GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,332
COMMITMENTS
   7,370    3,097    1,322   43,255   47,746   51,947   52,165      385      167

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      2,682)
     159      107       -2    2,515    2,598    2,672    2,703       10      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      5.9      2.5     82.7     91.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      11        6        8       34       46       45       60                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,829
COMMITMENTS
      66        0        0    3,763    3,829    3,829    3,829        0        0

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        169)
       0        0        0      169      169      169      169        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     98.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       14       13       14                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,309
COMMITMENTS
     764      296    1,007    8,830    9,517   10,601   10,820      708      489

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        -36)
      43       91      -10      151       29      184      110     -220     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      2.6      8.9     78.1     84.2     93.7     95.7      6.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        4       10       34       34       44       44                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,386
COMMITMENTS
     931      190    1,481   12,359   13,370   14,771   15,041      615      345

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        688)
     111      -82      105      520      712      736      735      -48      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.2      9.6     80.3     86.9     96.0     97.8      4.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9        2        9       34       39       43       50                  
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,560
COMMITMENTS
     230        0        0    2,325    2,548    2,555    2,548        5       12

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      0.0     90.8     99.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       13       14       13                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,591
COMMITMENTS
     147    1,521      259    7,956    6,242    8,362    8,022      229      569

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:         67)
     130      -85      -15       10      103      125        3      -58       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     17.7      3.0     92.6     72.7     97.3     93.4      2.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        5       26       25       33       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,846
COMMITMENTS
     220      165      109    1,430    1,393    1,759    1,667       87      179

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        348)
      91       31      -26      323      321      388      326      -40       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      8.9      5.9     77.5     75.5     95.3     90.3      4.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        2       11       13       17       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,876
COMMITMENTS
     276    2,978      337   22,163   19,547   22,776   22,862      100       14

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        593)
       0      104        0      593      489      593      593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     13.0      1.5     96.9     85.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        3       25       22       30       28                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,197
COMMITMENTS
   1,631    2,113      304    6,771    6,567    8,706    8,984      491      213

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        486)
     260      278       28      275      214      563      520      -77      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     23.0      3.3     73.6     71.4     94.7     97.7      5.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        6        6       19       26       30       35                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,648
COMMITMENTS
     800      581      238    4,995    5,500    6,033    6,319      615      329

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        113)
      27      -10      -11       97      125      113      104        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      8.7      3.6     75.1     82.7     90.7     95.1      9.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        3        5       18       18       26       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      405,810
COMMITMENTS
  89,518   52,448   63,524  208,614  262,103  361,656  378,075   44,154   27,735

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -31,874)
  -2,220   -2,749   -7,871  -19,050  -21,689  -29,141  -32,309   -2,733      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     12.9     15.7     51.4     64.6     89.1     93.2     10.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      54       32       59       86       88      170      155                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,071
COMMITMENTS
   1,910        0    1,567   12,885   15,844   16,362   17,411    2,709    1,660

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        519)
    -155        0      -75      879      724      649      649     -130     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      8.2     67.6     83.1     85.8     91.3     14.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        4       15       16       19       20                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,281
COMMITMENTS
     290      275      150   38,517   41,791   38,957   42,216    9,324    6,065

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      2,348)
     -40      -75       75    2,175    3,673    2,210    3,673      138   -1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.6      0.3     79.8     86.6     80.7     87.4     19.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       20       28       22       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,332,711
COMMITMENTS
 325,710  380,560  440,469  495,912  473,272  1262091  1294301   70,620   38,410

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     54,894)
  13,733   22,728   20,910   22,115   11,026   56,758   54,664   -1,864      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     28.6     33.1     37.2     35.5     94.7     97.1      5.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     130      104      136       67       60      273      234                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      365,301
COMMITMENTS
 136,397  142,044   36,479  180,167  177,774  353,043  356,297   12,258    9,004

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -24,425)
 -11,478    3,120   -9,648   -6,122  -17,568  -27,248  -24,096    2,823     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     38.9     10.0     49.3     48.7     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       20       26       35       35       68       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      113,089
COMMITMENTS
  18,700   26,966   19,217   65,608   59,466  103,525  105,649    9,564    7,440

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -29,973)
  -5,047   -4,241   -6,478  -21,197  -20,568  -32,722  -31,287    2,749    1,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     23.8     17.0     58.0     52.6     91.5     93.4      8.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       11       20       22       22       43       44                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,286,593
COMMITMENTS
 657,073   41,250   82,417  517,858  1146954  1257348  1270621   29,245   15,972

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -37,332)
  -6,012    8,202   -1,113  -27,555  -40,070  -34,680  -32,981   -2,652   -4,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1      3.2      6.4     40.3     89.1     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20        9       20       47       47       75       68                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      279,922
COMMITMENTS
  22,427   53,104   23,443  228,899  198,585  274,769  275,132    5,153    4,790

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -21,366)
   3,360  -10,402    1,932  -27,778  -13,159  -22,486  -21,629    1,120      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     19.0      8.4     81.8     70.9     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       13       19       33       27       57       49                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       68,966
COMMITMENTS
  21,328   29,303    9,157   37,406   29,392   67,891   67,852    1,075    1,114

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     -4,035)
    -440   -1,255   -1,413   -2,215   -1,060   -4,068   -3,728       33     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     42.5     13.3     54.2     42.6     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       16       18       22       19       47       41                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,429
COMMITMENTS
   8,197    2,230      737    2,932    8,952   11,866   11,919      563      510

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     -2,111)
  -1,567     -231     -320     -271   -1,580   -2,158   -2,131       47       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     17.9      5.9     23.6     72.0     95.5     95.9      4.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        3        4        9       12       20       17                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,341
COMMITMENTS
     187    1,075        3    3,784    3,150    3,974    4,228      367      113

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        126)
       0        0        0      126      146      126      146        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     24.8      0.1     87.2     72.6     91.5     97.4      8.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        1       13       14       14       20                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       57,931
COMMITMENTS
   7,896    3,353    6,768   42,847   47,661   57,511   57,782      420      149

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      2,970)
   1,259      263      236    1,449    2,517    2,944    3,016       26      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      5.8     11.7     74.0     82.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      12       19       17       52       69       76       94                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,693
COMMITMENTS
     481      114      396    1,245    1,512    2,122    2,022      571      671

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        323)
      49      -23       82      129      211      260      270       63       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      4.2     14.7     46.2     56.1     78.8     75.1     21.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        5       14       15       19       21                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,274
COMMITMENTS
   1,099      334      367    2,252    3,271    3,718    3,972      556      302

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        668)
     162      -93       76      407      646      645      629       23       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      7.8      8.6     52.7     76.5     87.0     92.9     13.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        7        8       19       21       28       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      153,216
COMMITMENTS
   7,114    3,100   11,006  135,096  139,110  153,216  153,216        0        0

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,516)
   2,520        0   -2,520    1,516    4,036    1,516    1,516        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      2.0      7.2     88.2     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       16       20       18                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,919
COMMITMENTS
     998    1,409      285   31,415   30,473   32,698   32,167      221      752

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      3,702)
     307      245      262    3,132    3,195    3,701    3,702        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      4.3      0.9     95.4     92.6     99.3     97.7      0.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        1       18       25       22       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      116,404
COMMITMENTS
   9,199    2,630    1,542  105,097  112,131  115,838  116,303      566      101

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      2,743)
     437      794      -99    2,381    2,048    2,719    2,743       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.3      1.3     90.3     96.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      19        8       10       60       66       80       83                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       94,216
COMMITMENTS
  15,668    4,561        0   78,327   88,656   93,995   93,217      221      999

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        285)
      91       45      -52      131     -107      170     -114      115      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      4.8      0.0     83.1     94.1     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        5        0       26       32       31       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,756
COMMITMENTS
   1,191    1,154      675   35,660   35,058   37,526   36,887      230      869

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,103)
     439        0       13      661      696    1,113      709      -10      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.1      1.8     94.4     92.9     99.4     97.7      0.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        3        4       28       34       36       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,958
COMMITMENTS
   2,124      133      296   11,462   12,209   13,882   12,638       76    1,320

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        466)
     -41        0      107      386      229      452      336       14      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      1.0      2.1     82.1     87.5     99.5     90.5      0.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        3       23       22       29       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,040
COMMITMENTS
     291      794      223   13,964   13,667   14,478   14,684      562      356

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        323)
       5      126       85      242      164      332      375       -9      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.3      1.5     92.8     90.9     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        4       27       22       32       29                  
 
 
MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE          Code-06665W
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,137
COMMITMENTS
      45      253       62    3,025    2,787    3,132    3,102        5       35

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      8.1      2.0     96.4     88.8     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       17       19       19       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,120,334
COMMITMENTS
 690,281  165,027  649,177  677,820  1223836  2017278  2038040  103,056   82,294

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     17,056)
 -22,436    8,917   22,373   18,339   -7,430   18,276   23,860   -1,220   -6,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      7.8     30.6     32.0     57.7     95.1     96.1      4.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     165       96      180      101      119      352      333                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,372
COMMITMENTS
  59,784   21,204      894   50,165   55,127  110,843   77,225   17,529   51,147

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      5,110)
   2,749      174      -23    2,404      522    5,130      673      -20    4,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     16.5      0.7     39.1     42.9     86.3     60.2     13.7     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        5       16       14       24       21                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,458
COMMITMENTS
  19,992   57,248   46,102   57,750   23,512  123,844  126,862   13,614   10,596

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      6,356)
    -726   -1,884    3,824    3,591    3,891    6,689    5,831     -333      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     41.6     33.5     42.0     17.1     90.1     92.3      9.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       18       24       17       16       46       44                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,359
COMMITMENTS
      90        0        0   11,215   11,152   11,305   11,152       54      207

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        654)
       0        0        0      645      582      645      582        9       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     98.7     98.2     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       23       21       24       21                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,645
COMMITMENTS
  20,395    3,854      229    4,913   22,487   25,537   26,570    2,108    1,075

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     -2,677)
      82      232   -1,812     -924     -942   -2,654   -2,522      -23     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.8     13.9      0.8     17.8     81.3     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      65       36       10       27       35       97       77                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       71,200
COMMITMENTS
  49,818    5,208    4,543    9,614   59,607   63,975   69,358    7,225    1,842

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      5,262)
   4,280     -688    2,003   -1,105    4,432    5,178    5,747       84     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0      7.3      6.4     13.5     83.7     89.9     97.4     10.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
     139       25       20       31       38      178       78                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,562
COMMITMENTS
 114,550   58,961   65,999  185,424  246,147  365,973  371,107   25,589   20,455

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -35,747)
   4,564    7,510  -16,774  -21,129  -27,874  -33,339  -37,138   -2,408    1,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     15.1     16.9     47.4     62.9     93.5     94.8      6.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      78       50       66       90      104      203      188                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,351
COMMITMENTS
     997    2,270    1,268    7,585    7,112    9,850   10,650    2,501    1,701

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,516)
    -220       44      496    1,365      976    1,641    1,516     -125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     18.4     10.3     61.4     57.6     79.8     86.2     20.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        6        5       12       13       19       21                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       20,417
COMMITMENTS
   5,474      450    3,249   10,652   15,798   19,375   19,497    1,042      920

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:         82)
       0        0        0        0       82        0       82       82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      2.2     15.9     52.2     77.4     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        4       16       18       20       22                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,816
COMMITMENTS
   1,250        0      150   19,970   21,656   21,370   21,806    1,446    1,010

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,050)
      50        0        0    1,025    1,150    1,075    1,150      -25     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.7     87.5     94.9     93.7     95.6      6.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       19       19       22       20                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       12,236
COMMITMENTS
   2,019      158    4,481    4,509    4,968   11,009    9,607    1,227    2,629

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,436)
     574      -88      564      639      745    1,777    1,221     -341      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      1.3     36.6     36.9     40.6     90.0     78.5     10.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        7       13       15       20       22                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,647
COMMITMENTS
   5,614   11,673      388    6,482      456   12,484   12,517      163      130

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     -1,004)
     -45     -775      -59     -867     -196     -971   -1,030      -33       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     92.3      3.1     51.3      3.6     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        7        3        9        4       19       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       16,760
COMMITMENTS
   6,429    6,573    4,508    4,929    4,923   15,866   16,004      894      756

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:         56)
     -98     -495       -9     -113      322     -220     -182      276      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     39.2     26.9     29.4     29.4     94.7     95.5      5.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      23       15       21       14       12       44       42                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,203
COMMITMENTS
   2,542      892      548   32,910   34,763   36,000   36,203      203        0

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      4,543)
     305      350       -5    4,243    4,198    4,543    4,543        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.5      1.5     90.9     96.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        2       26       17       32       21                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,830
COMMITMENTS
     250    1,890    1,200    5,270    3,740    6,720    6,830      110        0

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        375)
       0       25      150      250      225      400      400      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     27.7     17.6     77.2     54.8     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        6        8       15       11       24       20                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,468
COMMITMENTS
   2,900    3,448      376   14,377   14,228   17,653   18,052      815      416

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        574)
      47      -64       28      499      610      574      574        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     18.7      2.0     77.8     77.0     95.6     97.7      4.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4        5       25       25       34       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,328
COMMITMENTS
      94    1,539       71    3,412    2,758    3,577    4,368    1,751      960

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        143)
     -10      -38       25       86      191      101      178       42      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     28.9      1.3     64.0     51.8     67.1     82.0     32.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        2       15       14       17       19                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,343
COMMITMENTS
     617    2,062    1,160    8,281    6,983   10,058   10,205      285      138

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        238)
      46     -273      -99      273      599      220      227       18       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     19.9     11.2     80.1     67.5     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5       12        9       28       25       39       40                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,133
COMMITMENTS
     737      430      194    1,057    1,280    1,988    1,904      145      229

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        379)
     195      -95      160       44      294      399      359      -20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     20.2      9.1     49.6     60.0     93.2     89.3      6.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        8        3       17       14       25       23                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,244
COMMITMENTS
   1,231    8,599    5,064   20,848   12,370   27,143   26,033    4,101    5,211

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,270)
    -100     -464      -16      976      820      860      340      410      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     27.5     16.2     66.7     39.6     86.9     83.3     13.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        6       16       16       23       23                  



Updated March 3, 2017