GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    45,920:    34,879     38,999      2,062      1,994        931         25          0          0      5,577      1,548      2,255:      191       193
Old  :    45,920:    34,879     38,999      2,062      1,994        931         25          0          0      5,577      1,548      2,255:      191       193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,668:     1,851      1,341         72        601       -665          0          0          0         86         45        324:        0        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       84.9        4.5        4.3        2.0        0.1        0.0        0.0       12.1        3.4        4.9:      0.4       0.4
Old  :     100.0:      76.0       84.9        4.5        4.3        2.0        0.1        0.0        0.0       12.1        3.4        4.9:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        26         31          4          6          7          .          0          0          9          6          6:
Old  :        58:        26         31          4          6          7          .          0          0          9          6          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       35.1       60.5       57.1       18.2       20.2       30.6       29.8
Old  :                 38.7       35.1       60.5       57.1       18.2       20.2       30.6       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     9,612:     6,552      7,098        124        262        607          0          0          0        878        247        530:      921       868
Old  :     9,612:     6,552      7,098        124        262        607          0          0          0        878        247        530:      921       868
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :        64:        36        -29          0        -35         16          0          0          0        -35         27         33:       14        52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       73.8        1.3        2.7        6.3        0.0        0.0        0.0        9.1        2.6        5.5:      9.6       9.0
Old  :     100.0:      68.2       73.8        1.3        2.7        6.3        0.0        0.0        0.0        9.1        2.6        5.5:      9.6       9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        22         24          .          4          5          0          0          0          5          4          7:
Old  :        39:        22         24          .          4          5          0          0          0          5          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       31.9       55.3       57.7       14.3       19.2       21.6       25.2
Old  :                 38.3       31.9       55.3       57.7       14.3       19.2       21.6       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    10,537:     7,478      8,742        209         50        746          0          0          0      1,141        197        482:      481       320
Old  :    10,537:     7,478      8,742        209         50        746          0          0          0      1,141        197        482:      481       320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       198:       -21        129          5          0          8          0          0          0        142         74         46:       18       -59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       83.0        2.0        0.5        7.1        0.0        0.0        0.0       10.8        1.9        4.6:      4.6       3.0
Old  :     100.0:      71.0       83.0        2.0        0.5        7.1        0.0        0.0        0.0       10.8        1.9        4.6:      4.6       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        25         29          5          .          7          0          0          0          6          5         11:
Old  :        52:        25         29          5          .          7          0          0          0          6          5         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       35.8       60.0       56.9       22.4       24.3       29.7       31.4
Old  :                 37.8       35.8       60.0       56.9       22.4       24.3       29.7       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A17
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     6,684:     4,839      3,042        763      1,645         89          0          0          0        111      1,075        172:      710       661
Old  :     6,684:     4,839      3,042        763      1,645         89          0          0          0        111      1,075        172:      710       661
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       867:     1,169        891          0         70        -60          0          0          0        -44         25          5:     -203       -64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       45.5       11.4       24.6        1.3        0.0        0.0        0.0        1.7       16.1        2.6:     10.6       9.9
Old  :     100.0:      72.4       45.5       11.4       24.6        1.3        0.0        0.0        0.0        1.7       16.1        2.6:     10.6       9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        19         16          .          6          .          0          0          0          .          6          5:
Old  :        40:        19         16          .          6          .          0          0          0          .          6          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       48.7       63.3       63.5       38.4       40.1       57.8       50.2
Old  :                 38.5       48.7       63.3       63.5       38.4       40.1       57.8       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A19
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     1,522:     1,167        811         35          0          0         50          0          0         45        439        150:       75       122
Old  :     1,522:     1,167        811         35          0          0         50          0          0         45        439        150:       75       122
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :        76:        81         91         35          0          0          0          0          0        -15        -20         15:      -40       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       53.3        2.3        0.0        0.0        3.3        0.0        0.0        3.0       28.8        9.9:      4.9       8.0
Old  :     100.0:      76.7       53.3        2.3        0.0        0.0        3.3        0.0        0.0        3.0       28.8        9.9:      4.9       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8          7          .          0          0          .          0          0          .          4          6:
Old  :        23:         8          7          .          0          0          .          0          0          .          4          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       51.3       76.7       76.0       54.3       47.0       69.8       65.4
Old  :                 54.3       51.3       76.7       76.0       54.3       47.0       69.8       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    17,880:    11,291     12,462      3,625        150      2,535          0          0          0        166      2,245        248:       15       240
Old  :    17,880:    11,291     12,462      3,625        150      2,535          0          0          0        166      2,245        248:       15       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       301:       167        113          0          0        105          0          0          0         16         70         13:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.1       69.7       20.3        0.8       14.2        0.0        0.0        0.0        0.9       12.6        1.4:      0.1       1.3
Old  :     100.0:      63.1       69.7       20.3        0.8       14.2        0.0        0.0        0.0        0.9       12.6        1.4:      0.1       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        16         19          7          .          .          0          0          0          .          5          4:
Old  :        38:        16         19          7          .          .          0          0          0          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       39.1       69.6       62.2       24.7       22.2       36.1       33.9
Old  :                 43.8       39.1       69.6       62.2       24.7       22.2       36.1       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-021A35
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     9,333:     6,948      4,445         19      1,639        197          0          0          0      1,216      2,496        346:      607       210
Old  :     9,333:     6,948      4,445         19      1,639        197          0          0          0      1,216      2,496        346:      607       210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       534:       452        215        -12          2         42          0          0          0         18        234         43:       -9        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       47.6        0.2       17.6        2.1        0.0        0.0        0.0       13.0       26.7        3.7:      6.5       2.3
Old  :     100.0:      74.4       47.6        0.2       17.6        2.1        0.0        0.0        0.0       13.0       26.7        3.7:      6.5       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        21         17          .          8          7          0          0          0          8          7          9:
Old  :        54:        21         17          .          8          7          0          0          0          8          7          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       55.9       64.3       70.4       51.0       55.9       63.2       70.0
Old  :                 51.1       55.9       64.3       70.4       51.0       55.9       63.2       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A56
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000 metric tons                                                                                                        :
     :          :    Positions                                                                                                           :
All  :     5,981:     3,648      4,925        684          0         57        660          0          0         47        532        248:      637       219
Old  :     5,981:     3,648      4,925        684          0         57        660          0          0         47        532        248:      637       219
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :        15:       -86          4         29          0         -4          0          0          0        -15          0         15:       76         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       82.3       11.4        0.0        1.0       11.0        0.0        0.0        0.8        8.9        4.1:     10.7       3.7
Old  :     100.0:      61.0       82.3       11.4        0.0        1.0       11.0        0.0        0.0        0.8        8.9        4.1:     10.7       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         13          4          0          .          .          0          0          .          .          5:
Old  :        26:        11         13          4          0          .          .          0          0          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       50.2       65.8       74.1       30.0       39.4       43.7       52.0
Old  :                 44.5       50.2       65.8       74.1       30.0       39.4       43.7       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   409,427:   120,208    212,481     78,593      1,229     20,485     35,558     38,098     25,961     42,521     30,104     45,107:   40,994    35,962
Old  :   409,427:   120,208    212,481     78,593      1,229     20,485     35,558     38,098     25,961     42,521     30,104     45,107:   40,994    35,962
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :   -14,729:    -6,198       -864        469        -86      6,092      6,418     -3,859    -17,297         46      9,543     -5,165:      906    -3,093
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.4       51.9       19.2        0.3        5.0        8.7        9.3        6.3       10.4        7.4       11.0:     10.0       8.8
Old  :     100.0:      29.4       51.9       19.2        0.3        5.0        8.7        9.3        6.3       10.4        7.4       11.0:     10.0       8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       200:        54         68         20          .         14         34         22         37         15         22         34:
Old  :       200:        54         68         20          .         14         34         22         37         15         22         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       20.6       26.8       30.0       12.7       12.5       20.5       18.7
Old  :                 16.2       20.6       26.8       30.0       12.7       12.5       20.5       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-022A13
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    49,189:    34,859     40,123      5,864      3,650        462          0          0          0          0        225        200:    7,804     4,529
Old  :    49,189:    34,859     40,123      5,864      3,650        462          0          0          0          0        225        200:    7,804     4,529
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     3,933:     4,455      2,900      2,460        710         15          0          0          0          0        100       -100:   -2,897       308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       81.6       11.9        7.4        0.9        0.0        0.0        0.0        0.0        0.5        0.4:     15.9       9.2
Old  :     100.0:      70.9       81.6       11.9        7.4        0.9        0.0        0.0        0.0        0.0        0.5        0.4:     15.9       9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        19         20          .          .          .          0          0          0          0          .          .:
Old  :        27:        19         20          .          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       55.7       65.2       71.4       39.2       44.6       52.2       56.7
Old  :                 46.3       55.7       65.2       71.4       39.2       44.6       52.2       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :     1,811:       134        966         22         56        278        479         94         96        387        134         99:      316        88
Old  :     1,811:       134        966         22         56        278        479         94         96        387        134         99:      316        88
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -194:      -126        126          0         -2          0         83        -14       -156        -23        -67        -39:       67       -42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.4       53.3        1.2        3.1       15.4       26.4        5.2        5.3       21.4        7.4        5.5:     17.4       4.9
Old  :     100.0:       7.4       53.3        1.2        3.1       15.4       26.4        5.2        5.3       21.4        7.4        5.5:     17.4       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         .          8          .          .          .          5          .          .          .          .          .:
Old  :        20:         .          8          .          .          .          5          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       63.8       77.1       84.1       40.3       48.2       50.1       59.3
Old  :                 60.7       63.8       77.1       84.1       40.3       48.2       50.1       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-025608
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(100 CUBIC METERS)                                                                                                      :
     :          :    Positions                                                                                                           :
All  :     4,759:     3,767      4,053         20          0         40          0          0          0        495        376         30:      407       260
Old  :     4,759:     3,767      4,053         20          0         40          0          0          0        495        376         30:      407       260
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       256:       191        156         20          0        -10          0          0          0         -5         80          0:       60        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       85.2        0.4        0.0        0.8        0.0        0.0        0.0       10.4        7.9        0.6:      8.6       5.5
Old  :     100.0:      79.2       85.2        0.4        0.0        0.8        0.0        0.0        0.0       10.4        7.9        0.6:      8.6       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         15          .          0          .          0          0          0          .          4          .:
Old  :        24:        12         15          .          0          .          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       42.7       70.2       72.0       27.0       24.9       31.9       32.1
Old  :                 38.4       42.7       70.2       72.0       27.0       24.9       31.9       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    42,532:    29,650     34,832      1,697        974        326      5,264        255         94      1,083      1,640      4,185:      233       226
Old  :    42,532:    29,650     34,832      1,697        974        326      5,264        255         94      1,083      1,640      4,185:      233       226
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       787:       902      1,465         75        -15       -100         64         37        -30          4       -458       -106:      -22        -6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.7       81.9        4.0        2.3        0.8       12.4        0.6        0.2        2.5        3.9        9.8:      0.5       0.5
Old  :     100.0:      69.7       81.9        4.0        2.3        0.8       12.4        0.6        0.2        2.5        3.9        9.8:      0.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        89:        38         48          4          .          5          8          .          .          9         11         12:
Old  :        89:        38         48          4          .          5          8          .          .          9         11         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       34.6       51.1       50.9       19.5       13.7       27.5       21.8
Old  :                 33.1       34.6       51.1       50.9       19.5       13.7       27.5       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-03265A
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,651:     1,306      1,450         33         54         21          0          0          0        382        103        467:      442       556
Old  :     2,651:     1,306      1,450         33         54         21          0          0          0        382        103        467:      442       556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       266:       154        147         26          0        -53          0          0          0          3         12        100:       36        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       54.7        1.2        2.0        0.8        0.0        0.0        0.0       14.4        3.9       17.6:     16.7      21.0
Old  :     100.0:      49.3       54.7        1.2        2.0        0.8        0.0        0.0        0.0       14.4        3.9       17.6:     16.7      21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         15          .          .          .          0          0          0          6          4          9:
Old  :        27:        13         15          .          .          .          0          0          0          6          4          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       31.2       54.7       49.2       22.5       14.4       27.6       19.6
Old  :                 39.5       31.2       54.7       49.2       22.5       14.4       27.6       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-03265J
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     4,441:     2,333      2,154        251        440        271        136          0          0        231        713        704:      515       159
Old  :     4,441:     2,333      2,154        251        440        271        136          0          0        231        713        704:      515       159
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       387:       200        307          0          0         75          0          0          0          5        -97         77:       30        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.5       48.5        5.7        9.9        6.1        3.1        0.0        0.0        5.2       16.1       15.9:     11.6       3.6
Old  :     100.0:      52.5       48.5        5.7        9.9        6.1        3.1        0.0        0.0        5.2       16.1       15.9:     11.6       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         17          .          .          .          .          0          0          .          6          9:
Old  :        36:        20         17          .          .          .          .          0          0          .          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       40.3       55.3       60.7       29.6       30.8       43.7       45.2
Old  :                 34.2       40.3       55.3       60.7       29.6       30.8       43.7       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE                                                                                                  Code-067411
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   556,213:   219,322    212,593     27,117     51,043     80,368     42,744     19,079     42,059     40,610     43,386     91,585:   12,408    16,100
Old  :   556,213:   219,322    212,593     27,117     51,043     80,368     42,744     19,079     42,059     40,610     43,386     91,585:   12,408    16,100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,682:     8,828     -5,413     -4,358     -4,540      2,163     -4,889     -4,376      3,563       -291     10,937     -4,061:      727     3,409
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.4       38.2        4.9        9.2       14.4        7.7        3.4        7.6        7.3        7.8       16.5:      2.2       2.9
Old  :     100.0:      39.4       38.2        4.9        9.2       14.4        7.7        3.4        7.6        7.3        7.8       16.5:      2.2       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       161:        53         55         13          9         20         16          6         16         25         27         41:
Old  :       161:        53         55         13          9         20         16          6         16         25         27         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       22.1       39.8       34.8       19.2       12.3       25.9       18.6
Old  :                 29.2       22.1       39.8       34.8       19.2       12.3       25.9       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 2,149,971:   392,149    602,784    197,539    408,970    175,116    327,029     90,169    331,446    332,021    145,543    300,090:   94,581    95,853
Old  : 2,149,971:   392,149    602,784    197,539    408,970    175,116    327,029     90,169    331,446    332,021    145,543    300,090:   94,581    95,853
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     9,911:   -32,381    -34,938      3,896     30,199    -10,565     -1,335    -28,854     19,582      8,370      9,010     22,278:       66     3,199
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.2       28.0        9.2       19.0        8.1       15.2        4.2       15.4       15.4        6.8       14.0:      4.4       4.5
Old  :     100.0:      18.2       28.0        9.2       19.0        8.1       15.2        4.2       15.4       15.4        6.8       14.0:      4.4       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       415:        57         73         20         25         39         60         51         76         99         60        105:
Old  :       415:        57         73         20         25         39         60         51         76         99         60        105:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       17.0       28.9       27.2       14.4       12.7       21.1       19.2
Old  :                 17.9       17.0       28.9       27.2       14.4       12.7       21.1       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   119,007:    21,017     11,479     24,357     29,366      2,017          0          0          0     53,800     16,047      2,891:   14,925    57,207
Old  :   119,007:    21,017     11,479     24,357     29,366      2,017          0          0          0     53,800     16,047      2,891:   14,925    57,207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     2,000:       229         92      1,608        182       -506          0          0          0        272        329         -8:      405     1,911
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.7        9.6       20.5       24.7        1.7        0.0        0.0        0.0       45.2       13.5        2.4:     12.5      48.1
Old  :     100.0:      17.7        9.6       20.5       24.7        1.7        0.0        0.0        0.0       45.2       13.5        2.4:     12.5      48.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         8          8          .          5          6          0          0          0          5          .          4:
Old  :        27:         8          8          .          5          6          0          0          0          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       33.3       81.3       44.1       56.5       33.2       78.6       43.2
Old  :                 57.4       33.3       81.3       44.1       56.5       33.2       78.6       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   136,930:    11,300     12,490     32,543      8,959      9,090      4,883     25,356      3,732     15,233     23,446     46,356:   13,793     7,501
Old  :   136,930:    11,300     12,490     32,543      8,959      9,090      4,883     25,356      3,732     15,233     23,446     46,356:   13,793     7,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     8,207:      -201        361        704      2,613      4,319          0       -471       -563      2,730      2,277        463:      755      -792
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.3        9.1       23.8        6.5        6.6        3.6       18.5        2.7       11.1       17.1       33.9:     10.1       5.5
Old  :     100.0:       8.3        9.1       23.8        6.5        6.6        3.6       18.5        2.7       11.1       17.1       33.9:     10.1       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:         9         10          6          4          7          .          .          .         15         15         24:
Old  :        58:         9         10          6          4          7          .          .          .         15         15         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       36.7       47.3       52.7       25.7       26.7       32.4       35.1
Old  :                 32.8       36.7       47.3       52.7       25.7       26.7       32.4       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN HVY CRUDE NET ENRGY  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-067A49
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,105:     3,745      3,692      1,315      1,260         45          0          0          0          0          0          0:        0       108
Old  :     5,105:     3,745      3,692      1,315      1,260         45          0          0          0          0          0          0:        0       108
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -135:         0          0          0          0       -135          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       72.3       25.8       24.7        0.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       2.1
Old  :     100.0:      73.4       72.3       25.8       24.7        0.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13          6          .          4          .          0          0          0          0          0          0:
Old  :        24:        13          6          .          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       83.5       86.1       95.5       59.7       81.9       85.2       94.0
Old  :                 60.6       83.5       86.1       95.5       59.7       81.9       85.2       94.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-067A75
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 U.S. BARRELS)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    10,940:     7,175      3,455        885      6,975        315        180          0          0      2,115          0        135:      135        60
Old  :    10,940:     7,175      3,455        885      6,975        315        180          0          0      2,115          0        135:      135        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -395:      -950        145       -300       -570         45        180          0          0        600          0          0:       30       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       31.6        8.1       63.8        2.9        1.6        0.0        0.0       19.3        0.0        1.2:      1.2       0.5
Old  :     100.0:      65.6       31.6        8.1       63.8        2.9        1.6        0.0        0.0       19.3        0.0        1.2:      1.2       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15          9          .          5          .          .          0          0          .          0          .:
Old  :        27:        15          9          .          5          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       71.4       75.2       91.0       43.1       65.6       67.5       78.6
Old  :                 47.2       71.4       75.2       91.0       43.1       65.6       67.5       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB)  - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-111659
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   391,290:    86,939    201,741     61,072      4,052     16,209     55,356     27,749     37,616     57,166     27,551     55,590:   21,342    20,782
Old  :   391,290:    86,939    201,741     61,072      4,052     16,209     55,356     27,749     37,616     57,166     27,551     55,590:   21,342    20,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    -4,471:    -4,126      5,959        736       -788      1,814      2,150    -10,797     -6,031       -231      4,974        311:      906        87
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.2       51.6       15.6        1.0        4.1       14.1        7.1        9.6       14.6        7.0       14.2:      5.5       5.3
Old  :     100.0:      22.2       51.6       15.6        1.0        4.1       14.1        7.1        9.6       14.6        7.0       14.2:      5.5       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       265:        65         87         17          9         15         53         21         50         31         34         40:
Old  :       265:        65         87         17          9         15         53         21         50         31         34         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       15.7       32.1       24.7       15.8        8.2       21.9       13.4
Old  :                 20.1       15.7       32.1       24.7       15.8        8.2       21.9       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    10,818:     4,221      6,929          0         80        120        225          0          9      3,408      1,563        676:    2,159     1,441
Old  :    10,818:     4,221      6,929          0         80        120        225          0          9      3,408      1,563        676:    2,159     1,441
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,912:     1,178        879          0         80        120          0          0          0        498        572        143:      -27       118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.0       64.1        0.0        0.7        1.1        2.1        0.0        0.1       31.5       14.4        6.2:     20.0      13.3
Old  :     100.0:      39.0       64.1        0.0        0.7        1.1        2.1        0.0        0.1       31.5       14.4        6.2:     20.0      13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8         11          0          .          .          .          0          .          4          .          4:
Old  :        23:         8         11          0          .          .          .          0          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       48.4       64.5       71.1       43.8       45.3       58.8       66.0
Old  :                 46.6       48.4       64.5       71.1       43.8       45.3       58.8       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A11
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1000 U.S. Barrels)                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    11,156:     6,794      7,766        110        909        730          0          0          0      2,302         16      1,035:      185       700
Old  :    11,156:     6,794      7,766        110        909        730          0          0          0      2,302         16      1,035:      185       700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -225:       -35        -25          0          0       -200          0          0          0          0          0          0:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.9       69.6        1.0        8.1        6.5        0.0        0.0        0.0       20.6        0.1        9.3:      1.7       6.3
Old  :     100.0:      60.9       69.6        1.0        8.1        6.5        0.0        0.0        0.0       20.6        0.1        9.3:      1.7       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         14          .          .          .          0          0          0          .          .          .:
Old  :        20:        12         14          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       48.6       76.3       71.2       27.0       20.8       32.2       27.8
Old  :                 56.1       48.6       76.3       71.2       27.0       20.8       32.2       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A31
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    15,120:    12,589     13,186          0          0          0          0          0          0        475          0        925:    1,131     1,009
Old  :    15,120:    12,589     13,186          0          0          0          0          0          0        475          0        925:    1,131     1,009
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,539:       964      1,420          0          0          0          0          0          0        475       -375        350:     -250       144
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       87.2        0.0        0.0        0.0        0.0        0.0        0.0        3.1        0.0        6.1:      7.5       6.7
Old  :     100.0:      83.3       87.2        0.0        0.0        0.0        0.0        0.0        0.0        3.1        0.0        6.1:      7.5       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        17         18          0          0          0          0          0          0          .          0          .:
Old  :        25:        17         18          0          0          0          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       51.3       65.6       72.0       35.1       41.4       43.7       48.7
Old  :                 44.1       51.3       65.6       72.0       35.1       41.4       43.7       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    36,281:    25,849     35,264      8,220          0         20          0          0          0      1,921        900         92:      179         5
Old  :    36,281:    25,849     35,264      8,220          0         20          0          0          0      1,921        900         92:      179         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       822:       466        791        713          0        -24          0          0          0       -333        100          0:        0       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       97.2       22.7        0.0        0.1        0.0        0.0        0.0        5.3        2.5        0.3:      0.5       0.0
Old  :     100.0:      71.2       97.2       22.7        0.0        0.1        0.0        0.0        0.0        5.3        2.5        0.3:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        24         19          8          0          .          0          0          0          7          .          .:
Old  :        47:        24         19          8          0          .          0          0          0          7          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       77.7       68.2       93.6       52.4       76.1       68.2       89.5
Old  :                 52.4       77.7       68.2       93.6       52.4       76.1       68.2       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,335:     2,585      2,425        945        150        180          0          0          0      1,175      2,130        450:        0         0
Old  :     5,335:     2,585      2,425        945        150        180          0          0          0      1,175      2,130        450:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       305:       175         25       -100          0         75          0          0          0        -25         25        180:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.5       45.5       17.7        2.8        3.4        0.0        0.0        0.0       22.0       39.9        8.4:      0.0       0.0
Old  :     100.0:      48.5       45.5       17.7        2.8        3.4        0.0        0.0        0.0       22.0       39.9        8.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         8          6          4          .          .          0          0          0          7          4          5:
Old  :        31:         8          6          4          .          .          0          0          0          7          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       74.4       82.7       89.9       60.0       74.4       77.9       85.2
Old  :                 60.9       74.4       82.7       89.9       60.0       74.4       77.9       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86565C
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    18,610:     7,077      9,142      4,419      1,197      3,214          0      2,244          0      2,908      1,651        190:      802       972
Old  :    18,610:     7,077      9,142      4,419      1,197      3,214          0      2,244          0      2,908      1,651        190:      802       972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -416:       -94        -65        168          0       -270          0          0          0       -157          0        -63:        0       -18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       49.1       23.7        6.4       17.3        0.0       12.1        0.0       15.6        8.9        1.0:      4.3       5.2
Old  :     100.0:      38.0       49.1       23.7        6.4       17.3        0.0       12.1        0.0       15.6        8.9        1.0:      4.3       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        16         13          8          .          6          0          .          0          8          6          5:
Old  :        44:        16         13          8          .          6          0          .          0          8          6          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       37.5       57.1       59.3       27.0       26.2       38.2       38.0
Old  :                 33.6       37.5       57.1       59.3       27.0       26.2       38.2       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86565G
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 BARREL                                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,027:     2,278      2,768        659         64        351          0          0          0        292      1,206         43:    1,404       595
Old  :     5,027:     2,278      2,768        659         64        351          0          0          0        292      1,206         43:    1,404       595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       -11:       -30        -38         19          0         -6          0          0          0         12         15          0:       -6        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.3       55.1       13.1        1.3        7.0        0.0        0.0        0.0        5.8       24.0        0.9:     27.9      11.8
Old  :     100.0:      45.3       55.1       13.1        1.3        7.0        0.0        0.0        0.0        5.8       24.0        0.9:     27.9      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         10          5          .          5          0          0          0          .          4          .:
Old  :        26:        11         10          5          .          5          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       56.3       56.1       72.1       34.0       48.4       43.8       61.6
Old  :                 37.0       56.3       56.1       72.1       34.0       48.4       43.8       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-86565N
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     3,789:     1,895      2,010        301        390        474         40          0          0        410        570        345:      324         0
Old  :     3,789:     1,895      2,010        301        390        474         40          0          0        410        570        345:      324         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :        75:         0        -25        205          0        120          0          0          0       -105        125       -145:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.0       53.0        7.9       10.3       12.5        1.1        0.0        0.0       10.8       15.0        9.1:      8.6       0.0
Old  :     100.0:      50.0       53.0        7.9       10.3       12.5        1.1        0.0        0.0       10.8       15.0        9.1:      8.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         8          8          .          .          .          .          0          0          4          .          .:
Old  :        22:         8          8          .          .          .          .          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       63.7       77.3       89.4       46.2       49.6       53.9       63.1
Old  :                 59.1       63.7       77.3       89.4       46.2       49.6       53.9       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,521:     6,808      6,195        319        552        417          0          0          0      2,553      2,911      2,067:      357       379
Old  :    12,521:     6,808      6,195        319        552        417          0          0          0      2,553      2,911      2,067:      357       379
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       741:       380        335         34         30          0          0          0          0        416        444        -89:        0        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       49.5        2.5        4.4        3.3        0.0        0.0        0.0       20.4       23.2       16.5:      2.9       3.0
Old  :     100.0:      54.4       49.5        2.5        4.4        3.3        0.0        0.0        0.0       20.4       23.2       16.5:      2.9       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        21         21          .          .          4          0          0          0          6          8         10:
Old  :        47:        21         21          .          .          4          0          0          0          6          8         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       42.3       59.8       61.3       29.6       34.8       41.8       42.8
Old  :                 37.2       42.3       59.8       61.3       29.6       34.8       41.8       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-86665E
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(100 METRIC TONS)                                                                                                       :
     :          :    Positions                                                                                                           :
All  :     2,191:       520        801        114        180        130          0         70          0        733        392        448:      246       170
Old  :     2,191:       520        801        114        180        130          0         70          0        733        392        448:      246       170
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       -50:       -90        -20          0         90        -20          0         40          0        110       -140        -60:       10        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.7       36.6        5.2        8.2        5.9        0.0        3.2        0.0       33.5       17.9       20.4:     11.2       7.8
Old  :     100.0:      23.7       36.6        5.2        8.2        5.9        0.0        3.2        0.0       33.5       17.9       20.4:     11.2       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:         9         12          .          4          .          0          .          0         10          4          8:
Old  :        35:         9         12          .          4          .          0          .          0         10          4          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       37.8       55.5       56.5       27.1       31.4       39.1       43.7
Old  :                 34.7       37.8       55.5       56.5       27.1       31.4       39.1       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR  - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-967654
Disaggregated Commitments of Traders - Futures Only, July 25, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    29,438:    14,759     10,761      3,322      3,250      1,734          0        850          0      2,365      5,150      2,883:    4,375     4,810
Old  :    29,438:    14,759     10,761      3,322      3,250      1,734          0        850          0      2,365      5,150      2,883:    4,375     4,810
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       549:       277        553        825         45       -247          0          0          0        -93         66        -85:     -128       217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.1       36.6       11.3       11.0        5.9        0.0        2.9        0.0        8.0       17.5        9.8:     14.9      16.3
Old  :     100.0:      50.1       36.6       11.3       11.0        5.9        0.0        2.9        0.0        8.0       17.5        9.8:     14.9      16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        10         10          .          .          5          0          .          0          .          .          4:
Old  :        25:        10         10          .          .          5          0          .          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       41.4       69.6       59.7       45.7       32.9       58.2       49.1
Old  :                 50.5       41.4       69.6       59.7       45.7       32.9       58.2       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 28, 2017