GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,893
COMMITMENTS
   6,842    2,159    1,261   37,456   42,308   45,559   45,728      334      165

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -6,439)
    -528     -938      -61   -5,799   -5,438   -6,388   -6,437      -51       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      4.7      2.7     81.6     92.2     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11        5        9       33       43       46       55                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,657
COMMITMENTS
     741      430      662    8,374    9,118    9,777   10,210      880      447

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -652)
     -23      134     -345     -456     -399     -824     -610      172      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      4.0      6.2     78.6     85.6     91.7     95.8      8.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        9       33       34       42       43                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,054
COMMITMENTS
   1,414       40    1,180    9,904   11,467   12,498   12,687      556      367

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,332)
     483     -150     -301   -2,455   -1,903   -2,273   -2,354      -59       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.3      9.0     75.9     87.8     95.7     97.2      4.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        2        8       32       36       40       45                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,012
COMMITMENTS
     154      771      180    6,174    5,484    6,508    6,435      504      577

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,579)
       7     -750      -79   -1,782     -758   -1,854   -1,587      275        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     11.0      2.6     88.0     78.2     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        5        3       17       15       22       21                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,541
COMMITMENTS
      80      199        0    1,364    1,167    1,444    1,366       97      175

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -305)
    -140       34     -109      -66     -226     -315     -301       10       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     12.9      0.0     88.5     75.7     93.7     88.6      6.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        0       12       11       14       15                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,734
COMMITMENTS
     218    2,254      240   19,206   17,233   19,664   19,727       70        7

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -3,142)
     -58     -724      -97   -2,957   -2,314   -3,112   -3,135      -30       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     11.4      1.2     97.3     87.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        3       25       19       29       25                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,995
COMMITMENTS
   1,473    1,982      213    5,826    5,607    7,512    7,802      483      193

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,202)
    -158     -131      -91     -945     -960   -1,194   -1,182       -8      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     24.8      2.7     72.9     70.1     94.0     97.6      6.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        7       15       26       24       34                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,269
COMMITMENTS
     734      635      212    4,781    5,125    5,727    5,972      542      297

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -379)
     -66       54      -26     -214     -375     -306     -347      -73      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.1      3.4     76.3     81.8     91.4     95.3      8.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        3        4       18       19       26       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      393,821
COMMITMENTS
  83,348   46,002   66,636  201,326  250,432  351,310  363,070   42,511   30,751

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:    -11,989)
  -6,170   -6,446    3,112   -7,288  -11,671  -10,346  -15,005   -1,643    3,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     11.7     16.9     51.1     63.6     89.2     92.2     10.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      53       32       65       87       83      175      154                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,503
COMMITMENTS
   2,273        0    1,193   11,490   13,918   14,956   15,111    1,547    1,392

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,568)
     363        0     -374   -1,395   -1,926   -1,406   -2,300   -1,162     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.0      7.2     69.6     84.3     90.6     91.6      9.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        4       14       15       18       19                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,536
COMMITMENTS
       0      425        0   28,940   31,751   28,940   32,176    8,596    5,360

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:    -10,745)
    -290      150     -150   -9,577  -10,040  -10,017  -10,040     -728     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     77.1     84.6     77.1     85.7     22.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       16       27       16       28                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,366,662
COMMITMENTS
 338,088  393,241  486,913  476,093  448,533  1301094  1328687   65,568   37,975

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     33,951)
  12,378   12,681   46,444  -19,819  -24,739   39,003   34,386   -5,052     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     28.8     35.6     34.8     32.8     95.2     97.2      4.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     133      110      148       68       61      288      244                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      373,375
COMMITMENTS
 138,017  133,931   42,992  181,873  187,325  362,882  364,248   10,493    9,127

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      8,074)
   1,620   -8,113    6,513    1,706    9,551    9,839    7,951   -1,765      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     35.9     11.5     48.7     50.2     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       20       26       37       36       70       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      118,452
COMMITMENTS
  22,888   27,344   19,720   66,364   62,627  108,972  109,691    9,480    8,761

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      5,363)
   4,188      378      503      756    3,161    5,447    4,042      -84    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     23.1     16.6     56.0     52.9     92.0     92.6      8.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       12       21       21       22       43       45                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,294,499
COMMITMENTS
 664,040   37,275   82,403  518,539  1158547  1264982  1278225   29,517   16,274

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      7,906)
   6,967   -3,975      -14      681   11,593    7,634    7,604      272      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3      2.9      6.4     40.1     89.5     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19        9       21       47       47       75       68                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      288,887
COMMITMENTS
  30,938   52,884   24,686  227,766  206,657  283,390  284,227    5,497    4,660

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      8,965)
   8,511     -220    1,243   -1,133    8,072    8,621    9,095      344     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     18.3      8.5     78.8     71.5     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       13       20       33       28       58       50                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       70,577
COMMITMENTS
  22,315   28,377    9,526   37,707   31,294   69,548   69,197    1,029    1,380

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      1,611)
     987     -926      369      301    1,902    1,657    1,345      -46      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     40.2     13.5     53.4     44.3     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       15       18       19       19       45       40                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,706
COMMITMENTS
   8,142    1,900      854    2,992    9,362   11,988   12,116      718      590

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        277)
     -55     -330      117       60      410      122      197      155       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     15.0      6.7     23.5     73.7     94.3     95.4      5.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        3        5        9       12       20       18                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,748
COMMITMENTS
     230      840        0    3,300    2,809    3,530    3,649      218       99

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -593)
      43     -235       -3     -484     -341     -444     -579     -149      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     22.4      0.0     88.0     74.9     94.2     97.4      5.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        0       13       13       15       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       51,924
COMMITMENTS
   7,652    2,536    7,430   36,528   41,843   51,610   51,809      314      115

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -6,007)
    -244     -817      662   -6,319   -5,818   -5,901   -5,973     -106      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      4.9     14.3     70.3     80.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      13       17       16       48       63       72       86                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,728
COMMITMENTS
     410      216      306    1,500    1,873    2,216    2,395      512      333

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,546)
    -689     -118      -61     -752   -1,398   -1,502   -1,577      -44       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      7.9     11.2     55.0     68.7     81.2     87.8     18.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        6       14       17       21       25                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      146,677
COMMITMENTS
   7,160    1,260   10,960  128,557  134,457  146,677  146,677        0        0

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -6,539)
      46   -1,840      -46   -6,539   -4,653   -6,539   -6,539        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.9      7.5     87.6     91.7    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 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,731
COMMITMENTS
   1,026    1,682      285   26,219   25,197   27,530   27,164      201      567

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -5,188)
      28      273        0   -5,196   -5,276   -5,168   -5,003      -20     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      6.1      1.0     94.5     90.9     99.3     98.0      0.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        1       20       24       24       28                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      102,810
COMMITMENTS
   9,022    1,897    1,172   91,772   99,469  101,966  102,538      844      272

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:    -13,594)
    -177     -733     -370  -13,325  -12,662  -13,872  -13,765      278      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      1.8      1.1     89.3     96.8     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      18        9       11       55       58       76       75                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       86,281
COMMITMENTS
  16,121    4,250        0   70,094   81,083   86,215   85,333       66      948

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -7,935)
     453     -311        0   -8,233   -7,573   -7,780   -7,884     -155      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      4.9      0.0     81.2     94.0     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        5        0       26       30       32       35                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,927
COMMITMENTS
     921    1,112      490   31,329   30,259   32,740   31,861      187    1,066

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -4,829)
    -270      -42     -185   -4,331   -4,799   -4,786   -5,026      -43      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      3.4      1.5     95.1     91.9     99.4     96.8      0.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        3        3       28       30       34       36                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,940
COMMITMENTS
   1,452       85      282   10,178   10,336   11,912   10,703       28    1,237

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,018)
    -672      -48      -14   -1,284   -1,873   -1,970   -1,935      -48      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.7      2.4     85.2     86.6     99.8     89.6      0.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        3       22       20       28       25                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,187
COMMITMENTS
     367      499      212   11,863   12,156   12,442   12,867      745      320

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,853)
      76     -295      -11   -2,101   -1,511   -2,036   -1,817      183      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      3.8      1.6     90.0     92.2     94.4     97.6      5.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        3       22       19       27       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,137,532
COMMITMENTS
 682,176  173,651  665,360  682,956  1218455  2030492  2057466  107,040   80,066

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     17,198)
  -8,105    8,624   16,183    5,136   -5,381   13,214   19,426    3,984   -2,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      8.1     31.1     32.0     57.0     95.0     96.3      5.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     174       97      182      103      120      372      334                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,554
COMMITMENTS
  58,124   20,313      636   46,837   53,130  105,597   74,079   18,957   50,475

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -3,818)
  -1,660     -891     -258   -3,328   -1,997   -5,246   -3,146    1,428     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     16.3      0.5     37.6     42.7     84.8     59.5     15.2     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        3       14       14       20       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,785
COMMITMENTS
  20,102   54,243   45,548   50,949   19,913  116,599  119,704   12,186    9,081

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -8,673)
     110   -3,005     -554   -6,801   -3,599   -7,245   -7,158   -1,428   -1,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     42.1     35.4     39.6     15.5     90.5     92.9      9.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       18       26       16       18       47       49                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,844
COMMITMENTS
     150        0        0   11,640   11,637   11,790   11,637       54      207

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        485)
      60        0        0      425      485      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     98.3     98.3     99.5     98.3      0.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       23       20       24       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,966
COMMITMENTS
  21,374    4,338      276    4,403   22,070   26,053   26,684    1,913    1,282

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        321)
     979      484       47     -510     -417      516      114     -195      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.4     15.5      1.0     15.7     78.9     93.2     95.4      6.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      65       35       10       25       35       96       75                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       68,200
COMMITMENTS
  44,136    5,509    5,094   11,569   55,096   60,799   65,699    7,401    2,501

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -3,000)
  -5,682      301      551    1,955   -4,511   -3,176   -3,659      176      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7      8.1      7.5     17.0     80.8     89.1     96.3     10.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
     123       37       23       29       40      164       91                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      410,660
COMMITMENTS
 115,055   56,720   75,804  197,193  257,796  388,052  390,320   22,608   20,340

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     19,098)
     505   -2,241    9,805   11,769   11,649   22,079   19,213   -2,981     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     13.8     18.5     48.0     62.8     94.5     95.0      5.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      81       48       78      100      111      221      206                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       16,995
COMMITMENTS
   6,257      295    2,091    8,065   14,054   16,413   16,440      582      555

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -3,422)
     783     -155   -1,158   -2,587   -1,744   -2,962   -3,057     -460     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      1.7     12.3     47.5     82.7     96.6     96.7      3.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        5       14       17       19       22                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,901
COMMITMENTS
   1,820        0       50   15,585   18,081   17,455   18,131    1,446      770

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -3,915)
     570        0     -100   -4,385   -3,575   -3,915   -3,675        0     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.0      0.3     82.5     95.7     92.3     95.9      7.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       15       15       18       16                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,685
COMMITMENTS
   1,779       70    2,197    5,483    6,541    9,459    8,808    1,226    1,877

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,551)
    -240      -88   -2,284      974    1,573   -1,550     -799       -1     -752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.7     20.6     51.3     61.2     88.5     82.4     11.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        7       18       18       25       25                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,600
COMMITMENTS
   5,567   11,601      388    6,482      481   12,437   12,470      163      130

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        -47)
     -47      -72        0        0       25      -47      -47        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     92.1      3.1     51.4      3.8     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 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       16,263
COMMITMENTS
   5,913    5,975    4,754    5,046    4,927   15,713   15,656      550      607

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -497)
    -516     -598      246      117        4     -153     -348     -344     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     36.7     29.2     31.0     30.3     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22       14       19       13       12       40       40                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,281
COMMITMENTS
   2,026      815      375   29,726   31,091   32,127   32,281      154        0

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -3,922)
    -516      -77     -173   -3,184   -3,672   -3,873   -3,922      -49        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      2.5      1.2     92.1     96.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        2       26       15       32       19                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,110
COMMITMENTS
     375    2,055      830    4,805    3,225    6,010    6,110      100        0

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -720)
     125      165     -370     -465     -515     -710     -720      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     33.6     13.6     78.6     52.8     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        5        6       14       11       23       18                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,367
COMMITMENTS
   2,770    3,133      368   13,468   13,584   16,606   17,085      761      282

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,101)
    -130     -315       -8     -909     -644   -1,047     -967      -54     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     18.0      2.1     77.5     78.2     95.6     98.4      4.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        4        5       24       24       33       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,919
COMMITMENTS
       0    1,415       36    3,253    2,543    3,289    3,994    1,630      925

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -409)
     -94     -124      -35     -159     -215     -288     -374     -121      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     28.8      0.7     66.1     51.7     66.9     81.2     33.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        1       15       14       16       18                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,420
COMMITMENTS
     667    1,480    1,048    6,416    5,691    8,131    8,219      289      201

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,923)
      50     -582     -112   -1,865   -1,292   -1,927   -1,986        4       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     17.6     12.4     76.2     67.6     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       11        9       21       22       32       37                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,502
COMMITMENTS
     415       55      308      554      970    1,277    1,333      225      169

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -631)
    -322     -375      114     -503     -310     -711     -571       80      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      3.7     20.5     36.9     64.6     85.0     88.7     15.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        1        4        8       12       14       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,515
COMMITMENTS
   1,101    8,129    2,961   16,909    9,643   20,971   20,733    4,544    4,782

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -5,729)
    -130     -470   -2,103   -3,939   -2,727   -6,172   -5,300      443     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     31.9     11.6     66.3     37.8     82.2     81.3     17.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        6        6       13       14       19       21                  



Updated March 10, 2017