GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,928
COMMITMENTS
   5,827    1,420    1,885   39,025   43,522   46,737   46,827      191      101

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,008)
     225     -128     -370    1,153    1,598    1,008    1,100        0      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      3.0      4.0     83.2     92.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      10        6        7       38       42       49       54                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,513
COMMITMENTS
     898      247      509    7,085    7,892    8,492    8,648    1,021      865

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        -99)
      20        0      -21     -198      -75     -199      -96      100       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.6      5.4     74.5     83.0     89.3     90.9     10.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        4        7       26       29       33       38                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,822
COMMITMENTS
      35       50       15    1,503    1,493    1,553    1,558      269      264

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.7      0.8     82.5     81.9     85.2     85.5     14.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       12       13       14       14                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,288
COMMITMENTS
   1,159      225      482    9,153   10,218   10,794   10,925      494      363

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        751)
      18       28        0      720      680      738      708       13       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      2.0      4.3     81.1     90.5     95.6     96.8      4.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        5       11       33       37       45       49                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,814
COMMITMENTS
     111    1,134      142    5,817    4,860    6,070    6,136      744      678

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        130)
       0       59      -30      126       84       96      113       34       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     16.6      2.1     85.4     71.3     89.1     90.0     10.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        5       24       22       30       29                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,757
COMMITMENTS
     165      450      158    1,302      936    1,625    1,544      132      213

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        235)
      70       11        8      100      125      178      144       57       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     25.6      9.0     74.1     53.3     92.5     87.9      7.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        5       10        8       17       15                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,140
COMMITMENTS
     116    2,245      253   17,746   15,402   18,115   17,900       25      240

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        260)
     -50        0        5      295      255      250      260       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     12.4      1.4     97.8     84.9     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        4       24       23       29       30                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,966
COMMITMENTS
   1,275    2,499      519    7,559    6,726    9,353    9,744      613      222

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        633)
      59        3      173      395      445      627      621        6       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     25.1      5.2     75.8     67.5     93.8     97.8      6.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        7       11       26       29       40       42                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,003
COMMITMENTS
     707      562      243    4,434    4,957    5,384    5,762      619      241

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:         22)
       0       30       -5       45      -25       40        0      -18       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      9.4      4.0     73.9     82.6     89.7     96.0     10.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        5       15       15       22       21                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      404,687
COMMITMENTS
  90,276   67,843   67,390  204,777  239,795  362,443  375,028   42,244   29,659

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -4,740)
  12,197     -359   -3,678  -14,509    5,600   -5,990    1,563    1,250   -6,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     16.8     16.7     50.6     59.3     89.6     92.7     10.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      54       43       70       79       83      175      160                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,797
COMMITMENTS
     232      920      995   15,475   15,529   16,702   17,444    2,095    1,353

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.9      5.3     82.3     82.6     88.9     92.8     11.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       15       17       18                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,561
COMMITMENTS
       0      125      175   46,586   49,705   46,761   50,005    6,800    3,556

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      4,372)
       0     -100      -25    5,401    5,470    5,376    5,345   -1,004     -973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.3     87.0     92.8     87.3     93.4     12.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       24       27       25       28                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,343,772
COMMITMENTS
 359,814  418,019  464,553  454,423  420,388  1278790  1302960   64,982   40,812

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     27,915)
  23,819   39,436      911    8,920  -10,624   33,650   29,723   -5,735   -1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     31.1     34.6     33.8     31.3     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     127      124      147       77       62      283      266                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      373,199
COMMITMENTS
 192,431  146,768   29,832  138,684  189,324  360,947  365,924   12,252    7,275

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:    -24,406)
  -5,531   -2,619   -5,895  -11,935  -15,802  -23,361  -24,316   -1,045      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.6     39.3      8.0     37.2     50.7     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       15       27       38       40       71       68                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      118,474
COMMITMENTS
  12,958   34,732   17,379   79,918   58,366  110,255  110,477    8,219    7,997

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:    -24,891)
  -4,626  -12,991   -7,588  -13,151   -5,396  -25,365  -25,975      474    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     29.3     14.7     67.5     49.3     93.1     93.2      6.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6       15       17       26       24       44       44                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,270,447
COMMITMENTS
 668,432   55,648   73,021  501,243  1127518  1242696  1256187   27,751   14,260

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:    -40,920)
 -33,792      173   -3,389   -3,373  -36,164  -40,554  -39,380     -366   -1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      4.4      5.7     39.5     88.7     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22        7       22       46       45       75       68                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,948
COMMITMENTS
   6,327   48,941   23,895  197,115  156,668  227,337  229,504    6,611    4,444

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:    -17,932)
  -9,413    1,330    1,713  -12,595  -21,269  -20,295  -18,226    2,363      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     20.9     10.2     84.3     67.0     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      12       14       22       31       27       56       50                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       59,332
COMMITMENTS
  21,925   16,742    7,078   29,134   35,064   58,137   58,884    1,195      448

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -5,175)
    -797   -2,453     -535   -3,702   -1,887   -5,034   -4,875     -141     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     28.2     11.9     49.1     59.1     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       17       24       19       18       48       45                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,616
COMMITMENTS
   4,461      985      822    2,880    6,296    8,163    8,103      453      513

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -873)
    -578     -271      -80     -201     -557     -859     -908      -14       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     11.4      9.5     33.4     73.1     94.7     94.0      5.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        3        6        7        8       19       15                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,561
COMMITMENTS
      55      164      100    4,045    3,882    4,200    4,146      361      415

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -198)
    -440     -212       70      218     -211     -152     -353      -46      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.6      2.2     88.7     85.1     92.1     90.9      7.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        3       13       13       16       17                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       35,008
COMMITMENTS
   6,608    1,375    3,783   24,444   29,736   34,835   34,894      173      114

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -7,524)
     261     -520     -496   -7,229   -6,396   -7,464   -7,412      -60     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      3.9     10.8     69.8     84.9     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       12       12       43       53       68       73                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,920
COMMITMENTS
     404      100      555    1,459    1,713    2,418    2,368      502      552

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        269)
      22       -3       88       99      188      209      273       60       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      3.4     19.0     50.0     58.7     82.8     81.1     17.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4       10       15       16       26       26                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,070
COMMITMENTS
     289      279      543    1,713    1,925    2,545    2,747      525      323

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,371)
     -78     -434     -161   -1,142     -940   -1,381   -1,535       10      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      9.1     17.7     55.8     62.7     82.9     89.5     17.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        5        6       15       18       23       25                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      132,277
COMMITMENTS
  17,824      400    2,756  111,697  129,121  132,277  132,277        0        0

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -8,588)
     886   -1,530     -276   -9,198   -6,782   -8,588   -8,588        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.3      2.1     84.4     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       19       19       21       21                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,861
COMMITMENTS
     645    1,934      122   19,828   18,626   20,595   20,682      266      179

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -2,413)
     -39     -136     -100   -2,262   -2,154   -2,401   -2,390      -12      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      9.3      0.6     95.0     89.3     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        2       17       27       21       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      108,970
COMMITMENTS
   9,381    1,791    2,953   95,400  103,848  107,734  108,592    1,236      378

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      2,899)
    -759     -109      294    3,188    2,802    2,723    2,987      176      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      1.6      2.7     87.5     95.3     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      16       14       18       61       62       87       85                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       72,554
COMMITMENTS
  13,161    2,171    1,106   58,227   68,454   72,494   71,731       60      823

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -2,623)
    -859   -1,078      276   -1,969   -1,915   -2,552   -2,717      -71       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      3.0      1.5     80.3     94.3     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        3       24       35       30       41                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,059
COMMITMENTS
   1,727    2,459    1,445   35,499   34,476   38,671   38,380      388      679

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,635)
     391     -468      117   -2,307   -1,301   -1,799   -1,652      164       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      6.3      3.7     90.9     88.3     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10        7        9       29       41       44       52                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,556
COMMITMENTS
     845       55      199    7,341    7,389    8,385    7,643      171      913

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -775)
    -102      -35      -92     -603     -596     -797     -723       22      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.6      2.3     85.8     86.4     98.0     89.3      2.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        1        3       17       22       23       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,764
COMMITMENTS
     871      948      682   13,679   13,681   15,232   15,311      532      453

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,705)
      39     -142     -117   -1,315   -1,410   -1,393   -1,669     -312      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      6.0      4.3     86.8     86.8     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        3       25       18       30       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,219,691
COMMITMENTS
 717,912  231,147  683,826  732,709  1217844  2134447  2132817   85,244   86,874

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     69,720)
  58,862   -4,565   52,290  -32,095   30,974   79,057   78,699   -9,337   -8,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     10.4     30.8     33.0     54.9     96.2     96.1      3.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
     163      119      185      103      114      363      344                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      112,875
COMMITMENTS
  48,235   14,395    3,261   46,124   36,210   97,620   53,866   15,255   59,009

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -6,132)
  -5,565   -1,652      370   -1,267   -6,652   -6,462   -7,934      330    1,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     12.8      2.9     40.9     32.1     86.5     47.7     13.5     52.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        3       11       12       16       16                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,806
COMMITMENTS
  23,045   53,754   38,721   55,351   29,269  117,117  121,744   11,689    7,062

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -8,124)
   2,929    4,952  -11,367    2,418   -1,270   -6,020   -7,685   -2,104     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     41.7     30.1     43.0     22.7     90.9     94.5      9.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18       16       27       18       21       53       49                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,105
COMMITMENTS
     120        0        0    4,985    4,997    5,105    4,997        0      108

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:          0)
     120        0        0     -120        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     97.6     97.9    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       11       16       11                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:       13,140
COMMITMENTS
   2,865        0      135   10,020   12,930   13,020   13,065      120       75

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      2,200)
     570        0        0    1,645    2,185    2,215    2,185      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      0.0      1.0     76.3     98.4     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        1       19       15       24       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,842
COMMITMENTS
  27,194    6,459    1,556    3,873   25,309   32,623   33,324    2,219    1,518

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,313)
   1,750      304      -65     -630    1,114    1,055    1,353      258      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     18.5      4.5     11.1     72.6     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      92       56       19       27       41      129      106                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,421
COMMITMENTS
  45,276   32,464    2,106   16,399   34,319   63,781   68,889    8,640    3,532

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,359)
   1,702     -927     -284     -121    2,732    1,297    1,521       62     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.5     44.8      2.9     22.6     47.4     88.1     95.1     11.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
     124       60       16       32       35      163      107                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      400,893
COMMITMENTS
 124,587   61,329   82,277  171,624  241,565  378,488  385,171   22,405   15,722

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      9,603)
  12,065    6,029  -10,929    7,404   19,563    8,540   14,663    1,063   -5,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     15.3     20.5     42.8     60.3     94.4     96.1      5.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      88       51       86       81      104      213      208                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,172
COMMITMENTS
   3,239    1,173      525    4,971    6,939    8,735    8,637    1,437    1,535

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -646)
    -394     -390     -160      630     -190       76     -740     -722       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     11.5      5.2     48.9     68.2     85.9     84.9     14.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       14       12       18       16                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,610
COMMITMENTS
     975        0      525   11,439   12,016   12,939   12,541      671    1,069

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,510)
     500        0     -400   -1,150   -1,170   -1,050   -1,570     -460       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      3.9     84.0     88.3     95.1     92.1      4.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       19       20       22       22                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,325
COMMITMENTS
   5,307    8,510    2,178    4,782    1,600   12,267   12,288       58       37

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,669)
    -201   -1,526     -188   -1,285       84   -1,674   -1,630        5      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     69.0     17.7     38.8     13.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        5        5       10        7       21       14                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,663
COMMITMENTS
   8,646    9,381    3,443    5,573    4,918   17,662   17,742    1,001      921

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,087)
     776      966      206        5      -70      987    1,102      100      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     50.3     18.4     29.9     26.4     94.6     95.1      5.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      19       14       15       11       10       38       32                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,975
COMMITMENTS
   1,845      800      167   36,784   38,003   38,796   38,970      179        5

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      2,694)
     -76     -100       75    2,695    2,719    2,694    2,694        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.1      0.4     94.4     97.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       30       17       37       19                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,515
COMMITMENTS
   1,125    2,130      450    3,940    2,935    5,515    5,515        0        0

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        180)
     -50        0        0      230      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     38.6      8.2     71.4     53.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        4        5       13       10       22       18                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,207
COMMITMENTS
   2,645    3,538      214   13,644   12,634   16,503   16,386      704      821

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,403)
    -263     -357       24   -1,066     -919   -1,305   -1,252      -98     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     20.6      1.2     79.3     73.4     95.9     95.2      4.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        8        3       25       21       32       30                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,004
COMMITMENTS
     292    1,216       43    3,309    3,146    3,644    4,405    1,360      599

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        -23)
       0       10        0       21      -37       21      -27      -44        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     24.3      0.9     66.1     62.9     72.8     88.0     27.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        3       17       15       21       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,871
COMMITMENTS
     532      627      345    2,670    2,899    3,547    3,871      324        0

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:         82)
      82       57        0        0       25       82       82        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     16.2      8.9     69.0     74.9     91.6    100.0      8.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        2       11       11       17       14                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,737
COMMITMENTS
   2,449    2,956    1,547    6,317    5,885   10,313   10,388      424      349

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,784)
    -104       45     -520   -1,227   -1,279   -1,851   -1,754       67      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     27.5     14.4     58.8     54.8     96.1     96.7      3.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        6        8       22       23       35       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,368
COMMITMENTS
     653      452      528      981    1,268    2,162    2,248      206      120

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        177)
     -80      -10       80      217      157      217      227      -40      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     19.1     22.3     41.4     53.5     91.3     94.9      8.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        6        9       15       19       28       32                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,238
COMMITMENTS
   1,442    6,219    2,031   17,514   12,521   20,987   20,771    4,251    4,467

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -4,200)
    -923      219     -852   -2,301   -3,224   -4,076   -3,857     -124     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     24.6      8.0     69.4     49.6     83.2     82.3     16.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        3       15       15       19       20                  



Updated August 4, 2017