GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,417
COMMITMENTS
   6,182    1,495    2,361   36,595   41,376   45,138   45,232      279      185

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        723)
     -17      101       43      697      569      723      713        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      3.3      5.2     80.6     91.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10        4        8       30       39       42       50                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,291
COMMITMENTS
     900      165      621    7,930    8,854    9,451    9,640      840      651

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        143)
      22        0        8      221      167      251      175     -108      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.6      6.0     77.1     86.0     91.8     93.7      8.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        3       10       27       30       37       40                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,626
COMMITMENTS
   1,045      287      385   10,641   11,320   12,071   11,992      555      634

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        875)
      84       10       -2      741      804      823      812       52       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.3      3.0     84.3     89.7     95.6     95.0      4.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        6       34       38       41       45                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,447
COMMITMENTS
     114      901      303    5,392    4,881    5,809    6,085      638      362

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         94)
     -20       30       25      140      163      145      218      -51     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     14.0      4.7     83.6     75.7     90.1     94.4      9.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        9        5       21       17       27       28                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,481
COMMITMENTS
      85      758      115    2,206    1,552    2,406    2,425       75       56

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         25)
     -45      -45       40      -15       65      -20       60       45      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     30.6      4.6     88.9     62.6     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        4        5       14       16       19       24                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,912
COMMITMENTS
     328    2,915      195   18,369   15,802   18,892   18,912       20        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -179)
       0      -25        0     -179     -154     -179     -179        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     15.4      1.0     97.1     83.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        7        3       23       19       28       27                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,571
COMMITMENTS
   1,390    3,042      168    7,406    5,990    8,964    9,200      607      371

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        711)
     177      136       25      524      500      726      661      -15       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     31.8      1.8     77.4     62.6     93.7     96.1      6.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        6        8       21       23       34       32                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,387
COMMITMENTS
     748      674      231    4,734    5,352    5,713    6,257      674      130

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        -62)
      10       10       30     -142     -162     -102     -122       40       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.6      3.6     74.1     83.8     89.4     98.0     10.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        4        6       18       19       27       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      405,080
COMMITMENTS
  84,997   68,939   63,092  216,964  234,590  365,053  366,621   40,027   38,459

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -17,633)
  -1,333   -2,408  -11,658   -6,055     -633  -19,046  -14,699    1,413   -2,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     17.0     15.6     53.6     57.9     90.1     90.5      9.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      54       48       74       78       82      176      168                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,265
COMMITMENTS
       0      150      225   31,982   36,601   32,207   36,976   12,058    7,289

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        932)
       0     -125       75      305      820      380      770      552      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.5     72.3     82.7     72.8     83.5     27.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       23       19       24                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,532,991
COMMITMENTS
 383,569  330,899  545,201  532,205  621,281  1460975  1497381   72,016   35,610

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -29,373)
  -9,505   -5,557  -56,953   37,506   33,087  -28,952  -29,423     -421       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     21.6     35.6     34.7     40.5     95.3     97.7      4.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     142       80      147       70       62      276      237                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      419,841
COMMITMENTS
 178,258  141,652   40,951  187,747  229,358  406,956  411,961   12,885    7,880

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     24,650)
  14,062   11,489    5,270    4,507    7,856   23,839   24,615      811       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     33.7      9.8     44.7     54.6     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       16       28       41       41       77       72                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      155,044
COMMITMENTS
  22,366   63,806   23,797   94,407   58,645  140,570  146,248   14,474    8,796

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     15,860)
   7,982   13,871     -476    5,618    2,285   13,124   15,680    2,736      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     41.2     15.3     60.9     37.8     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       22       20       26       24       51       50                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,303,988
COMMITMENTS
 709,006   17,598   73,938  492,086  1194097  1275030  1285633   28,958   18,355

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      7,086)
   4,335    1,458        5    2,609    5,502    6,949    6,965      137      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4      1.3      5.7     37.7     91.6     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22        8       23       43       47       73       70                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,481
COMMITMENTS
  13,026   56,914   22,802  222,726  177,071  258,554  256,787    2,927    4,694

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,252)
   3,932     -362       20   -1,638    1,964    2,314    1,622      -62      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     21.8      8.7     85.2     67.7     98.9     98.2      1.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10       14       18       35       33       55       55                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       69,530
COMMITMENTS
  27,130   23,658    6,322   34,970   38,546   68,422   68,526    1,108    1,004

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,334)
   1,778      979     -168     -282      752    1,328    1,563        6     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     34.0      9.1     50.3     55.4     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       14       19       20       19       45       43                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,318
COMMITMENTS
   6,349    1,018      950    3,412    8,874   10,711   10,842      607      476

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        299)
     225      -30       -5      -26      334      194      299      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1      9.0      8.4     30.1     78.4     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        3        5        9       13       20       19                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,678
COMMITMENTS
     255      554       20    3,204    2,901    3,479    3,475      199      203

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        233)
    -100       20       10      208      193      118      223      115       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     15.1      0.5     87.1     78.9     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        1       12       13       14       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       47,378
COMMITMENTS
   6,403    1,541    5,509   35,276   40,212   47,188   47,262      190      116

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        167)
    -216      274     -322      695      211      157      163       10        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      3.3     11.6     74.5     84.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      14       14       16       48       62       72       83                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,093
COMMITMENTS
     598      526      604    2,505    2,671    3,707    3,801      386      292

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        360)
     275      -93       80       39      345      394      332      -34       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     12.9     14.8     61.2     65.3     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        9       20       21       31       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      151,697
COMMITMENTS
  16,894   10,810    2,864  131,939  138,023  151,697  151,697        0        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      420      420      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      7.1      1.9     87.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       18       23       20                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,045
COMMITMENTS
     186    1,788       42   24,627   22,864   24,855   24,694      190      351

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        401)
       0      -53       42      359      412      401      401        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      7.1      0.2     98.3     91.3     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        1       19       26       21       30                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      107,038
COMMITMENTS
   8,486    1,636    2,264   95,047  102,706  105,797  106,606    1,241      432

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      4,490)
     227       25       85    4,281    4,338    4,593    4,448     -103       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      1.5      2.1     88.8     96.0     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      15       12       15       58       59       84       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       79,893
COMMITMENTS
  15,112    2,873      830   63,800   75,350   79,742   79,053      151      840

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -418)
    -500        0        0       16     -538     -484     -538       66      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      3.6      1.0     79.9     94.3     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        3        1       23       30       30       34                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,423
COMMITMENTS
     754    1,841      628   37,771   36,191   39,153   38,660      270      763

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        615)
     150      298      -35      500      352      615      615        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.7      1.6     95.8     91.8     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        6        5       33       39       41       48                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,540
COMMITMENTS
   1,068       77      321    8,977    8,808   10,366    9,206      174    1,334

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        589)
      45        0       12      517      513      574      525       15       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.7      3.0     85.2     83.6     98.3     87.3      1.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        4       23       21       30       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,079
COMMITMENTS
     594      681      386   13,292   13,602   14,272   14,669      807      410

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        674)
     -40       20       65      658      585      683      670       -9        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.5      2.6     88.1     90.2     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        3       23       19       28       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,211,099
COMMITMENTS
 595,499  222,510  705,639  816,945  1185496  2118083  2113645   93,016   97,454

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:   -126,025)
 -50,542  -94,579  -11,906  -46,759  -11,715 -109,207 -118,200  -16,818   -7,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     10.1     31.9     36.9     53.6     95.8     95.6      4.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      448)
     176      109      198      102      125      376      361                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,102
COMMITMENTS
  54,918   15,885    4,293   50,819   59,757  110,030   79,935   16,072   46,167

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,279)
     -88     -353    1,009      610    1,850    1,531    2,506      748     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     12.6      3.4     40.3     47.4     87.3     63.4     12.7     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        7       16       19       24       27                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,450
COMMITMENTS
  17,286   46,938   41,640   53,305   27,628  112,231  116,206   13,219    9,244

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,495)
     546      181   -1,068    1,781    2,878    1,259    1,991      236     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     37.4     33.2     42.5     22.0     89.5     92.6     10.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      14       20       27       17       18       49       49                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,815
COMMITMENTS
     165        0        0    7,650    7,653    7,815    7,653        0      162

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,288)
     -60        0        0   -1,210   -1,273   -1,270   -1,273      -18      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.9     97.9    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       16       19       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       33,324
COMMITMENTS
  22,714    5,184    2,426    6,245   24,352   31,385   31,962    1,939    1,362

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -4,055)
  -3,195     -824     -787       69   -2,051   -3,913   -3,662     -142     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.2     15.6      7.3     18.7     73.1     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      69       45       18       26       40      105       99                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       70,625
COMMITMENTS
  45,412   29,125    2,371   14,704   35,737   62,487   67,233    8,138    3,392

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -3,796)
  -1,334   -5,452      248   -2,418    1,359   -3,504   -3,845     -292       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3     41.2      3.4     20.8     50.6     88.5     95.2     11.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
     135       50       19       33       30      177       93                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      402,291
COMMITMENTS
 104,854   69,769   85,355  192,323  226,606  382,532  381,730   19,759   20,561

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,914)
  -4,959   -7,725     -291    2,877    8,894   -2,373      878      459   -2,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     17.3     21.2     47.8     56.3     95.1     94.9      4.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      86       52       81       92      109      214      216                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,879
COMMITMENTS
       0    2,101      389    5,604    3,141    5,993    5,631    1,886    2,248

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        438)
       0      288        0      288     -124      288      164      150      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     26.7      4.9     71.1     39.9     76.1     71.5     23.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        2       10       10       12       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,537
COMMITMENTS
     200    1,125      650   15,101   15,192   15,951   16,967    1,586      570

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        430)
       0      300        0      240      285      240      585      190     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.4      3.7     86.1     86.6     91.0     96.7      9.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       18       21       20                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,336
COMMITMENTS
   3,196    1,877    1,645    6,190    9,249   11,031   12,771    4,305    2,565

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     12.2     10.7     40.4     60.3     71.9     83.3     28.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        5       14       12       20       18                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       11,568
COMMITMENTS
   1,042      196    1,487    7,361    8,049    9,890    9,732    1,678    1,836

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        656)
     113      196      128      474      841      715    1,165      -59     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      1.7     12.9     63.6     69.6     85.5     84.1     14.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        4       20       24       24       28                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,484
COMMITMENTS
   6,878   11,343    1,071    5,431    1,029   13,380   13,443      104       41

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        723)
     144      133      467      145      125      756      725      -33       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     84.1      7.9     40.3      7.6     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        7        5       10        5       24       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,981
COMMITMENTS
   6,811    6,315    5,073    6,249    7,115   18,133   18,503      848      478

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        816)
     531      578      -53      318      318      796      843       20      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     33.3     26.7     32.9     37.5     95.5     97.5      4.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18       12       20       13       14       41       38                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,980
COMMITMENTS
   2,166      287      211   30,343   32,482   32,720   32,980      260        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        990)
     654        0        0      336      990      990      990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.9      0.6     92.0     98.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        2       30       17       38       19                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,470
COMMITMENTS
     650    1,575      430    4,390    3,465    5,470    5,470        0        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         70)
       0       25       25       45       20       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     28.8      7.9     80.3     63.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        4       16       18       23       25                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,500
COMMITMENTS
   1,220      730       25    3,255    3,665    4,500    4,420        0       80

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     16.2      0.6     72.3     81.4    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        1       11        7       16       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,667
COMMITMENTS
   2,333    3,031      836   16,713   16,400   19,882   20,267      785      400

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        919)
     250      -25      160      623      676    1,033      811     -114      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     14.7      4.0     80.9     79.4     96.2     98.1      3.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        7        7       25       24       33       34                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,250
COMMITMENTS
      83    1,331       66    3,647    2,996    3,796    4,393    1,454      857

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        155)
       0        5       12      126      153      138      170       17      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     25.4      1.3     69.5     57.1     72.3     83.7     27.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        3       16       14       19       20                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,202
COMMITMENTS
     524      243      504    3,079    3,440    4,107    4,187       95       15

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         15)
     215       25        0       40      -10      255       15     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      5.8     12.0     73.3     81.9     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        5       12       11       18       18                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,899
COMMITMENTS
   1,746    2,679    1,510    7,357    6,365   10,613   10,554      286      345

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        817)
     443      643      -43      453      212      853      812      -36        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     24.6     13.9     67.5     58.4     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        8        8       22       23       34       34                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,240
COMMITMENTS
     647      441      293    1,166    1,356    2,106    2,090      134      150

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        363)
     157      271       28      204       44      389      343      -26       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     19.7     13.1     52.1     60.5     94.0     93.3      6.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11        4        6       14       15       27       23                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,295
COMMITMENTS
   2,643    8,587    3,526   20,251   15,067   26,420   27,180    4,875    4,115

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        134)
      33     -265      -63       85      382       55       54       79       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     27.4     11.3     64.7     48.1     84.4     86.9     15.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        6        5       16       14       23       20                  



Updated May 26, 2017