,583
COMMITMENTS
     818    2,111      285    3,939    2,877    5,042    5,273      541      310

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        614)
     149      152        6      484      484      639      642      -25      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     37.8      5.1     70.6     51.5     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        6        4       22       20       28       27                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,554
COMMITMENTS
       0      731      305    3,608    3,254    3,913    4,290      641      264

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        158)
     -10       69      -32      237       77      195      114      -37       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.1      6.7     79.2     71.5     85.9     94.2     14.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        4       18       18       22       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      449,540
COMMITMENTS
  75,802   42,962  101,733  221,070  277,022  398,605  421,717   50,935   27,822

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     25,478)
   1,470     -386   18,273    2,504   11,284   22,247   29,171    3,231   -3,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      9.6     22.6     49.2     61.6     88.7     93.8     11.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      59       32       63       94      100      181      171                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,215
COMMITMENTS
       0      625      150   38,057   39,112   38,207   39,887    6,008    4,328

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,201)
       0      150     -100    1,936    2,051    1,836    2,101      365      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.3     86.1     88.5     86.4     90.2     13.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       27       32       28       34                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,161,522
COMMITMENTS
 342,079  396,687  393,905  343,829  331,892  1079813  1122485   81,709   39,037

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     39,637)
  25,188   11,245   30,128  -18,777   -6,285   36,539   35,087    3,099    4,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     34.2     33.9     29.6     28.6     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     161      103      175       74       67      328      265                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      693,713
COMMITMENTS
  48,855   24,010  193,087  443,963  473,093  685,906  690,190    7,807    3,523

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     63,415)
   8,573    3,506   20,952   33,062   38,538   62,586   62,995      828      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      3.5     27.8     64.0     68.2     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      49       30       63       59       59      134      126                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      293,232
COMMITMENTS
 117,429  121,690   34,402  131,421  127,650  283,251  283,742    9,981    9,490

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      8,682)
   8,495    5,577   -1,812    2,085    5,095    8,769    8,861      -87     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     41.5     11.7     44.8     43.5     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       15       24       29       34       60       59                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      112,615
COMMITMENTS
  18,524   15,728   12,797   75,095   78,666  106,416  107,191    6,199    5,424

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      4,471)
   3,000    4,214      564    2,320      906    5,884    5,684   -1,413   -1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     14.0     11.4     66.7     69.9     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       13       19       27       28       49       48                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,332,901
COMMITMENTS
 588,476   56,806   84,280  625,187  1170646  1297943  1311732   34,958   21,169

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      8,152)
  15,842    1,561   -4,442   -3,589   11,079    7,811    8,198      341      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2      4.3      6.3     46.9     87.8     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21        7       21       49       48       74       72                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      292,532
COMMITMENTS
   8,529   37,270   27,023  256,606  223,012  292,158  287,305      374    5,227

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      5,643)
  -1,178      866      668    6,181    3,703    5,671    5,237      -28      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     12.7      9.2     87.7     76.2     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10       19       19       37       34       60       59                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       86,225
COMMITMENTS
  32,115   32,231   11,935   41,215   41,174   85,265   85,340      960      885

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        503)
     681    2,684   -1,185    1,192     -465      688    1,034     -185     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2     37.4     13.8     47.8     47.8     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       19       23       22       18       51       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,447
COMMITMENTS
  12,627    2,597    3,618    2,549   13,096   18,794   19,311      653      136

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,058)
     375     -144      643       30      614    1,048    1,113       10      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.9     13.4     18.6     13.1     67.3     96.6     99.3      3.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18        2       11       10       11       30       22                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       10,480
COMMITMENTS
     888    1,658    4,218    5,360    4,597   10,466   10,472       14        7

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        -31)
      74       61      -78       -5      -13       -9      -30      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     15.8     40.2     51.2     43.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        9       17       13       12       34       31                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       51,247
COMMITMENTS
   5,132    2,947    7,853   37,888   39,891   50,873   50,691      374      556

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,430)
     829      294      842      757    1,028    2,427    2,164        2      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      5.8     15.3     73.9     77.8     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16       10       15       49       56       70       78                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,618
COMMITMENTS
     485      739      111    1,480    1,614    2,076    2,464      542      154

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        189)
      75      101        0      118      107      193      208       -4      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     28.2      4.2     56.5     61.7     79.3     94.1     20.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        7        4       20       22       29       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      266,179
COMMITMENTS
  29,199      211    5,143  231,777  260,819  266,119  266,172       60        7

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      9,397)
  11,531      -64      777   -2,898    8,693    9,410    9,406      -13       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      0.1      1.9     87.1     98.0    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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,760,170
COMMITMENTS
 380,690   15,860   26,250  2353230  2718060  2760170  2760170        0        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -63,120)
       0        0        0  -63,120  -63,120  -63,120  -63,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      0.6      1.0     85.3     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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,994
COMMITMENTS
   3,825        0        0   42,127   45,994   45,952   45,994       42        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        282)
       0        0        0      282      282      282      282        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      0.0      0.0     91.6    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 10/11/16          |
--------------------------------------------------------------| 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 10/04/16 (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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      127,776
COMMITMENTS
   5,280        0        0  122,232  127,776  127,512  127,776      264        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -42,592)
  -1,760        0        0  -40,744  -42,592  -42,504  -42,592      -88        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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,967
COMMITMENTS
     121      576      307   23,539   22,424   23,967   23,307        0      660

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,085)
      63      120       13    1,009      985    1,085    1,118        0      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.4      1.3     98.2     93.6    100.0     97.2      0.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       23       27       27       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      135,335
COMMITMENTS
   8,606    1,706    4,636  121,307  128,378  134,549  134,720      786      615

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -9,386)
     859     -458      -61  -10,058   -8,713   -9,260   -9,232     -126     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.3      3.4     89.6     94.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      13        9       13       59       56       78       72                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       96,427
COMMITMENTS
  12,553    9,086       16   83,757   86,820   96,326   95,922      101      505

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -175)
      25        0       15     -277     -134     -237     -119       62      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      9.4      0.0     86.9     90.0     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        2       26       30       31       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,581
COMMITMENTS
   1,991    1,343      495   31,893   32,105   34,379   33,943      202      638

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        369)
       7        8      104      294      117      405      229      -36      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      3.9      1.4     92.2     92.8     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        2        4       33       37       44       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,470
COMMITMENTS
   2,448    1,905      638   13,012   13,367   16,098   15,910      372      560

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        768)
      36      275       -9      756      502      783      768      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     11.6      3.9     79.0     81.2     97.7     96.6      2.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        3       29       21       34       25                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,030
COMMITMENTS
     479      216      172   13,379   14,306   14,030   14,694    1,000      336

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        -33)
     -26       20       36      -12      -82       -2      -26      -31       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.4      1.1     89.0     95.2     93.3     97.8      6.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        2       27       19       31       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,768,466
COMMITMENTS
 605,195  146,419  1060447  985,887  1436093  2651528  2642959  116,938  125,507

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     95,926)
  19,947  -36,818   89,548  -17,676   39,704   91,819   92,434    4,107    3,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      5.3     38.3     35.6     51.9     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      467)
     179      144      249      105      127      407      411                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      215,190
COMMITMENTS
  73,536   30,543   52,785   88,222  129,830  214,544  213,159      646    2,031

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -17,395)
  -8,675  -12,553   -2,132   -6,400   -2,817  -17,207  -17,502     -188      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2     14.2     24.5     41.0     60.3     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        5       18       17       26       23                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,743
COMMITMENTS
  58,027   16,590    2,161   29,863   51,170   90,051   69,921   24,692   44,822

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,832)
     961    1,317      346     -856   -5,603      451   -3,940    1,381    5,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.6     14.5      1.9     26.0     44.6     78.5     60.9     21.5     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        4        6       10       13       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,328
COMMITMENTS
  22,218        6   11,725   48,888   64,837   82,831   76,567    5,497   11,761

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      5,347)
   1,000        6    1,540    2,357    2,293    4,897    3,838      450    1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2      0.0     13.3     55.3     73.4     93.8     86.7      6.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        1        8       20       20       28       28                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      158,703
COMMITMENTS
  17,284   50,808   61,289   72,683   37,649  151,255  149,746    7,448    8,957

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      4,461)
   2,342   -1,140    4,435   -2,541    1,180    4,236    4,475      225      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     32.0     38.6     45.8     23.7     95.3     94.4      4.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      14       18       30       20       19       54       50                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       97,233
COMMITMENTS
  46,500    7,373   31,342   18,822   56,908   96,664   95,622      569    1,611

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -10,414)
  -5,626   -2,610   -2,846   -1,728   -5,049  -10,200  -10,504     -214       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.8      7.6     32.2     19.4     58.5     99.4     98.3      0.6      1.7

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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,560
COMMITMENTS
     120        0        0   11,395   11,545   11,515   11,545       45       15

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        122)
       0        0        0      122      122      122      122        0        0

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       21       19       21                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,133
COMMITMENTS
  19,175    6,736      933    4,079   17,019   24,187   24,688    1,946    1,444

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -2,672)
  -1,758     -334       16     -455   -2,494   -2,197   -2,812     -475      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.4     25.8      3.6     15.6     65.1     92.6     94.5      7.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      75       40       16       26       35      110       83                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,002
COMMITMENTS
  48,276   22,948    2,635   13,259   42,856   64,170   68,439    7,832    3,563

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        270)
  -2,364    4,623      434    2,103   -5,028      172       29       98      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.0     31.9      3.7     18.4     59.5     89.1     95.1     10.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     132       54       30       30       39      178      109                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      414,619
COMMITMENTS
 129,761   65,152   71,716  187,344  259,548  388,821  396,416   25,798   18,203

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     21,939)
   1,824      639    1,195   17,609   19,466   20,629   21,301    1,310      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     15.7     17.3     45.2     62.6     93.8     95.6      6.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      94       50       70       89      107      217      199                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,164
COMMITMENTS
   2,953    1,871       13    7,993    8,990   10,959   10,874    2,205    2,290

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        828)
     730      -21        0      200      768      930      747     -102       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     14.2      0.1     60.7     68.3     83.2     82.6     16.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       13       14       18       17                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,306
COMMITMENTS
   1,695      547    1,418    5,324    5,696    8,437    7,661      869    1,645

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,778)
     253        0      675      750      853    1,678    1,528      100      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      5.9     15.2     57.2     61.2     90.7     82.3      9.3     17.7

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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,518
COMMITMENTS
       0      172      165   12,298   12,315   12,463   12,652    1,055      866

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      400      450      400      450      -25      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      1.2     91.0     91.1     92.2     93.6      7.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       12       19       13       20                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,246
COMMITMENTS
   2,317    4,794      361   12,357   11,932   15,035   17,087    5,211    3,159

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,501)
     537     -240     -385    1,671    2,053    1,823    1,428     -322       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     23.7      1.8     61.0     58.9     74.3     84.4     25.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        2       12       14       17       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,552
COMMITMENTS
   7,667   17,237      550   10,306      605   18,523   18,392       29      160

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        467)
     180      388       80      202      -46      462      422        5       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.3     92.9      3.0     55.6      3.3     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        4       10        5       21       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,373
COMMITMENTS
   8,251    8,836    5,067    5,690    4,737   19,008   18,640      365      733

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        248)
      46      -52       83       80      170      209      201       39       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.6     45.6     26.2     29.4     24.5     98.1     96.2      1.9      3.8

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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:        8,923
COMMITMENTS
   2,236    1,163    5,361    1,282    2,367    8,878    8,891       45       32

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        138)
     178       56      113     -153      -28      139      141       -1       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     13.0     60.1     14.4     26.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        7       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 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,448
COMMITMENTS
   2,822      589      135   33,075   35,643   36,032   36,367      416       81

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,683)
     294        0      -36    1,425    1,719    1,683    1,683        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      1.6      0.4     90.7     97.8     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        1       25       16       29       19                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,882
COMMITMENTS
   1,403    1,152        0    3,427    3,725    4,830    4,877       52        5

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     23.6      0.0     70.2     76.3     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        0       10        8       14       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,441
COMMITMENTS
   1,388    5,637      837   15,975   12,730   18,200   19,204    1,241      237

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        602)
      94      -74       53      439      527      586      506       16       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     29.0      4.3     82.2     65.5     93.6     98.8      6.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        6        7       29       24       38       34                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,549
COMMITMENTS
     128    2,449       71    3,331    1,497    3,530    4,017    1,019      532

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        330)
      48       11       21      320      400      389      432      -59     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     53.8      1.6     73.2     32.9     77.6     88.3     22.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        2       18       17       21       22                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,414
COMMITMENTS
     900    3,068      320    6,942    5,026    8,162    8,414      252        0

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        990)
      33      464       57      965      469    1,055      990      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     36.5      3.8     82.5     59.7     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       10        5       23       27       29       40                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,214
COMMITMENTS
     459      410      151      328      425      938      986      276      228

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        498)
      69      250      131      238       70      438      451       60       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.8     33.8     12.4     27.0     35.0     77.3     81.2     22.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        5        3        5       10       15       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,483
COMMITMENTS
   1,768    5,145    1,571    9,887    8,987   13,226   15,703    6,257    3,780

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        458)
     -47      110      161      649      161      763      432     -305       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     26.4      8.1     50.7     46.1     67.9     80.6     32.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       12       15       16       19                  



Updated October 14, 2016