Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    48,856                :
: Positions                                                                                                    :
:   35,463    40,321     1,600     2,258     2,529        96         0       435     7,343     2,092     1,056 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:    1,376     1,453        50       282         0         0         0         0        62      -247       211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      82.5       3.3       4.6       5.2       0.2       0.0       0.9      15.0       4.3       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       25        35         .         8         7         .         0         .        10         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    11,046                :
: Positions                                                                                                    :
:    7,328     7,989       272       282     1,156         0         0       232       730       445       571 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      239       202        -5         0         0         0         0         0       -15         0        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      72.3       2.5       2.6      10.5       0.0       0.0       2.1       6.6       4.0       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       27        28         .         4         7         0         0         .         5         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is    14,513                :
: Positions                                                                                                    :
:    9,118    11,942       267       119       812         0         0         0     2,429        35     1,249 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:       51       640        25         0       -18         0         0         0       475         0        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      82.3       1.8       0.8       5.6       0.0       0.0       0.0      16.7       0.2       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        36         4         .         6         0         0         0         7         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A17                                                    Open Interest is     7,401                :
: Positions                                                                                                    :
:    5,066     2,849     1,355     2,750       120         0         0         0       174       955       158 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      139        40         0         0         0         0         0         0        15       136         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      38.5      18.3      37.2       1.6       0.0       0.0       0.0       2.4      12.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       14        12         .         4         .         0         0         0         .         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A19                                                    Open Interest is     2,046                :
: Positions                                                                                                    :
:    1,512     1,191        96         0       126         0         0         0       200       529         0 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:       80        70         0         0         0         0         0         0        60        80         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      58.2       4.7       0.0       6.2       0.0       0.0       0.0       9.8      25.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        11         .         0         .         0         0         0         4         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    19,855                :
: Positions                                                                                                    :
:   13,568    14,436     3,341       400     2,368         0         0         0       218     2,344       300 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:       66       111       120         0         0         0         0         0       -60        15        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      72.7      16.8       2.0      11.9       0.0       0.0       0.0       1.1      11.8       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        19         7         .         .         0         0         0         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                    :
CFTC Code #021A35                                                    Open Interest is     8,942                :
: Positions                                                                                                    :
:    5,987     4,146        41     1,567       163         0         0         0     1,882     2,570       313 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:       60       156         0         0         0         0         0         0       213       180        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      46.4       0.5      17.5       1.8       0.0       0.0       0.0      21.0      28.7       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       15        19         .         7         .         0         0         0         6         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   1000 metric tons                               :
CFTC Code #021A56                                                    Open Interest is     6,797                :
: Positions                                                                                                    :
:    4,311     5,591       656         0       156       600         0         0       269       697       236 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      234       369        35         0         0         0         0         0        55        92        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      82.3       9.7       0.0       2.3       8.8       0.0       0.0       4.0      10.3       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        17         4         0         4         .         0         0         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   420,771                :
: Positions                                                                                                    :
:  133,933   237,733    79,657     4,395    14,303    39,089    20,932    35,260    41,319    34,110    36,366 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:    4,187    -3,350     1,425       200       -69      -905     6,880    -5,753    -1,599    -3,419      -239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.8      56.5      18.9       1.0       3.4       9.3       5.0       8.4       9.8       8.1       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   205                     :
:       68        73        21         .        15        27        21        32        18        28        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    17,499                :
: Positions                                                                                                    :
:    7,423     9,485     2,126     2,187     2,565         0         0         0     2,119         0     1,347 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      230       163         0        50       249         0         0         0       -70         0        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      54.2      12.1      12.5      14.7       0.0       0.0       0.0      12.1       0.0       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        10         .         .         4         0         0         0         .         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                       :
CFTC Code #022A13                                                    Open Interest is    39,202                :
: Positions                                                                                                    :
:   24,348    31,239     4,510     1,200       543         0         0         0         0       425         0 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:    1,497     1,507        75         0       -10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      79.7      11.5       3.1       1.4       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        22         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     4,817                :
: Positions                                                                                                    :
:      409     3,784       314       300         0     1,729         0        83     1,360        20       481 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:        8       175         0       -36         0       354         0        -1      -305        20       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5      78.6       6.5       6.2       0.0      35.9       0.0       1.7      28.2       0.4      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        4        10         .         .         0        11         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE   (100 CUBIC METERS)                              :
CFTC Code #025608                                                    Open Interest is     3,915                :
: Positions                                                                                                    :
:    3,255     2,884       110         0        30         0         0         0       225       862        10 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:        0        20        20         0         0         0         0         0         0        10        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      73.7       2.8       0.0       0.8       0.0       0.0       0.0       5.7      22.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         .         0         .         0         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    52,601                :
: Positions                                                                                                    :
:   36,084    40,582     1,488     1,091       801     6,294     1,175     3,024       659     1,917     3,897 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:    1,088     1,074        80       140       -70       152       248      -238         5      -109      -137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      77.2       2.8       2.1       1.5      12.0       2.2       5.7       1.3       3.6       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       43        60         4         .         4         9         .         4         5        14        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                  :
CFTC Code #03265J                                                    Open Interest is     4,025                :
: Positions                                                                                                    :
:    2,740     2,534        45       355        38         0        36        61       376       427       307 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      603       280        45       236        28         0       -20         0        42       158       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      63.0       1.1       8.8       0.9       0.0       0.9       1.5       9.3      10.6       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        19         .         .         .         0         .         .         4         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #067411                                                    Open Interest is   602,603                :
: Positions                                                                                                    :
:  253,523   230,972    28,563    67,938    49,481    44,824    24,636    54,818    41,988    45,702   114,631 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:   -3,453   -10,383       174      -736    -6,218    -2,408     1,627    -3,132    -2,621        29       852 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.1      38.3       4.7      11.3       8.2       7.4       4.1       9.1       7.0       7.6      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   162                     :
:       48        50        12        11        19        18        15        17        18        27        44 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 2,194,206                :
: Positions                                                                                                    :
:  416,395   677,811   183,963   355,984   175,919   361,256   127,857   346,390   297,773   112,655   306,288 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:   14,245     3,904    -6,207    -9,835    -7,103   -22,511    -1,090    -6,815    -5,486   -11,624    -5,553 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      30.9       8.4      16.2       8.0      16.5       5.8      15.8      13.6       5.1      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   441                     :
:       57        74        27        20        39        63        59        71       113        54       114 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   126,310                :
: Positions                                                                                                    :
:   24,754    21,544    21,288    33,632     1,617         0         0         0    57,939    19,735     1,008 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      444       986      -108       -42         0         0         0         0       173         8       372 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.6      17.1      16.9      26.6       1.3       0.0       0.0       0.0      45.9      15.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        9        10         .         6         6         0         0         0         5         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is   134,205                :
: Positions                                                                                                    :
:    8,985    12,624    40,825     3,933     6,095     2,200    24,889     4,810    19,319    33,153    39,246 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:     -394       851     2,133      -591       809       -51       784       -11      -424       904      -202 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.7       9.4      30.4       2.9       4.5       1.6      18.5       3.6      14.4      24.7      29.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:        8        12         5         4         7         .         4         4        13        16        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CANADIAN HVY CRUDE NET ENRGY  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #067A49                                                    Open Interest is    10,961                :
: Positions                                                                                                    :
:    9,130     5,694     1,090     4,460       555         0         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:   -1,110      -898        55      -220       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      51.9       9.9      40.7       5.1       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        10         .         7         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB)  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                :
CFTC Code #111659                                                    Open Interest is   397,562                :
: Positions                                                                                                    :
:  118,115   220,886    54,515     5,464    16,710    57,666    37,286    36,722    54,373    22,670    36,464 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:   -2,645    -5,266       952      -523       246    -1,576     6,406    -3,933      -718    -6,300     1,034 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      55.6      13.7       1.4       4.2      14.5       9.4       9.2      13.7       5.7       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   262                     :
:       76        94        18         6        17        45        34        43        30        23        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is     9,103                :
: Positions                                                                                                    :
:    5,517     5,228       125       300        25         0         0       508       576     1,203       325 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      57.4       1.4       3.3       0.3       0.0       0.0       5.6       6.3      13.2       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE   (1000 U.S. Barrels)                            :
CFTC Code #111A11                                                    Open Interest is    17,478                :
: Positions                                                                                                    :
:    7,271    11,332       270     2,320     1,010         0         0         0     6,354       195     1,991 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      351       615         0         0         0         0         0         0       164      -100       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.6      64.8       1.5      13.3       5.8       0.0       0.0       0.0      36.4       1.1      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        13         .         .         4         0         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #111A31                                                    Open Interest is    19,871                :
: Positions                                                                                                    :
:   16,880    18,766         0         0         0       160         0         0     1,585       350         0 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      945       510         0         0         0         0         0         0       200       350       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      94.4       0.0       0.0       0.0       0.8       0.0       0.0       8.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        16         0         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                       :
CFTC Code #111A47                                                    Open Interest is    11,530                :
: Positions                                                                                                    :
:    4,302     5,843       363        17     1,125         0         0       400     1,860        70     2,064 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      210       389       130       -26        26         0         0       240       -26         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.3      50.7       3.1       0.1       9.8       0.0       0.0       3.5      16.1       0.6      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         .         .         4         0         0         .         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    36,796                :
: Positions                                                                                                    :
:   25,274    36,006     9,007         0         0         0         0         0     1,986       415       375 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:    2,147     2,941       495         0         0         0         0         0        60      -400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      97.9      24.5       0.0       0.0       0.0       0.0       0.0       5.4       1.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        14         7         0         0         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     6,685                :
: Positions                                                                                                    :
:    3,460     3,085     1,410       180       560         0         0         0       400     2,105       730 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      350       350        75        50         0         0         0         0         0        25       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      46.1      21.1       2.7       8.4       0.0       0.0       0.0       6.0      31.5      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9         9         4         .         .         0         0         0         4         7         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is     5,101                :
: Positions                                                                                                    :
:    2,530     4,119     1,230        25         0         0         0         0     1,281       792        50 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      80.7      24.1       0.5       0.0       0.0       0.0       0.0      25.1      15.5       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         8         .         .         0         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86565C                                                    Open Interest is    18,953                :
: Positions                                                                                                    :
:    8,487    10,093     3,972     2,277     2,896         0         0         0     2,500     3,037       368 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:    1,581     1,661       354         0       -36         0         0         0      -345       -96         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.8      53.3      21.0      12.0      15.3       0.0       0.0       0.0      13.2      16.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       14        14         8         6         9         0         0         0         7         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE   1,000 BARREL                                    :
CFTC Code #86565G                                                    Open Interest is     5,052                :
: Positions                                                                                                    :
:    2,280     2,345       787        78       174         0         0         0         0     1,510        51 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:       62        41         0        78        42         0         0         0         0        45        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      46.4      15.6       1.5       3.4       0.0       0.0       0.0       0.0      29.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         .         .         4         0         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is     9,942                :
: Positions                                                                                                    :
:    6,756     5,112       206       917       616         0         0         0       882     1,817     1,231 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      312       475         0       -32        32         0         0         0       492       386        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      51.4       2.1       9.2       6.2       0.0       0.0       0.0       8.9      18.3      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       18        18         .         4         5         0         0         0         6        10         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE   (100 METRIC TONS)                              :
CFTC Code #86665E                                                    Open Interest is     1,864                :
: Positions                                                                                                    :
:      712     1,059       194        30        35         0         0         0       249        67       523 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      110        40         0         0         0         0         0         0       -48        12         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      56.8      10.4       1.6       1.9       0.0       0.0       0.0      13.4       3.6      28.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       10        12         .         .         .         0         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 21, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #967654                                                    Open Interest is    27,918                :
: Positions                                                                                                    :
:   12,922     7,632     4,005     1,721     1,274         0         0         0     1,101     8,271     3,787 :
:                                                                                                              :
: Changes from:     March 14, 2017                                                                             :
:      115        66      -150        24        50         0         0         0         0       301       118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.3      27.3      14.3       6.2       4.6       0.0       0.0       0.0       3.9      29.6      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        10         .         .         .         0         0         0         .         6         6 :
----------------------------------------------------------------------------------------------------------------



Updated March 24, 2017