Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    48,108                :
: Positions                                                                                                    :
:   35,586    40,132     1,858     2,076     1,618       398         0       490     6,504     2,143     1,446 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      904       547         0        25         0         0         0         0      -204       128        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      83.4       3.9       4.3       3.4       0.8       0.0       1.0      13.5       4.5       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       24        33         .         7         7         .         0         .         9         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    10,806                :
: Positions                                                                                                    :
:    7,530     7,961       171       426       819         0        50         0       724       172       733 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:       -3       -45        -5        -5         1         0         0         0       -25         0         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      73.7       1.6       3.9       7.6       0.0       0.5       0.0       6.7       1.6       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        27         .         .         7         0         .         0         5         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    12,402                :
: Positions                                                                                                    :
:    9,452    10,179       243       294       764         0         0         0       754       128       675 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      471       463         0         0       144         0         0         0        25        31        14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      82.1       2.0       2.4       6.2       0.0       0.0       0.0       6.1       1.0       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        31         .         .         6         0         0         0         6         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     6,256                :
: Positions                                                                                                    :
:    4,029     2,287       911     1,850       199         0         0         0       150     1,260       263 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      205       121         0        19         0         0         0         0        36       128        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      36.6      14.6      29.6       3.2       0.0       0.0       0.0       2.4      20.1       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        16         .         4         .         0         0         0         4         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     2,102                :
: Positions                                                                                                    :
:    1,613     1,024        10         0        20        50         0         0       150       800       169 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:       52        52         0         0         0         0         0         0        10         0        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      48.7       0.5       0.0       1.0       2.4       0.0       0.0       7.1      38.1       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9         9         .         0         .         .         0         0         4         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    19,545                :
: Positions                                                                                                    :
:   12,215    13,687     4,249       125     2,651         0       290         0       130     2,502       275 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      176       309       115         0        75         0         0         0         0       -18       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      70.0      21.7       0.6      13.6       0.0       1.5       0.0       0.7      12.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        17         7         .         4         0         .         0         .         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     9,611                :
: Positions                                                                                                    :
:    7,133     4,621        56     1,622       181         0         0         0     1,258     2,485       446 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      113       192        10       -57        27         0         0         0        60        38        54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      48.1       0.6      16.9       1.9       0.0       0.0       0.0      13.1      25.9       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       17        14         .         8         8         0         0         0         9         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     6,025                :
: Positions                                                                                                    :
:    3,750     5,008       821         0        52       600         0         0        20       569       181 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      205        95       -15         0         0         0         0         0        10        15       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      83.1      13.6       0.0       0.9      10.0       0.0       0.0       0.3       9.4       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        14         5         0         .         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   424,566                :
: Positions                                                                                                    :
:  141,781   209,480    79,263     1,994    15,446    31,528    64,056    34,296    45,028    17,912    38,696 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    8,697     7,537     2,292      -836      -348       510     6,842    -3,569      -854    -1,121    -1,122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.4      49.3      18.7       0.5       3.6       7.4      15.1       8.1      10.6       4.2       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   208                     :
:       68        69        20         .        16        26        36        41        15        18        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    42,791                :
: Positions                                                                                                    :
:   26,208    37,126     3,849         0       402         0         0         0         0        25       350 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    3,645     4,111       300         0         0         0         0         0         0       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      86.8       9.0       0.0       0.9       0.0       0.0       0.0       0.0       0.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        21         .         0         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     2,269                :
: Positions                                                                                                    :
:      564     1,019        22        54       278       270       162       278       412       150       180 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:       85        -5         0      -110         0      -107       128        -3         3        -7      -144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.9      44.9       1.0       2.4      12.3      11.9       7.1      12.3      18.2       6.6       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        5         7         .         .         .         6         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     4,818                :
: Positions                                                                                                    :
:    3,773     4,004         0         0         0         0         0         0       580       480       120 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      452       626         0         0         0         0         0         0        50         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      83.1       0.0       0.0       0.0       0.0       0.0       0.0      12.0      10.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        16         0         0         0         0         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    41,546                :
: Positions                                                                                                    :
:   28,199    33,051     1,444     1,144       554     5,674       137     1,343     1,115     2,178     2,854 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,229     1,350        24       122       -82       470        59         8       140       340      -365 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      79.6       3.5       2.8       1.3      13.7       0.3       3.2       2.7       5.2       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       40        50         4         .         5         8         .         4         9        11        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                    :
CFTC Code #03265A                                                    Open Interest is     2,573                :
: Positions                                                                                                    :
:    1,133     1,464       112         0       123         0         0         0       419        27       276 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.0      56.9       4.4       0.0       4.8       0.0       0.0       0.0      16.3       1.0      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        14         .         0         .         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     5,111                :
: Positions                                                                                                    :
:    3,064     2,850       256       505       120        77         0        79       554       777       545 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      478       213       -41        82        27       -20         0         0       114       326        76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      55.8       5.0       9.9       2.3       1.5       0.0       1.5      10.8      15.2      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        19         .         .         .         .         0         .         5         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   535,429                :
: Positions                                                                                                    :
:  197,218   213,451    37,027    56,451    66,722    42,738    18,543    41,774    45,431    31,508    89,140 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:     -434   -17,354    -2,201       -16     2,151    -3,348    -2,007     2,638    -4,247     7,047    -1,574 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.8      39.9       6.9      10.5      12.5       8.0       3.5       7.8       8.5       5.9      16.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   160                     :
:       46        52        12        10        21        14        14        17        27        22        42 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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 2,143,111                :
: Positions                                                                                                    :
:  409,438   603,555   214,847   367,068   188,153   308,260   202,277   343,285   330,618   109,413   237,744 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:   12,071     8,075     9,811       431     7,150     8,278    13,044      -638     2,052    -1,138    -6,745 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.1      28.2      10.0      17.1       8.8      14.4       9.4      16.0      15.4       5.1      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   443                     :
:       61        70        22        26        41        60        62        75       105        66       110 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   120,815                :
: Positions                                                                                                    :
:   19,430    16,946    25,499    36,137     3,384         0         0         0    54,317    18,090     2,680 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:     -108      -460         0       243       210         0         0         0       330        71      -557 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      14.0      21.1      29.9       2.8       0.0       0.0       0.0      45.0      15.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        7        10         .         7         7         0         0         0         5         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   132,909                :
: Positions                                                                                                    :
:   11,308    15,724    32,424     5,487     7,887     3,060    22,019     7,337    14,586    23,725    41,880 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      904      -375     2,068       261       167         0       442      -398      -803       831     4,630 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5      11.8      24.4       4.1       5.9       2.3      16.6       5.5      11.0      17.9      31.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       10        11         4         4         6         .         .         .        10        18        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     6,305                :
: Positions                                                                                                    :
:    4,705     4,330     1,390     1,630       210         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:     -220         0        90      -295       -20         0         0         0      -165         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      68.7      22.0      25.9       3.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         7         4         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 U.S. BARRELS)              :
CFTC Code #067A75                                                    Open Interest is     9,495                :
: Positions                                                                                                    :
:    6,390     2,950     1,125     6,260       270         0         0         0     1,650         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      475      -530         0       665         0         0         0         0      -405         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      31.1      11.8      65.9       2.8       0.0       0.0       0.0      17.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        12         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   404,717                :
: Positions                                                                                                    :
:  117,388   205,738    58,134     2,535    11,137    48,385    68,909    38,690    66,244     6,508    46,729 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,394     4,322     1,166       969    -2,002     3,190     2,306    -7,335     1,888    -2,153      -862 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.0      50.8      14.4       0.6       2.8      12.0      17.0       9.6      16.4       1.6      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   264                     :
:       72        87        17         7        17        39        37        47        41        19        43 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     9,121                :
: Positions                                                                                                    :
:    5,556     2,658         0     1,040         0       526         0        83       296     3,129       567 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:       44       751         0         0         0       151         0        83       296      -136       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      29.1       0.0      11.4       0.0       5.8       0.0       0.9       3.2      34.3       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         9         0         .         0         .         0         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    13,398                :
: Positions                                                                                                    :
:    6,246     9,391        75     1,875       590         0         0         0     5,165         0       712 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:     -110      -245        50       -10        10         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.6      70.1       0.6      14.0       4.4       0.0       0.0       0.0      38.6       0.0       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        15         .         .         .         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    15,502                :
: Positions                                                                                                    :
:   13,866    13,442         0         0         0         0         0         0         0       975       375 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      400       725         0         0         0         0         0         0         0      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      86.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0       6.3       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       22        19         0         0         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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 GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #111A41                                                    Open Interest is    15,239                :
: Positions                                                                                                    :
:    5,410     7,476         0     1,179       306         0     1,769       195     3,648       374     1,709 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      114       486         0        90         0         0         0         0       223         0        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.5      49.1       0.0       7.7       2.0       0.0      11.6       1.3      23.9       2.5      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10         9         0         .         .         0         .         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     8,651                :
: Positions                                                                                                    :
:    2,869     4,807       297       679       572         0         0         0     1,959       615       371 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      296      -219        10      -139        83         0         0         0      -121       180       -64 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.2      55.6       3.4       7.8       6.6       0.0       0.0       0.0      22.6       7.1       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    35,118                :
: Positions                                                                                                    :
:   24,197    33,367     8,221         0        44         0         0         0     2,263     1,511       141 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      572       702        55         0         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      95.0      23.4       0.0       0.1       0.0       0.0       0.0       6.4       4.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        19         8         0         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     5,865                :
: Positions                                                                                                    :
:    2,570     2,940     1,555       150       140         0         0         0     1,125     2,160       475 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:       75        50         0         0         0         0         0         0       100       125        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.8      50.1      26.5       2.6       2.4       0.0       0.0       0.0      19.2      36.8       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       10        10         4         .         .         0         0         0         5         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    21,276                :
: Positions                                                                                                    :
:    8,549     9,842     4,714     1,764     3,643         0     2,529        75     2,381     1,843     1,114 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:     -273       -74       150       -19      -136         0         0         0        30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.2      46.3      22.2       8.3      17.1       0.0      11.9       0.4      11.2       8.7       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       15        15         9         .         7         0         .         .         5         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     5,281                :
: Positions                                                                                                    :
:    2,634     2,858       697        64       372         0         0         0       165     1,208        43 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      100       184       108        -4        -6         0         0         0        10       -47         7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      54.1      13.2       1.2       7.0       0.0       0.0       0.0       3.1      22.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         5         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #86565N                                                    Open Interest is     4,281                :
: Positions                                                                                                    :
:    2,218     2,470       141       320       424       255         0        25       569       502       540 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      285        75         0         0         0         0         0         0        25       235         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      57.7       3.3       7.5       9.9       6.0       0.0       0.6      13.3      11.7      12.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         9         .         .         .         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    11,793                :
: Positions                                                                                                    :
:    7,033     5,994       393       547       478       365         0         0     1,207     2,449     2,109 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:     -105        89        66      -185        73       150         0         0       -90       123        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      50.8       3.3       4.6       4.1       3.1       0.0       0.0      10.2      20.8      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       24        23         4         .         4         .         0         0         5        11        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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     2,395                :
: Positions                                                                                                    :
:      912     1,212       113       170        30         0        50         0     1,010       697       181 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:       65        95        30        20       -30         0         0         0        60        20        46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      50.6       4.7       7.1       1.3       0.0       2.1       0.0      42.2      29.1       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       12        14         .         4         .         0         .         0         8         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    32,378                :
: Positions                                                                                                    :
:   16,839    10,642     4,383     2,567     1,690         0       850         0     2,206     9,192     3,461 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      627       584       341         0         0         0         0         0        99       495       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      32.9      13.5       7.9       5.2       0.0       2.6       0.0       6.8      28.4      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        10         .         .         5         0         .         0         .         5         5 :
----------------------------------------------------------------------------------------------------------------



Updated June 30, 2017