GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,086
COMMITMENTS
   6,879    2,103    1,910   40,089   44,870   48,878   48,883      208      203

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        978)
     -23      -40      -26    1,027    1,044      978      978        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      4.3      3.9     81.7     91.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11        6       10       33       41       49       52                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,216
COMMITMENTS
     713      222      746    8,744    9,463   10,203   10,431    1,013      785

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        410)
     -11        0       13      224      257      226      270      184      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.0      6.7     78.0     84.4     91.0     93.0      9.0      7.0

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 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,677
COMMITMENTS
     777      153      713   10,690   11,478   12,180   12,344      497      333

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        275)
      23       25       38      231      241      292      304      -17      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.2      5.6     84.3     90.5     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5       10       34       38       45       49                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,579
COMMITMENTS
     150    1,304      244    5,460    4,573    5,854    6,121      725      458

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        323)
       0       44      -19      321      237      302      262       21       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     19.8      3.7     83.0     69.5     89.0     93.0     11.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        9        6       23       24       30       36                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,432
COMMITMENTS
     200      814      185    1,943    1,344    2,328    2,343      104       89

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        330)
       0       14       16      300      300      316      330       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     33.5      7.6     79.9     55.3     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        5       11       10       19       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,145
COMMITMENTS
     130    2,827      295   18,695   16,008   19,120   19,130       25       15

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -400)
       0       35       20     -420     -455     -400     -400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     14.8      1.5     97.6     83.6     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 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,127
COMMITMENTS
   1,348    2,503      592    7,634    6,826    9,574    9,921      553      206

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        516)
      90       18      146      264      402      500      566       16      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     24.7      5.8     75.4     67.4     94.5     98.0      5.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        8       11       28       26       43       40                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,110
COMMITMENTS
     625      615      180    4,710    5,067    5,515    5,862      595      248

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:         85)
       5       46       -1       87        7       91       52       -6       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     10.1      2.9     77.1     82.9     90.3     95.9      9.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        4        4       17       17       23       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      416,254
COMMITMENTS
  74,924   71,149   77,972  224,573  226,056  377,469  375,177   38,785   41,077

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -8,312)
  -1,632  -10,819    4,980  -11,917     -864   -8,569   -6,703      257   -1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     17.1     18.7     54.0     54.3     90.7     90.1      9.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      42       53       68       80       79      169      162                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,654
COMMITMENTS
       0       25      400   34,606   40,504   35,006   40,929   10,648    4,725

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      2,863)
       0        0       50    4,147    2,976    4,197    3,026   -1,334     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.9     75.8     88.7     76.7     89.7     23.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       24       22       25                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,347,273
COMMITMENTS
 349,227  369,267  473,408  454,717  462,443  1277352  1305118   69,921   42,155

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     10,810)
   1,194   -9,071   21,164  -10,830   -1,272   11,528   10,821     -718      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     27.4     35.1     33.8     34.3     94.8     96.9      5.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     131       96      143       70       62      274      244                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      374,537
COMMITMENTS
 169,235  138,509   35,500  157,646  193,100  362,381  367,109   12,156    7,428

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -26,538)
 -16,962   -5,150    1,388   -9,657  -22,314  -25,231  -26,076   -1,307     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     37.0      9.5     42.1     51.6     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       16       28       38       43       72       73                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      130,152
COMMITMENTS
  15,954   48,812   19,102   83,980   54,604  119,036  122,518   11,116    7,634

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -31,535)
  -1,813   -9,653  -10,642  -18,281  -11,231  -30,736  -31,526     -799       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     37.5     14.7     64.5     42.0     91.5     94.1      8.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       16       18       27       25       51       47                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,263,400
COMMITMENTS
 684,972   46,301   69,366  480,804  1132105  1235142  1247772   28,258   15,628

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -50,305)
 -29,393    4,220   -8,684   -9,557  -44,939  -47,634  -49,403   -2,671     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2      3.7      5.5     38.1     89.6     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22        9       22       48       46       78       69                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,811
COMMITMENTS
   7,156   42,095   23,808  206,544  170,248  237,508  236,151    2,303    3,660

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -26,613)
  -4,227  -10,618   -6,500  -15,852   -9,842  -26,579  -26,960      -34      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     17.6      9.9     86.1     71.0     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10       15       19       34       30       57       51                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       67,771
COMMITMENTS
  26,275   21,135    6,263   33,838   39,358   66,376   66,756    1,395    1,015

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,288)
      94      120      153    1,052    1,111    1,299    1,384      -11      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     31.2      9.2     49.9     58.1     97.9     98.5      2.1      1.5

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 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,913
COMMITMENTS
   5,759    1,002    1,070    3,547    8,419   10,376   10,491      537      422

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        -84)
     155     -115       -2     -237       33      -84      -84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8      9.2      9.8     32.5     77.1     95.1     96.1      4.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        2        7       10       11       23       19                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,212
COMMITMENTS
     515      286      110    3,265    3,651    3,890    4,047      322      165

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -606)
     -65     -194      -10     -508     -353     -583     -557      -23      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      6.8      2.6     77.5     86.7     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        2       11       14       14       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,668
COMMITMENTS
   6,062    1,958    3,565   26,823   30,925   36,450   36,448      218      220

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -4,878)
    -727     -357     -632   -3,374   -3,824   -4,733   -4,813     -145      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      5.3      9.7     73.2     84.3     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       11       14       42       52       66       71                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,661
COMMITMENTS
     409       78      349    1,397    1,566    2,155    1,993      506      668

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:         88)
     -10       51       73       29      -21       92      103       -4      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      2.9     13.1     52.5     58.9     81.0     74.9     19.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        6       15       15       22       21                  
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,011
COMMITMENTS
     113      249      290    1,202    1,049    1,605    1,588      406      423

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     12.4     14.4     59.8     52.2     79.8     79.0     20.2     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        4       15       15       19       20                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,064
COMMITMENTS
     381    1,047      270    1,982    1,567    2,633    2,884      431      180

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,047)
    -250      270     -354   -1,458   -1,908   -2,062   -1,992       15      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     34.2      8.8     64.7     51.1     85.9     94.1     14.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        7        5       15       16       23       25                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      140,375
COMMITMENTS
  16,938    1,930    3,032  120,405  135,413  140,375  140,375        0        0

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -8,780)
      40     -600     -240   -8,580   -7,940   -8,780   -8,780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.4      2.2     85.8     96.5    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 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,191
COMMITMENTS
     274    2,131      149   21,474   19,713   21,897   21,993      294      198

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,292)
    -151      -53      -59   -2,034   -2,107   -2,244   -2,219      -48      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      9.6      0.7     96.8     88.8     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        5        2       16       23       19       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      107,104
COMMITMENTS
   9,389    2,228    2,005   94,583  102,541  105,977  106,774    1,127      330

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,091)
      28      446     -318    1,273      883      983    1,011      108       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      2.1      1.9     88.3     95.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      13       15       14       60       63       83       84                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       73,209
COMMITMENTS
  13,785    3,479      830   58,433   68,251   73,048   72,560      161      649

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -3,767)
    -474     -229        0   -3,353   -3,387   -3,827   -3,616       60     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      4.8      1.1     79.8     93.2     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        6        1       20       32       25       39                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,059
COMMITMENTS
   1,291    2,728    1,068   34,436   32,348   36,795   36,144      264      915

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,164)
    -184       90       16   -2,067   -2,400   -2,235   -2,294       71      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      7.4      2.9     92.9     87.3     99.3     97.5      0.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        7        8       31       36       42       46                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,077
COMMITMENTS
     912       90      267    7,667    7,585    8,846    7,942      231    1,135

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -998)
     -44       -3      -94     -959     -650   -1,097     -747       99     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      1.0      2.9     84.5     83.6     97.5     87.5      2.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        1        4       16       22       23       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,410
COMMITMENTS
     732      621      723   13,970   14,590   15,425   15,934      985      476

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -756)
    -133     -284       -4     -801     -450     -938     -738      182      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      3.8      4.4     85.1     88.9     94.0     97.1      6.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        3       22       16       27       21                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,172,632
COMMITMENTS
 633,802  292,755  590,740  845,140  1183286  2069682  2066781  102,950  105,851

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     29,521)
  -5,076  -18,935    9,711   32,702   24,510   37,337   15,286   -7,816   14,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     13.5     27.2     38.9     54.5     95.3     95.1      4.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     165      121      180      103      115      369      342                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,553
COMMITMENTS
  49,213   16,127    2,680   44,705   41,004   96,598   59,811   14,955   51,742

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -9,262)
  -5,104   -1,963        0   -3,608  -15,463   -8,712  -17,426     -550    8,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     14.5      2.4     40.1     36.8     86.6     53.6     13.4     46.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        3       13       14       19       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      121,984
COMMITMENTS
  16,606   43,850   45,335   45,909   24,654  107,850  113,839   14,134    8,145

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -10,925)
  -1,040   -1,894   -3,882   -5,710   -4,444  -10,632  -10,220     -293     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     35.9     37.2     37.6     20.2     88.4     93.3     11.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       18       25       16       17       47       45                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:       10,345
COMMITMENTS
   1,710      150       30    8,500   10,150   10,240   10,330      105       15

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        850)
      60      150       30      715      670      805      850       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      1.4      0.3     82.2     98.1     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       19       17       22       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,412
COMMITMENTS
  27,187    6,753      691    4,352   25,039   32,230   32,483    2,182    1,929

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -1,348)
  -1,032     -427      129     -270   -1,055   -1,173   -1,353     -175        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.0     19.6      2.0     12.6     72.8     93.7     94.4      6.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      74       54       13       24       35      106       95                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,797
COMMITMENTS
  44,318   36,108    1,965   17,786   30,384   64,069   68,457    8,728    4,340

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -3,781)
  -1,025    1,298   -2,355     -182   -2,787   -3,562   -3,844     -219       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     49.6      2.7     24.4     41.7     88.0     94.0     12.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
     130       65       19       36       27      178      100                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      401,822
COMMITMENTS
 114,381   72,039   82,544  186,129  222,749  383,054  377,332   18,768   24,490

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,895)
    -248   -3,378   -2,875     -530    3,339   -3,653   -2,914      758       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     17.9     20.5     46.3     55.4     95.3     93.9      4.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      77       51       79       90      102      205      202                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,381
COMMITMENTS
       0      375      525   10,350   10,616   10,875   11,516    1,506      865

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -3,121)
       0     -600      150   -3,516   -2,826   -3,366   -3,276      245      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      4.2     83.6     85.7     87.8     93.0     12.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       16       15       18       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,265
COMMITMENTS
   6,583   10,099    1,846    4,728    1,317   13,157   13,262      108        3

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -1,725)
    -688     -967     -302     -753     -393   -1,743   -1,662       18      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     76.1     13.9     35.6      9.9     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        7        8        9        5       24       16                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,054
COMMITMENTS
   7,363    6,654    4,092    5,583    6,387   17,038   17,133    1,016      921

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        568)
     468      510      -41        8       20      435      489      133       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     36.9     22.7     30.9     35.4     94.4     94.9      5.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17       10       17       12       12       38       32                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,112
COMMITMENTS
   2,328    1,561      141   32,367   33,355   34,836   35,057      276       55

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:         -6)
      65       50        0      -95      -56      -30       -6       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      4.4      0.4     92.2     95.0     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        1       29       21       35       24                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,055
COMMITMENTS
   1,125    2,235      625    4,305    3,195    6,055    6,055        0        0

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        190)
       0       75      150       40      -35      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     36.9     10.3     71.1     52.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        5        7       15       14       25       22                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,804
COMMITMENTS
   2,774    3,831      253   14,900   13,755   17,927   17,839      877      965

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,472)
     393     -541     -936   -2,006   -1,494   -2,549   -2,971       77      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     20.4      1.3     79.2     73.1     95.3     94.9      4.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8        5       24       20       31       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,464
COMMITMENTS
     175    1,221       43    3,780    3,408    3,998    4,672    1,466      792

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        183)
      10       13        0       77      114       87      127       96       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     22.3      0.8     69.2     62.4     73.2     85.5     26.8     14.5

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 07/03/17                         |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,636
COMMITMENTS
   1,736    1,947    1,224    6,209    5,919    9,169    9,090      467      546

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,157)
     164     -502     -885   -1,695   -1,100   -2,416   -2,487      259      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     20.2     12.7     64.4     61.4     95.2     94.3      4.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        8        7       25       24       35       35                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,687
COMMITMENTS
   1,170      769      231    1,077    1,572    2,478    2,572      209      115

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        292)
     160       22       50       22      160      232      232       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     28.6      8.6     40.1     58.5     92.2     95.7      7.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        8        7       17       19       30       32                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,700
COMMITMENTS
   2,371    8,029    2,595   18,188   12,654   23,154   23,278    4,546    4,422

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -4,678)
     165   -2,013     -866   -4,724   -2,245   -5,425   -5,124      747      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     29.0      9.4     65.7     45.7     83.6     84.0     16.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        4       14       13       19       20                  



Updated July 7, 2017