GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,108
COMMITMENTS
   6,902    2,143    1,936   39,062   43,826   47,900   47,905      208      203

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        795)
    -204      128       95      904      572      795      795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      4.5      4.0     81.2     91.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        6        9       32       42       47       53                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,806
COMMITMENTS
     724      222      733    8,520    9,206    9,977   10,161      829      645

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        -13)
     -25        0        9       -7      -49      -23      -40       10       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      2.1      6.8     78.8     85.2     92.3     94.0      7.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        9       32       34       41       44                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,402
COMMITMENTS
     754      128      675   10,459   11,237   11,888   12,040      514      362

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        631)
      25       31       14      615      607      654      652      -23      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.0      5.4     84.3     90.6     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        4        9       32       37       42       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,256
COMMITMENTS
     150    1,260      263    5,139    4,336    5,552    5,859      704      397

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        383)
      36      128       35      205      140      276      303      107       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     20.1      4.2     82.1     69.3     88.7     93.7     11.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        8        7       24       22       32       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,102
COMMITMENTS
     200      800      169    1,643    1,044    2,012    2,013       90       89

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        147)
      10        0       95       52       52      157      147      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     38.1      8.0     78.2     49.7     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        5       10       10       18       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,545
COMMITMENTS
     130    2,792      275   19,115   16,463   19,520   19,530       25       15

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        346)
       0      -18      -20      366      384      346      346        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     14.3      1.4     97.8     84.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        8        5       27       21       33       29                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,611
COMMITMENTS
   1,258    2,485      446    7,370    6,424    9,074    9,355      537      256

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        254)
      60       38       54      150      162      264      254      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     25.9      4.6     76.7     66.8     94.4     97.3      5.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        9       11       25       23       40       37                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,025
COMMITMENTS
     620      569      181    4,623    5,060    5,424    5,810      601      215

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        164)
      10       15      -11      190       95      189       99      -25       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      9.4      3.0     76.7     84.0     90.0     96.4     10.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        3        4       17       17       23       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      424,566
COMMITMENTS
  76,556   81,968   72,992  236,490  226,920  386,038  381,880   38,528   42,686

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      7,355)
    -344    5,721   -4,691   10,641    6,353    5,606    7,383    1,749      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     19.3     17.2     55.7     53.4     90.9     89.9      9.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      41       54       73       90       86      182      174                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,791
COMMITMENTS
       0       25      350   30,459   37,528   30,809   37,903   11,982    4,888

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      4,853)
       0      -50       50    3,945    4,111    3,995    4,111      858      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.8     71.2     87.7     72.0     88.6     28.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       23       20       24                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,336,463
COMMITMENTS
 348,033  378,338  452,244  465,547  463,715  1265824  1294297   70,639   42,166

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:    -48,792)
  -8,478    5,090  -15,920  -23,012  -37,017  -47,410  -47,847   -1,382     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     28.3     33.8     34.8     34.7     94.7     96.8      5.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     128      102      142       67       59      268      243                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      401,075
COMMITMENTS
 186,197  143,659   34,112  167,303  215,414  387,612  393,185   13,463    7,890

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -1,816)
   4,623   -2,178    1,102   -7,694     -932   -1,969   -2,008      153      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     35.8      8.5     41.7     53.7     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       13       29       42       45       81       75                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      161,687
COMMITMENTS
  17,767   58,465   29,744  102,261   65,835  149,772  154,044   11,915    7,643

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     21,446)
   4,803    5,223    6,550   13,663    8,923   25,016   20,696   -3,570      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     36.2     18.4     63.2     40.7     92.6     95.3      7.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       21       25       27       25       56       56                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,313,705
COMMITMENTS
 714,365   42,081   78,050  490,361  1177044  1282776  1297175   30,929   16,530

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     11,387)
   7,727    8,520      792      705    2,128    9,224   11,440    2,163      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4      3.2      5.9     37.3     89.6     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       11       25       47       46       79       72                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,424
COMMITMENTS
  11,383   52,713   30,308  222,396  180,090  264,087  263,111    2,337    3,313

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      7,167)
   1,428    1,246    1,564    4,208    4,597    7,200    7,407      -33     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     19.8     11.4     83.5     67.6     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       14       22       36       32       62       55                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       66,483
COMMITMENTS
  26,181   21,015    6,110   32,786   38,247   65,077   65,372    1,406    1,111

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        417)
     132      614     -265      556      188      423      537       -6     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     31.6      9.2     49.3     57.5     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       15       20       21       20       46       44                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,997
COMMITMENTS
   5,604    1,117    1,072    3,784    8,386   10,460   10,575      537      422

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        134)
      30       30      -10       49      159       69      179       65      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     10.2      9.7     34.4     76.3     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        3        8       10       12       23       21                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,818
COMMITMENTS
     580      480      120    3,773    4,004    4,473    4,604      345      214

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        681)
      50        0       30      452      626      532      656      149       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.0      2.5     78.3     83.1     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        2       12       16       15       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       41,546
COMMITMENTS
   6,789    2,315    4,197   30,197   34,749   41,183   41,261      363      285

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,533)
     610      399     -357    1,171    1,390    1,424    1,432      109      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      5.6     10.1     72.7     83.6     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       13       16       45       55       71       77                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,573
COMMITMENTS
     419       27      276    1,368    1,587    2,063    1,890      510      683

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      1.0     10.7     53.2     61.7     80.2     73.5     19.8     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        4       16       16       21       20                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,111
COMMITMENTS
     631      777      624    3,440    3,475    4,695    4,876      416      235

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        734)
      94      326       76      464      322      634      724      100       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     15.2     12.2     67.3     68.0     91.9     95.4      8.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        6        9       19       21       30       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      149,155
COMMITMENTS
  16,898    2,530    3,272  128,985  143,353  149,155  149,155        0        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,539)
       0      400        0    2,539    2,139    2,539    2,539        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.7      2.2     86.5     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       21       20       23       23                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,483
COMMITMENTS
     425    2,184      208   23,508   21,820   24,141   24,212      342      271

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,025)
     -87        0        0    1,972    2,025    1,885    2,025      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      8.9      0.8     96.0     89.1     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        4        3       16       26       21       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      106,013
COMMITMENTS
   9,361    1,782    2,323   93,310  101,658  104,994  105,763    1,019      250

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -755)
     430       51      224   -1,524   -1,000     -870     -725      115      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      1.7      2.2     88.0     95.9     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       13       16       60       63       83       85                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       76,976
COMMITMENTS
  14,259    3,708      830   61,786   71,638   76,875   76,176      101      800

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -336)
    -234      435        0       51     -801     -183     -366     -153       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      4.8      1.1     80.3     93.1     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        1       22       30       27       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,223
COMMITMENTS
   1,475    2,638    1,052   36,503   34,748   39,030   38,438      193      785

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,417)
     238      357      246      822      834    1,306    1,437      111      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      6.7      2.7     93.1     88.6     99.5     98.0      0.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        9        7       34       40       46       51                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,075
COMMITMENTS
     956       93      361    8,626    8,235    9,943    8,689      132    1,386

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        312)
       0      -49       52      380      279      432      282     -120       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.9      3.6     85.6     81.7     98.7     86.2      1.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        2        4       23       23       31       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,166
COMMITMENTS
     865      905      727   14,771   15,040   16,363   16,672      803      494

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        417)
      13       13       93      296      303      402      409       15        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.3      4.2     86.0     87.6     95.3     97.1      4.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        3       22       17       27       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,143,111
COMMITMENTS
 638,878  311,690  581,029  812,438  1158776  2032345  2051495  110,766   91,616

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     25,096)
  10,330   11,906   -7,383   29,032   15,656   31,979   20,179   -6,883    4,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     14.5     27.1     37.9     54.1     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     165      128      185      107      113      376      344                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,815
COMMITMENTS
  54,317   18,090    2,680   48,313   56,467  105,310   77,237   15,505   43,578

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -127)
     330       71     -557      102       -7     -125     -493       -2      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     15.0      2.2     40.0     46.7     87.2     63.9     12.8     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        3       15       19       21       25                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,909
COMMITMENTS
  17,646   45,744   49,217   51,619   29,098  118,482  124,059   14,427    8,850

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      4,920)
    -803    1,273    4,232    3,139       53    6,568    5,558   -1,648     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     34.4     37.0     38.8     21.9     89.1     93.3     10.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      12       21       25       17       18       48       46                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,305
COMMITMENTS
       0        0        0    6,305    6,170    6,305    6,170        0      135

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -315)
    -165        0        0     -150     -315     -315     -315        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       13       17       13                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:        9,495
COMMITMENTS
   1,650        0        0    7,785    9,480    9,435    9,480       60       15

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         30)
    -405        0        0      475      135       70      135      -40     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      0.0      0.0     82.0     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       17       22       17                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       35,760
COMMITMENTS
  28,219    7,180      562    4,622   26,094   33,403   33,836    2,357    1,924

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -799)
    -668       39     -202       55     -413     -815     -576       16     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9     20.1      1.6     12.9     73.0     93.4     94.6      6.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      78       54       13       28       36      114       96                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       76,578
COMMITMENTS
  45,343   34,810    4,320   17,968   33,171   67,631   72,301    8,947    4,277

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,198)
     500    2,778       52      146   -2,170      698      660      500      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2     45.5      5.6     23.5     43.3     88.3     94.4     11.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     135       53       23       36       30      184       97                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      404,717
COMMITMENTS
 114,629   75,417   85,419  186,659  219,410  386,707  380,246   18,010   24,471

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -4,531)
   5,078      153   -8,197      558    3,289   -2,561   -4,755   -1,970      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     18.6     21.1     46.1     54.2     95.5     94.0      4.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      80       56       90       95      105      220      216                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,121
COMMITMENTS
     822    3,129      650    5,556    3,698    7,028    7,477    2,093    1,644

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        823)
     447     -136      383       44      751      874      998      -51     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     34.3      7.1     60.9     40.5     77.1     82.0     22.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        5        5       15       12       22       19                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       13,398
COMMITMENTS
   5,165        0      712    6,911   11,856   12,788   12,568      610      830

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         60)
      10        0        0      -50     -245      -40     -245      100      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      0.0      5.3     51.6     88.5     95.4     93.8      4.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        3       15       18       19       21                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,502
COMMITMENTS
       0      975      375   13,866   13,442   14,241   14,792    1,261      710

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        475)
       0     -100        0      400      725      400      625       75     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      2.4     89.4     86.7     91.9     95.4      8.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       19       23       20                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,239
COMMITMENTS
   3,648    2,143    1,904    5,716    8,961   11,268   13,008    3,971    2,231

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        453)
     223        0       28      114      576      365      604       88     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     14.1     12.5     37.5     58.8     73.9     85.4     26.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        5       13       12       21       19                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,651
COMMITMENTS
   1,959      615      371    3,738    6,058    6,068    7,044    2,583    1,607

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         86)
    -121      180      -64      389     -275      204     -159     -118      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      7.1      4.3     43.2     70.0     70.1     81.4     29.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       11       17       15       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,990
COMMITMENTS
   7,271   11,066    2,148    5,481    1,710   14,900   14,924       90       66

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        551)
     470       68      119       44      386      633      573      -82      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5     73.8     14.3     36.6     11.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        5        8       10        6       25       16                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,486
COMMITMENTS
   6,895    6,144    4,133    5,575    6,367   16,603   16,644      883      842

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        170)
       4       43       67       80        0      151      110       19       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     35.1     23.6     31.9     36.4     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17       10       17       12       12       37       32                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,118
COMMITMENTS
   2,263    1,511      141   32,462   33,411   34,866   35,063      252       55

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        702)
      60        0        0      627      702      687      702       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      4.3      0.4     92.4     95.1     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        1       31       20       36       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,865
COMMITMENTS
   1,125    2,160      475    4,265    3,230    5,865    5,865        0        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        200)
     100      125       25       75       50      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     36.8      8.1     72.7     55.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        7       15       14       25       21                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,276
COMMITMENTS
   2,381    4,372    1,189   16,906   15,249   20,476   20,810      800      466

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -229)
      30        0        0     -259     -229     -229     -229        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     20.5      5.6     79.5     71.7     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        9        7       25       24       34       36                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,281
COMMITMENTS
     165    1,208       43    3,703    3,294    3,911    4,545    1,370      736

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        150)
      10      -47        7      202      174      219      134      -69       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     22.9      0.8     70.1     62.4     74.1     86.1     25.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       17       16       20       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,281
COMMITMENTS
     824      502      565    2,783    3,214    4,172    4,281      109        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        310)
      25      235        0      285       75      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     11.7     13.2     65.0     75.1     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        5       12       12       19       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,793
COMMITMENTS
   1,572    2,449    2,109    7,904    7,019   11,585   11,577      208      216

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        107)
      60      123       28       34      -23      122      128      -15      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     20.8     17.9     67.0     59.5     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6       11       11       30       28       44       42                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,395
COMMITMENTS
   1,010      747      181    1,055    1,412    2,246    2,340      149       55

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         91)
      60       20       46       65       85      171      151      -80      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     31.2      7.6     44.1     59.0     93.8     97.7      6.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        9        7       16       18       29       29                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,378
COMMITMENTS
   2,206   10,042    3,461   22,912   14,899   28,579   28,402    3,799    3,976

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        961)
      99      495      -91      968      584      976      988      -15      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     31.0     10.7     70.8     46.0     88.3     87.7     11.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        6        5       19       15       25       23                  



Updated June 30, 2017