GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,902
COMMITMENTS
   7,678    2,852    1,787   40,726   46,226   50,191   50,865      711       37

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      4,373)
     433      426       34    3,906    3,908    4,373    4,368        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      5.6      3.5     80.0     90.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        3        9       31       43       43       54                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,028
COMMITMENTS
      66        0        0    3,957    4,028    4,023    4,028        5        0

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        237)
      66        0        0      171      237      237      237        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     98.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       16       11       16                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,450
COMMITMENTS
     364      275    1,251    9,182    9,362   10,797   10,888      653      562

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,163)
      10       40       95    1,016      964    1,121    1,099       42       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.4     10.9     80.2     81.8     94.3     95.1      5.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        4        9       35       36       44       46                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,827
COMMITMENTS
     716      289    1,155   10,441   10,885   12,312   12,329      515      498

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        951)
      88       15      -81      936      979      943      913        8       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      2.3      9.0     81.4     84.9     96.0     96.1      4.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        2        8       32       37       40       46                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,884
COMMITMENTS
     101    1,779      154    8,461    6,318    8,716    8,251      168      633

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        535)
     -15      275       20      557      259      562      554      -27      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     20.0      1.7     95.2     71.1     98.1     92.9      1.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        4       25       21       30       28                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,442
COMMITMENTS
     110      195      190    1,039      753    1,339    1,138      103      304

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        136)
      10        0        0      126      106      136      106        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     13.5     13.2     72.1     52.2     92.9     78.9      7.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        5        7       12       13       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,136
COMMITMENTS
      52    3,323      563   22,302   19,151   22,917   23,037      219       99

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,362)
      52      386      -41    1,351    1,017    1,362    1,362        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     14.4      2.4     96.4     82.8     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        5        4       25       21       29       27                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,992
COMMITMENTS
   1,007    1,958      182    4,311    3,621    5,500    5,761      492      231

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        797)
      42      341      -36      751      497      757      802       40       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     32.7      3.0     71.9     60.4     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        6        6       19       22       31       30                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,711
COMMITMENTS
     515      796      351    5,133    5,302    5,999    6,449      712      262

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        193)
      78      -30       57      128      142      263      169      -70       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     11.9      5.2     76.5     79.0     89.4     96.1     10.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        4        6       17       18       25       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      434,436
COMMITMENTS
  98,157   48,688   70,479  214,000  286,401  382,636  405,568   51,800   28,868

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     16,176)
   4,850    2,249      -57    8,560   11,803   13,353   13,995    2,823    2,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     11.2     16.2     49.3     65.9     88.1     93.4     11.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      60       29       55       91       87      178      151                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,835
COMMITMENTS
   1,973        0    1,590   14,059   15,597   17,622   17,187    1,213    1,648

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:       -252)
     -40        0       40     -330     -330     -330     -290       78       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      8.4     74.6     82.8     93.6     91.3      6.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       13       14       17       17                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,675
COMMITMENTS
       0      425        0   35,821   39,776   35,821   40,201    9,854    5,474

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      2,771)
       0        0        0    2,449    3,241    2,449    3,241      322     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     78.4     87.1     78.4     88.0     21.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       22       20       23                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,192,444
COMMITMENTS
 301,829  309,790  384,625  434,443  464,716  1120897  1159131   71,547   33,313

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:    -24,879)
   3,164  -22,602   -3,808  -23,809   -1,543  -24,453  -27,953     -426    3,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     26.0     32.3     36.4     39.0     94.0     97.2      6.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     133       65      135       72       60      266      215                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      368,681
COMMITMENTS
 134,231  132,396   42,132  183,218  187,797  359,581  362,325    9,100    6,356

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      2,936)
   1,153    1,056    3,081   -1,477   -1,621    2,757    2,516      179      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     35.9     11.4     49.7     50.9     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      19       18       26       36       34       70       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      117,404
COMMITMENTS
  11,498   19,417   17,851   80,344   71,869  109,693  109,137    7,711    8,267

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      5,514)
   1,405    2,146      533    3,493    2,125    5,431    4,804       83      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     16.5     15.2     68.4     61.2     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       13       20       25       25       47       49                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,375,049
COMMITMENTS
 676,624   52,052   89,852  581,681  1215329  1348157  1357233   26,892   17,816

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,572)
   1,843     -652    1,455   -1,717      744    1,581    1,547       -9       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2      3.8      6.5     42.3     88.4     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23        9       22       48       47       79       70                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      295,123
COMMITMENTS
  15,442   59,148   17,252  259,800  209,593  292,494  285,993    2,629    9,130

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      4,519)
  -1,367   -1,077    1,134    4,696    2,274    4,463    2,331       56    2,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     20.0      5.8     88.0     71.0     99.1     96.9      0.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       17       23       34       34       61       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       74,242
COMMITMENTS
  24,946   34,575    9,408   38,914   28,818   73,268   72,801      974    1,441

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,347)
   1,564      691      689     -898     -119    1,355    1,261       -8       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     46.6     12.7     52.4     38.8     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       14       15       18       19       41       39                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,277
COMMITMENTS
   9,035    2,912      968    4,820   10,837   14,823   14,717      454      560

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:       -367)
      30     -125      159     -516     -406     -327     -372      -40        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.1     19.1      6.3     31.6     70.9     97.0     96.3      3.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        5        4       12       12       22       19                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,105
COMMITMENTS
       0      772       40    3,859    3,047    3,899    3,859      206      246

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        183)
       0      200       30      153      -59      183      171        0       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.8      1.0     94.0     74.2     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        1       14       14       15       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       57,271
COMMITMENTS
   7,611    5,028    9,881   39,504   42,113   56,996   57,022      275      249

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      3,312)
    -635      202      450    3,515    2,612    3,330    3,264      -18       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      8.8     17.3     69.0     73.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      19       15       17       49       64       77       90                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,423
COMMITMENTS
   1,055      337      236    1,753    2,517    3,044    3,090      379      333

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        626)
     102       65      -13      541      498      630      550       -4       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      9.8      6.9     51.2     73.5     88.9     90.3     11.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        4        6       16       14       24       23                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      159,940
COMMITMENTS
   8,354      920   13,526  138,060  145,494  159,940  159,940        0        0

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:       -220)
       0        0        0     -220     -220     -220     -220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.6      8.5     86.3     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       16       19       18                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,020
COMMITMENTS
   1,937      936       82   31,566   31,876   33,585   32,894      435    1,126

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        412)
     112        0        0      300      412      412      412        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      2.8      0.2     92.8     93.7     98.7     96.7      1.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        1        1       22       20       29       22                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      124,820
COMMITMENTS
   7,810    2,385    2,835  113,261  119,249  123,906  124,469      914      351

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,032)
    -117       -5     -537    1,707    1,575    1,053    1,033      -21       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      1.9      2.3     90.7     95.5     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      17       10       14       59       61       80       82                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       96,869
COMMITMENTS
  14,652    5,732        0   81,946   90,235   96,598   95,967      271      902

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        645)
      80     -220        0      565      920      645      700        0      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      5.9      0.0     84.6     93.2     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        0       26       31       31       35                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,040
COMMITMENTS
   1,619      804      319   33,856   34,544   35,794   35,667      246      373

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        765)
      -5      -10     -112      897      887      780      765      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.2      0.9     93.9     95.8     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        4        2       31       35       40       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,184
COMMITMENTS
   2,565        2      203   12,358   13,776   15,126   13,981       58    1,203

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        425)
     100      -15       15      310      425      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.0      1.3     81.4     90.7     99.6     92.1      0.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        2       24       20       29       22                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,546
COMMITMENTS
     288      399      239   15,466   15,408   15,993   16,046      553      500

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        348)
       0       -5       61      302      307      363      363      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.4      1.4     93.5     93.1     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       27       23       33       28                  
 
 
MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE          Code-06665W
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,195
COMMITMENTS
     117      101      123    1,905    1,864    2,145    2,088       50      107

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        420)
     -17       51       17      410      340      410      408       10       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.6      5.6     86.8     84.9     97.7     95.1      2.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       12       12       15       14                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,179,122
COMMITMENTS
 631,537  166,859  761,640  677,537  1159908  2070714  2088407  108,408   90,715

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     64,466)
  27,276   -3,840   35,909    6,043   23,014   69,228   55,083   -4,762    9,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      7.7     35.0     31.1     53.2     95.0     95.8      5.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     154      105      193      102      123      367      340                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,142
COMMITMENTS
  54,072   19,370    2,126   46,333   55,652  102,531   77,148   17,611   42,994

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      3,746)
   1,826      214      462      993      742    3,281    1,418      465    2,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     16.1      1.8     38.6     46.3     85.3     64.2     14.7     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        5       14       16       20       24                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,718
COMMITMENTS
  20,693   59,226   40,760   49,866   18,255  111,319  118,241   14,399    7,477

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      6,845)
  -1,280    2,524    3,968    4,520      432    7,208    6,924     -363      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     47.1     32.4     39.7     14.5     88.5     94.1     11.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18       15       26       18       18       48       49                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,385
COMMITMENTS
     320        0        0   11,065   11,245   11,385   11,245        0      140

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        805)
      60        0        0      745      805      805      805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     97.2     98.8    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       21       20       23       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,383
COMMITMENTS
  21,025    4,632      299    4,990   22,391   26,314   27,322    2,069    1,061

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,412)
   1,114    1,017     -108      411      489    1,417    1,398       -5       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1     16.3      1.1     17.6     78.9     92.7     96.3      7.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      71       42       12       24       35      101       84                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       63,219
COMMITMENTS
  43,522   10,490    2,467    9,926   47,309   55,915   60,266    7,304    2,953

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,158)
     853   -2,008      -99      296    2,907    1,050      800      108      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8     16.6      3.9     15.7     74.8     88.4     95.3     11.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
     126       37       21       31       36      164       88                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      428,245
COMMITMENTS
 143,026   54,357   66,292  191,305  291,738  400,623  412,387   27,622   15,858

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     22,308)
   1,655   -3,429    9,825   10,761   15,082   22,241   21,478       67      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     12.7     15.5     44.7     68.1     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     102       46       81       90      111      228      212                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,148
COMMITMENTS
   2,445    1,849      827    6,420    7,748    9,692   10,424    2,456    1,724

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,890)
      76        0      341    1,723    1,704    2,140    2,045     -250     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     15.2      6.8     52.8     63.8     79.8     85.8     20.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        4       10       11       16       17                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       18,347
COMMITMENTS
   4,831      875    3,374    9,094   13,233   17,299   17,482    1,048      865

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      4.8     18.4     49.6     72.1     94.3     95.3      5.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        5       13       14       18       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,076
COMMITMENTS
     650      264       96   16,150   16,961   16,896   17,321    1,180      755

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        890)
     650        0        0      715    1,040    1,365    1,040     -475     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.5      0.5     89.3     93.8     93.5     95.8      6.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       20       18       21                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,333
COMMITMENTS
   5,124   11,970      706    7,336      598   13,166   13,274      167       59

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     89.8      5.3     55.0      4.5     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        6        4        9        3       18       10                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,197
COMMITMENTS
   7,726    7,700    4,229    4,581    4,877   16,536   16,806      661      391

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:       -152)
    -288     -578      428     -327       48     -187     -102       35      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     44.8     24.6     26.6     28.4     96.2     97.7      3.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22       18       23       13       10       43       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,123
COMMITMENTS
   2,426      727      262   27,183   29,134   29,871   30,123      252        0

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:       -114)
      90       -8       22     -226     -128     -114     -114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      2.4      0.9     90.2     96.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        2       20       16       25       19                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,845
COMMITMENTS
      75    1,500      895    4,755    3,450    5,725    5,845      120        0

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:         25)
       0       25      -50       75       50       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     25.7     15.3     81.4     59.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        5        6        9        9       16       16                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,691
COMMITMENTS
   1,117      757      402    5,172    5,352    6,691    6,511        0      180

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:         85)
      50       37        5       35       53       90       95       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     11.3      6.0     77.3     80.0    100.0     97.3      0.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        6        7        9       14       16                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,746
COMMITMENTS
   2,863    2,939      368   13,553   13,958   16,784   17,265      962      481

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:         18)
     -97       45        7      204      -34      114       18      -96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     16.6      2.1     76.4     78.7     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        4        5       26       26       35       34                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,611
COMMITMENTS
     150    1,512       70    3,010    2,236    3,230    3,818    1,381      793

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        166)
       0       35        0       82      102       82      137       84       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     32.8      1.5     65.3     48.5     70.0     82.8     30.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        3       15       15       18       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,531
COMMITMENTS
     227      806      342    3,842    3,363    4,411    4,511      120       20

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        269)
      82       50       20      167      199      269      269        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     17.8      7.5     84.8     74.2     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        6        6       10       13       16       22                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,070
COMMITMENTS
     488    2,464      953    8,376    6,467    9,817    9,884      253      186

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        999)
     156      131      119      829      729    1,104      979     -105       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     24.5      9.5     83.2     64.2     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4       11        9       25       25       36       38                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,637
COMMITMENTS
     288      495      339      805      655    1,432    1,489      205      148

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        193)
      50       40      -17      191      170      224      193      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     30.2     20.7     49.2     40.0     87.5     91.0     12.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        8        6       13       11       23       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,301
COMMITMENTS
   2,030    9,007    3,783   17,341    9,737   23,154   22,527    3,147    3,774

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      2,244)
     205      195      263    1,753    1,704    2,221    2,162       23       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     34.2     14.4     65.9     37.0     88.0     85.7     12.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        6        5       16       12       23       19                  



Updated January 20, 2017