GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,856
COMMITMENTS
   7,439    2,092    1,491   39,592   45,108   48,522   48,691      334      165

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,699)
      62     -247      211    1,426    1,735    1,699    1,699        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      4.3      3.1     81.0     92.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11        5       10       34       44       47       57                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,046
COMMITMENTS
     730      445      803    8,756    9,427   10,289   10,675      757      371

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        207)
     -15        0       15      234      202      234      217      -27      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      4.0      7.3     79.3     85.3     93.1     96.6      6.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        9       34       35       43       44                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,513
COMMITMENTS
   2,429       35    1,249   10,197   12,873   13,875   14,157      638      356

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        564)
     475        0       35       58      622      568      657       -4      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      0.2      8.6     70.3     88.7     95.6     97.5      4.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        1        8       35       42       43       51                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,401
COMMITMENTS
     174      955      158    6,541    5,719    6,873    6,832      528      569

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        178)
      15      136        6      139       40      160      182       18       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     12.9      2.1     88.4     77.3     92.9     92.3      7.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        6        5       18       17       25       24                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,046
COMMITMENTS
     200      529        0    1,734    1,317    1,934    1,846      112      200

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        155)
      60       80        0       80       70      140      150       15        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     25.9      0.0     84.8     64.4     94.5     90.2      5.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        0       13       12       17       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,855
COMMITMENTS
     218    2,344      300   19,277   17,204   19,795   19,848       60        7

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        186)
     -60       15       60      186      111      186      186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     11.8      1.5     97.1     86.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        6        3       26       22       31       28                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,942
COMMITMENTS
   1,882    2,570      313    6,191    5,876    8,386    8,759      556      183

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        361)
     213      180       35       60      156      308      371       53      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     28.7      3.5     69.2     65.7     93.8     98.0      6.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        6        9       18       27       29       37                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,797
COMMITMENTS
     869      697      236    5,123    5,747    6,228    6,680      569      117

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        342)
      55       92       15      269      369      339      476        3     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     10.3      3.5     75.4     84.6     91.6     98.3      8.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        4        5       20       21       30       27                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      420,771
COMMITMENTS
  80,408   55,042   71,626  227,893  256,431  379,927  383,099   40,844   37,672

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -3,767)
  -2,504    3,461   -5,992    5,543   -3,219   -2,953   -5,750     -814    1,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     13.1     17.0     54.2     60.9     90.3     91.0      9.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      45       49       69       90       90      184      168                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,499
COMMITMENTS
   2,119        0    1,347   12,114   14,237   15,580   15,584    1,919    1,915

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        680)
     -70        0       70      479      462      479      532      201      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      0.0      7.7     69.2     81.4     89.0     89.1     11.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        4       13       14       17       18                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,202
COMMITMENTS
       0      425        0   29,401   32,982   29,401   33,407    9,801    5,795

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,022)
       0        0        0    1,562    1,497    1,562    1,497     -540     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     75.0     84.1     75.0     85.2     25.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       17       26       17       27                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,356,374
COMMITMENTS
 342,192  359,267  482,932  467,571  474,834  1292695  1317033   63,679   39,341

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        372)
   4,596  -14,826    1,798   -6,718   13,662     -324      634      696     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     26.5     35.6     34.5     35.0     95.3     97.1      4.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     139       89      151       70       65      286      243                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      386,015
COMMITMENTS
 141,397  138,182   44,056  188,407  194,642  373,860  376,880   12,155    9,135

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      5,357)
    -383    4,421   -1,238    6,020    2,062    4,399    5,245      958      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     35.8     11.4     48.8     50.4     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       17       28       38       38       71       69                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      126,902
COMMITMENTS
  21,371   36,714   26,049   70,478   55,906  117,898  118,669    9,004    8,233

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      3,301)
  -2,552    7,344    3,898    2,185   -7,903    3,531    3,339     -230      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     28.9     20.5     55.5     44.1     92.9     93.5      7.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       19       25       23       22       50       49                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,319,720
COMMITMENTS
 683,601   38,050   82,370  523,193  1182683  1289164  1303103   30,556   16,617

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     21,212)
  17,222    2,788     -471    3,796   18,600   20,547   20,917      665      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      2.9      6.2     39.6     89.6     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19        9       20       47       47       74       68                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,143
COMMITMENTS
  28,779   56,017   27,335  247,051  218,336  303,165  301,688    2,978    4,455

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      6,232)
  -2,436    1,694    1,510    7,489    2,849    6,563    6,053     -331      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     18.3      8.9     80.7     71.3     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       13       20       35       29       60       53                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       71,450
COMMITMENTS
  22,209   28,205    9,096   38,959   32,902   70,264   70,203    1,186    1,247

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        973)
     454     -529       71      529    1,622    1,054    1,164      -81     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     39.5     12.7     54.5     46.0     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       13       17       19       19       44       40                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,055
COMMITMENTS
   8,472    1,950      889    2,986    9,606   12,347   12,445      708      610

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        310)
     290       30        0        5      280      295      310       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     14.9      6.8     22.9     73.6     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        3        5        9       12       21       18                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,915
COMMITMENTS
     225      862       10    3,395    2,914    3,630    3,786      285      129

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         40)
       0       10       10       20       20       30       40       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     22.0      0.3     86.7     74.4     92.7     96.7      7.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        1       12       14       15       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       52,601
COMMITMENTS
   6,953    3,092    6,921   38,373   42,474   52,247   52,487      354      114

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        893)
     157      139     -375    1,098    1,144      880      908       13      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      5.9     13.2     73.0     80.7     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      14       16       16       48       64       73       86                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,025
COMMITMENTS
     376      463      368    2,823    2,927    3,567    3,758      458      267

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        616)
      42      138      -28      676      544      690      654      -74      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     11.5      9.1     70.1     72.7     88.6     93.4     11.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        7        7       23       21       31       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      151,445
COMMITMENTS
   7,160    3,410   10,960  133,325  137,075  151,445  151,445        0        0

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      2,730)
       0        0        0    2,730    2,730    2,730    2,730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.3      7.2     88.0     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       16       21       18                  
 
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE          Code-06665B
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,685
COMMITMENTS
     132       21      161      889    1,028    1,182    1,210      503      475

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      1.2      9.6     52.8     61.0     70.1     71.8     29.9     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        5       12       13       18       18                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,948
COMMITMENTS
   1,108    2,102      286   28,353   27,113   29,747   29,501      201      447

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,418)
       0      208        1    1,418    1,338    1,419    1,547       -1     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      7.0      1.0     94.7     90.5     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        2       23       28       28       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      107,372
COMMITMENTS
   9,861    2,259    1,592   95,045  103,204  106,498  107,055      874      317

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,060)
    -227      104      210    1,055      701    1,038    1,015       22       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      2.1      1.5     88.5     96.1     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       10       12       61       59       82       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       86,616
COMMITMENTS
  16,841    4,205        0   69,709   81,503   86,550   85,708       66      908

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -383)
     360        0        0     -743     -383     -383     -383        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      4.9      0.0     80.5     94.1     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        5        0       26       31       32       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,640
COMMITMENTS
   1,073    1,158      805   33,684   32,834   35,562   34,797       78      843

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,095)
      35       20     -363    1,468    1,473    1,140    1,130      -45      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      3.2      2.3     94.5     92.1     99.8     97.6      0.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        6       33       35       42       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,364
COMMITMENTS
   1,677       85      282   10,377   10,972   12,336   11,339       28    1,025

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        407)
     225        0        0      182      677      407      677        0     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.7      2.3     83.9     88.7     99.8     91.7      0.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        3       23       22       30       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,036
COMMITMENTS
     462      548      177   12,904   12,995   13,543   13,720      493      316

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        310)
      75       31      -43      440      401      472      389     -162      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      3.9      1.3     91.9     92.6     96.5     97.7      3.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        3       25       20       30       25                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,194,206
COMMITMENTS
 659,029  240,512  652,678  776,277  1209714  2087984  2102904  106,222   91,302

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -46,055)
 -27,997  -12,714  -12,368      935  -13,034  -39,430  -38,116   -6,625   -7,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     11.0     29.7     35.4     55.1     95.2     95.8      4.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     176      113      185      101      116      367      349                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,310
COMMITMENTS
  57,939   19,735    1,008   47,659   56,793  106,606   77,536   19,704   48,774

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,537)
     173        8      372      336      944      881    1,324      656      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     15.6      0.8     37.7     45.0     84.4     61.4     15.6     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        4       16       17       22       24                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,205
COMMITMENTS
  21,519   58,042   44,056   55,905   22,652  121,480  124,750   12,725    9,455

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,277)
    -475    1,688     -213    2,548    1,069    1,860    2,544     -583   -1,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     43.2     32.8     41.7     16.9     90.5     93.0      9.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       20       27       16       20       48       51                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,961
COMMITMENTS
     150        0        0   10,775   10,709   10,925   10,709       36      252

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -1,148)
       0        0        0   -1,130   -1,193   -1,130   -1,193      -18       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.3     97.7     99.7     97.7      0.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       19       22       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       29,594
COMMITMENTS
  22,859    4,694      254    4,487   23,289   27,600   28,237    1,994    1,357

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,757)
   1,922      335     -110     -268    1,503    1,544    1,728      213       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.2     15.9      0.9     15.2     78.7     93.3     95.4      6.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      68       40       11       22       36       95       84                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,455
COMMITMENTS
  41,071   12,116    6,092   12,970   46,480   60,133   64,688    7,322    2,767

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,416)
     430    1,650      480      378     -304    1,288    1,826      128     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     18.0      9.0     19.2     68.9     89.1     95.9     10.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
     119       41       26       32       40      167       94                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      397,562
COMMITMENTS
 112,039   59,956   73,186  189,340  243,060  374,565  376,202   22,997   21,360

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -6,506)
  -2,294      106   -2,899   -1,447   -5,543   -6,640   -8,336      134    1,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     15.1     18.4     47.6     61.1     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      75       57       80      100      111      218      213                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,103
COMMITMENTS
     576    1,203      833    5,667    5,553    7,076    7,589    2,027    1,514

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     13.2      9.2     62.3     61.0     77.7     83.4     22.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        4       10       11       15       16                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       17,478
COMMITMENTS
   6,354      195    1,991    8,551   14,662   16,896   16,848      582      630

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        465)
     164     -100      -50      351      615      465      465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      1.1     11.4     48.9     83.9     96.7     96.4      3.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       14       17       19       22                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,871
COMMITMENTS
   1,745      350        0   16,880   18,766   18,625   19,116    1,246      755

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        770)
     200      350      -50      945      510    1,095      810     -325      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      1.8      0.0     84.9     94.4     93.7     96.2      6.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       18       16       21       17                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       11,530
COMMITMENTS
   1,860       70    2,464    5,790    6,985   10,114    9,519    1,416    2,011

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        800)
     -26        0      302      366      389      642      691      158      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.6     21.4     50.2     60.6     87.7     82.6     12.3     17.4

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 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,575
COMMITMENTS
   6,367   12,434      380    6,640      663   13,387   13,477      188       98

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        342)
     305      294      -92      105      140      318      342       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     91.6      2.8     48.9      4.9     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        4       10        5       21       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,616
COMMITMENTS
   5,773    5,970    5,692    5,571    5,531   17,036   17,193      580      423

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        754)
    -103      199      452      412      341      761      992       -7     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     33.9     32.3     31.6     31.4     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       18       27       13       11       48       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,796
COMMITMENTS
   1,986      415      375   34,281   36,006   36,642   36,796      154        0

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      2,541)
      60     -400        0    2,642    2,941    2,702    2,541     -161        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.1      1.0     93.2     97.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        2       28       14       35       18                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,685
COMMITMENTS
     400    2,105      730    5,430    3,825    6,560    6,660      125       25

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        400)
       0       25      -50      425      400      375      375       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     31.5     10.9     81.2     57.2     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        7        6       15       12       24       20                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,101
COMMITMENTS
   1,281      792       50    3,760    4,144    5,091    4,986       10      115

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     15.5      1.0     73.7     81.2     99.8     97.7      0.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        3        9        9       14       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,953
COMMITMENTS
   2,500    3,037      368   15,355   15,266   18,223   18,671      730      282

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,495)
    -345      -96        0    1,899    1,625    1,554    1,529      -59      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     16.0      1.9     81.0     80.5     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4        5       26       25       35       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,052
COMMITMENTS
       0    1,510       51    3,241    2,597    3,292    4,158    1,760      894

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        102)
       0       45       15      104      161      119      221      -17     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.9      1.0     64.2     51.4     65.2     82.3     34.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        5        1       15       15       16       20                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,942
COMMITMENTS
     882    1,817    1,231    7,578    6,645    9,691    9,693      251      249

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        799)
     492      386       -1      344      475      835      860      -36      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     18.3     12.4     76.2     66.8     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       10        9       23       24       34       38                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,864
COMMITMENTS
     249       67      523      941    1,124    1,713    1,714      151      150

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         55)
     -48       12        3      110       40       65       55      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      3.6     28.1     50.5     60.3     91.9     92.0      8.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        5       13       14       20       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,918
COMMITMENTS
   1,101    8,271    3,787   18,201   10,627   23,089   22,685    4,829    5,233

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        491)
       0      301      118       15      140      133      559      358      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     29.6     13.6     65.2     38.1     82.7     81.3     17.3     18.7

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



Updated March 24, 2017