GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,834
COMMITMENTS
   6,403    1,532    2,316   37,851   42,822   46,570   46,670      264      164

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,417)
     221       37      -45    1,256    1,446    1,432    1,438      -15      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      3.3      4.9     80.8     91.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      11        4       10       31       40       45       52                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,070
COMMITMENTS
     910      206      695    8,576    9,449   10,181   10,350      889      720

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        779)
      10       41       74      646      595      730      710       49       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      1.9      6.3     77.5     85.4     92.0     93.5      8.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4       10       30       32       40       43                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,062
COMMITMENTS
      96       32        0    1,731    1,685    1,827    1,717      235      345

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      1.6      0.0     83.9     81.7     88.6     83.3     11.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       14       13       16       14                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,624
COMMITMENTS
     995      359      547   11,643   12,226   13,185   13,132      439      492

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        998)
     -50       72      162    1,002      906    1,114    1,140     -116     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.6      4.0     85.5     89.7     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        7       36       40       44       49                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,666
COMMITMENTS
     109    1,002      273    5,694    5,059    6,076    6,334      590      332

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        219)
      -5      101      -30      302      178      267      249      -48      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     15.0      4.1     85.4     75.9     91.1     95.0      8.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        9        6       22       21       28       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,606
COMMITMENTS
     140      813      105    2,271    1,632    2,516    2,550       90       56

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        125)
      55       55      -10       65       80      110      125       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     31.2      4.0     87.1     62.6     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        4        4       14       16       20       23                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,658
COMMITMENTS
     328    2,865      195   18,115   15,598   18,638   18,658       20        0

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -254)
       0      -50        0     -254     -204     -254     -254        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     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       24       20       29       28                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,948
COMMITMENTS
   1,468    3,087      252    7,647    6,277    9,367    9,616      581      332

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        377)
      78       45       84      241      287      403      416      -26      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     31.0      2.5     76.9     63.1     94.2     96.7      5.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        6        8       24       25       36       35                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,467
COMMITMENTS
     754      706      231    4,803    5,405    5,788    6,342      679      125

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         80)
       6       32        0       69       53       75       85        5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.9      3.6     74.3     83.6     89.5     98.1     10.5      1.9

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 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      385,694
COMMITMENTS
  81,981   64,793   62,741  203,368  228,400  348,090  355,934   37,604   29,760

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -19,386)
  -3,016   -4,146     -351  -13,596   -6,190  -16,963  -10,687   -2,423   -8,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     16.8     16.3     52.7     59.2     90.3     92.3      9.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      49       50       71       84       86      178      170                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,689
COMMITMENTS
     766      300    1,755   13,670   13,967   16,191   16,022    1,498    1,667

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.7      9.9     77.3     79.0     91.5     90.6      8.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       15       15       18       18                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,276
COMMITMENTS
       0      150      225   30,185   35,197   30,410   35,572   10,866    5,704

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -2,989)
       0        0        0   -1,797   -1,404   -1,797   -1,404   -1,192   -1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.5     73.1     85.3     73.7     86.2     26.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       20       24       21       25                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,516,242
COMMITMENTS
 361,536  330,895  535,814  545,066  610,721  1442416  1477430   73,826   38,812

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -16,749)
 -22,033       -4   -9,387   12,861  -10,560  -18,559  -19,951    1,810    3,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     21.8     35.3     35.9     40.3     95.1     97.4      4.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     138       86      141       70       63      270      238                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      400,575
COMMITMENTS
 173,950  140,456   34,982  180,484  217,396  389,416  392,834   11,159    7,741

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -19,266)
  -4,308   -1,196   -5,969   -7,263  -11,962  -17,540  -19,127   -1,726     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     35.1      8.7     45.1     54.3     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       16       27       38       40       73       70                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      129,012
COMMITMENTS
  13,014   48,079   19,635   83,197   52,374  115,846  120,088   13,166    8,924

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -26,032)
  -9,352  -15,727   -4,162  -11,210   -6,271  -24,724  -26,160   -1,308      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     37.3     15.2     64.5     40.6     89.8     93.1     10.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8       17       19       25       24       47       46                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,259,138
COMMITMENTS
 685,038   14,526   71,038  474,518  1156412  1230594  1241976   28,544   17,162

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -44,850)
 -23,968   -3,072   -2,900  -17,568  -37,685  -44,436  -43,657     -414   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4      1.2      5.6     37.7     91.8     97.7     98.6      2.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22        8       21       42       45       72       66                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,227
COMMITMENTS
   9,023   42,679   20,298  200,904  165,671  230,225  228,648    3,002    4,579

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -28,254)
  -4,003  -14,235   -2,504  -21,822  -11,400  -28,329  -28,139       75     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     18.3      8.7     86.1     71.0     98.7     98.0      1.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10       11       17       33       32       53       50                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       70,120
COMMITMENTS
  27,875   23,222    6,310   34,788   39,411   68,973   68,943    1,147    1,177

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        590)
     745     -436      -12     -182      865      551      417       39      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     33.1      9.0     49.6     56.2     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       14       19       21       20       46       44                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,728
COMMITMENTS
   6,629    1,203      950    3,597    9,109   11,176   11,262      552      466

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        410)
     280      185        0      185      235      465      420      -55      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     10.3      8.1     30.7     77.7     95.3     96.0      4.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        5        9       13       21       19                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,718
COMMITMENTS
     255      554       20    3,254    2,891    3,529    3,465      189      253

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       50      -10       50      -10      -10       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     14.9      0.5     87.5     77.8     94.9     93.2      5.1      6.8

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 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,202
COMMITMENTS
   6,411    1,155    4,994   37,610   42,936   49,015   49,085      187      117

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,824)
       8     -386     -515    2,334    2,724    1,827    1,823       -3        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      2.3     10.1     76.4     87.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       13       16       50       62       73       83                  
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,371
COMMITMENTS
     359      286      227    1,415    1,553    2,001    2,066      370      305

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.1      9.6     59.7     65.5     84.4     87.1     15.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        4       15       15       19       20                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,661
COMMITMENTS
     630      541      715    2,873    3,184    4,218    4,440      443      221

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        568)
      32       15      111      368      513      511      639       57      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     11.6     15.3     61.6     68.3     90.5     95.3      9.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        4        9       20       22       31       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      151,706
COMMITMENTS
  17,094   10,810    2,824  129,808  136,092  149,726  149,726    1,980    1,980

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          9)
     200        0      -40   -2,131   -1,931   -1,971   -1,971    1,980    1,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      7.1      1.9     85.6     89.7     98.7     98.7      1.3      1.3

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 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,059
COMMITMENTS
     351    1,760       35   24,493   22,940   24,879   24,735      180      324

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         14)
     165      -28       -7     -134       76       24       41      -10      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      7.0      0.1     97.7     91.5     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        1       19       27       23       31                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      109,209
COMMITMENTS
   8,078    1,629    2,372   97,450  104,866  107,900  108,867    1,309      342

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      2,171)
    -408       -7      108    2,403    2,160    2,103    2,261       68      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      1.5      2.2     89.2     96.0     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      14       12       16       59       61       84       80                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       79,443
COMMITMENTS
  15,092    2,873      830   63,380   74,795   79,302   78,498      141      945

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -450)
     -20        0        0     -420     -555     -440     -555      -10      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      3.6      1.0     79.8     94.1     99.8     98.8      0.2      1.2

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 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,782
COMMITMENTS
     834    1,892      706   39,157   37,411   40,697   40,009       85      773

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,359)
      80       51       78    1,386    1,220    1,544    1,349     -185       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      4.6      1.7     96.0     91.7     99.8     98.1      0.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        6        6       33       39       42       48                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,683
COMMITMENTS
   1,136       25      338    9,027    8,871   10,501    9,234      182    1,449

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        143)
      68      -52       17       50       63      135       28        8      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.2      3.2     84.5     83.0     98.3     86.4      1.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        1        4       23       22       30       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,890
COMMITMENTS
     610      751      346   14,079   14,362   15,035   15,459      855      431

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        811)
      16       70      -40      787      760      763      790       48       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.7      2.2     88.6     90.4     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        2       23       19       27       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,198,081
COMMITMENTS
 595,577  221,822  699,844  806,439  1184204  2101860  2105870   96,221   92,211

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -13,018)
      78     -688   -5,795  -10,506   -1,292  -16,223   -7,775    3,205   -5,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     10.1     31.8     36.7     53.9     95.6     95.8      4.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     174      120      192      104      126      375      362                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,641
COMMITMENTS
  56,557   16,082    4,275   50,691   59,801  111,523   80,158   16,118   47,483

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,539)
   1,639      197      -18     -128       44    1,493      223       46    1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     12.6      3.3     39.7     46.9     87.4     62.8     12.6     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        6       17       19       25       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,636
COMMITMENTS
  16,686   48,492   48,557   49,990   23,560  115,233  120,609   15,403   10,027

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      5,186)
    -600    1,554    6,917   -3,315   -4,068    3,002    4,403    2,184      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     37.1     37.2     38.3     18.0     88.2     92.3     11.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       18       27       17       20       50       50                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,800
COMMITMENTS
     165        0        0    7,635    7,638    7,800    7,638        0      162

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0      -15      -15      -15      -15        0        0

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:       26)
       1        0        0       17       16       18       16                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:        6,320
COMMITMENTS
   1,290        0        0    5,020    6,200    6,310    6,200       10      120

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      0.0      0.0     79.4     98.1     99.8     98.1      0.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       14       15       14                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       29,926
COMMITMENTS
  22,842    4,926      413    4,760   23,225   28,015   28,564    1,911    1,362

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -3,398)
     128     -258   -2,013   -1,485   -1,127   -3,370   -3,398      -28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3     16.5      1.4     15.9     77.6     93.6     95.4      6.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      80       38       11       20       33      107       79                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,380
COMMITMENTS
  43,637   26,591    2,910   14,452   36,473   60,999   65,974    8,381    3,406

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -1,245)
  -1,775   -2,534      539     -252      736   -1,488   -1,259      243       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.9     38.3      4.2     20.8     52.6     87.9     95.1     12.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
     128       49       21       31       31      168       94                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      383,915
COMMITMENTS
 102,889   61,501   84,323  177,375  219,840  364,587  365,664   19,328   18,251

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -18,376)
  -1,965   -8,268   -1,032  -14,948   -6,766  -17,945  -16,066     -431   -2,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     16.0     22.0     46.2     57.3     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      82       50       84       92      108      213      212                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,303
COMMITMENTS
     300    2,501      439    6,415    4,144    7,154    7,084    2,149    2,219

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,424)
     300      400       50      811    1,003    1,161    1,453      263      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     26.9      4.7     69.0     44.5     76.9     76.1     23.1     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        3       12       10       15       16                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,402
COMMITMENTS
     200    1,325      500   14,691   14,687   15,391   16,512    2,011      890

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -135)
       0      200     -150     -410     -505     -560     -455      425      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      7.6      2.9     84.4     84.4     88.4     94.9     11.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       18       19       19                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,121
COMMITMENTS
   3,494    2,261    1,695    6,540    9,389   11,729   13,345    4,392    2,776

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        785)
     298      384       50      350      140      698      574       87      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     14.0     10.5     40.6     58.2     72.8     82.8     27.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        5       14       13       20       20                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       12,475
COMMITMENTS
   1,141      517    1,743    7,751    8,653   10,635   10,913    1,840    1,562

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        907)
      99      321      256      390      604      745    1,181      162     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      4.1     14.0     62.1     69.4     85.3     87.5     14.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        5       20       26       25       31                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,121
COMMITMENTS
   6,788   11,406    1,643    5,586    1,031   14,017   14,080      104       41

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        637)
     -90       63      572      155        2      637      637        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     80.8     11.6     39.6      7.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        6        6       10        5       24       13                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,756
COMMITMENTS
   7,923    7,170    4,426    6,576    7,756   18,925   19,352      831      404

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        775)
   1,112      855     -647      327      641      792      849      -17      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     36.3     22.4     33.3     39.3     95.8     98.0      4.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20        9       18       14       15       41       36                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,440
COMMITMENTS
   1,566      812      211   32,403   33,417   34,180   34,440      260        0

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,460)
    -600      525        0    2,060      935    1,460    1,460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.4      0.6     94.1     97.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        2       31       16       38       20                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,620
COMMITMENTS
     650    1,575      580    4,390    3,465    5,620    5,620        0        0

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        150)
       0        0      150        0        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     28.0     10.3     78.1     61.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        4       17       18       24       25                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,550
COMMITMENTS
   1,270      730       25    3,255    3,715    4,550    4,470        0       80

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         50)
      50        0        0        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     16.0      0.5     71.5     81.6    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        1       11        8       16       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,429
COMMITMENTS
   2,348    3,850    1,013   17,283   16,310   20,644   21,173      785      256

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        762)
      15      819      177      570      -90      762      906        0     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.0      4.7     80.7     76.1     96.3     98.8      3.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        8        6       26       25       33       36                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,253
COMMITMENTS
     132    1,365       66    3,637    2,982    3,835    4,413    1,418      840

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          3)
      49       34        0      -10      -14       39       20      -36      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     26.0      1.3     69.2     56.8     73.0     84.0     27.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        3       16       14       19       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,547
COMMITMENTS
     658      177      565    3,229    3,790    4,452    4,532       95       15

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        345)
     134      -66       61      150      350      345      345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      3.9     12.4     71.0     83.4     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        5       12       12       18       19                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,660
COMMITMENTS
   1,721    2,675    1,865    7,784    6,784   11,370   11,324      290      336

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        761)
     -25       -4      355      427      419      757      770        4       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     22.9     16.0     66.8     58.2     97.5     97.1      2.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        8        7       24       23       35       34                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,351
COMMITMENTS
     717      494      263    1,237    1,444    2,217    2,201      134      150

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        111)
      70       53      -30       71       88      111      111        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     21.0     11.2     52.6     61.4     94.3     93.6      5.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        5        6       14       15       26       25                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,151
COMMITMENTS
   2,743    7,842    4,218   20,850   16,346   27,811   28,406    4,340    3,745

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        856)
     100     -745      692      599    1,279    1,391    1,226     -535     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     24.4     13.1     64.9     50.8     86.5     88.4     13.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        5       18       17       25       24                  



Updated June 2, 2017