Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    41,242                :
: Positions                                                                                                    :
:   30,150    34,796     1,990     1,293     1,546        25         0         0     5,409     1,505     1,931 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:   -6,368    -6,305        37      -858       -72      -323         0      -490    -1,122      -598       511 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      84.4       4.8       3.1       3.7       0.1       0.0       0.0      13.1       3.6       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       25        32         4         6         8         .         0         0         9         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     9,606                :
: Positions                                                                                                    :
:    6,669     7,255       124       295       587         0         0         0       859       215       458 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:   -1,060      -948       -52      -126      -252         0       -50         0       146        43      -288 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      75.5       1.3       3.1       6.1       0.0       0.0       0.0       8.9       2.2       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        25         .         4         5         0         0         0         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    10,185                :
: Positions                                                                                                    :
:    7,311     8,476       192        45       739         0         0         0     1,022       199       432 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:   -2,330    -1,893       -51      -258       -67         0         0         0       245        46      -281 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      83.2       1.9       0.4       7.3       0.0       0.0       0.0      10.0       2.0       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        29         5         .         7         0         0         0         5         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     5,672                :
: Positions                                                                                                    :
:    3,598     2,059       763     1,565       130         0         0         0       150     1,105       135 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -752      -465      -148      -285       -69         0         0         0         0      -199      -109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      36.3      13.5      27.6       2.3       0.0       0.0       0.0       2.6      19.5       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        13         .         5         .         0         0         0         .         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     1,355                :
: Positions                                                                                                    :
:    1,005       644         0         0         0        50         0         0        60       444       135 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -908      -680       -10         0       -20         0         0         0       -90      -370       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      47.5       0.0       0.0       0.0       3.7       0.0       0.0       4.4      32.8      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         7         0         0         0         .         0         0         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    17,396                :
: Positions                                                                                                    :
:   10,981    12,191     3,625       150     2,430         0         0         0       150     2,190       195 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:   -1,414    -1,041       -24        25      -221         0      -290         0        20      -347      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      70.1      20.8       0.9      14.0       0.0       0.0       0.0       0.9      12.6       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       16        19         7         .         .         0         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     8,467                :
: Positions                                                                                                    :
:    6,258     3,936        56     1,678       117         0         0         0     1,180     2,224       260 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:   -1,129    -1,090         0        69       -74         0         0         0      -168      -279      -332 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      46.5       0.7      19.8       1.4       0.0       0.0       0.0      13.9      26.3       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       20        15         .         8         7         0         0         0         8         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     5,699                :
: Positions                                                                                                    :
:    3,598     4,671       710         0        16       600         0         0        25       585       180 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -269      -344       -81         0       -36         0         0         0         0       -30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      82.0      12.5       0.0       0.3      10.5       0.0       0.0       0.4      10.3       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        12         4         0         .         .         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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   413,360                :
: Positions                                                                                                    :
:  116,208   201,664    79,004     1,605    14,182    30,657    41,737    40,918    42,315    24,285    50,261 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:  -13,323    -6,441       -72      -380    -1,784       518    -9,774     5,745    -2,470     4,647     7,462 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.1      48.8      19.1       0.4       3.4       7.4      10.1       9.9      10.2       5.9      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   203                     :
:       59        64        19         .        12        26        32        39        15        25        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    16,197                :
: Positions                                                                                                    :
:    7,311     9,204     3,170     1,320     2,936         0         0         0       219       920       731 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      56.8      19.6       8.1      18.1       0.0       0.0       0.0       1.4       5.7       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         4         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    39,596                :
: Positions                                                                                                    :
:   25,085    32,623     3,354     2,610       447         0         0         0         0        25       400 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:   -5,180    -7,479      -585     2,610        45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      82.4       8.5       6.6       1.1       0.0       0.0       0.0       0.0       0.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        18         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     2,232                :
: Positions                                                                                                    :
:      468       983        22        36       278       344       180       281       412       186       175 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -212         9         0       -26         0        70       -57        31         0       -15        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.0      44.0       1.0       1.6      12.5      15.4       8.1      12.6      18.5       8.3       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6         7         .         .         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     4,284                :
: Positions                                                                                                    :
:    3,397     3,678         0         0        50         0         0         0       500       296        30 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:      132        27         0         0        50         0         0         0       -15        10       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      85.9       0.0       0.0       1.2       0.0       0.0       0.0      11.7       6.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        14         0         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    37,555                :
: Positions                                                                                                    :
:   25,760    30,624     1,532       694       449     5,061       203       250     1,115     2,024     3,081 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:      733       730       110        37        75        50        57      -493        64       212       259 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      81.5       4.1       1.8       1.2      13.5       0.5       0.7       3.0       5.4       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       38        45         4         .         5         7         .         .         9         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     2,150                :
: Positions                                                                                                    :
:      935     1,051         2        54        76         0         0         0       349        81       357 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -225      -390      -110        54       -49         0         0         0       -60         3         8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      48.9       0.1       2.5       3.5       0.0       0.0       0.0      16.2       3.8      16.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         .         .         .         0         0         0         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     3,663                :
: Positions                                                                                                    :
:    1,868     1,579       251       437       136       136         0         0       250       910       496 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:      243       565         0       -10        30        10         0         0        -5      -137       226 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      43.1       6.9      11.9       3.7       3.7       0.0       0.0       6.8      24.8      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        17         .         .         .         .         0         0         4         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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   545,765                :
: Positions                                                                                                    :
:  203,883   215,391    33,264    56,083    72,729    44,906    20,695    40,285    43,064    32,234    94,103 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:       57    -6,541    -4,095      -602     2,606     3,729     2,906    -4,162       770     3,347     2,663 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.4      39.5       6.1      10.3      13.3       8.2       3.8       7.4       7.9       5.9      17.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   157                     :
:       50        51        12        10        21        16        10        18        27        22        43 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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 2,133,575                :
: Positions                                                                                                    :
:  427,434   631,049   202,813   360,569   181,897   308,829   151,574   320,595   320,180   119,410   271,781 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:    1,006     8,289   -19,093    -3,151   -14,909      -535   -29,822   -28,685    -4,258     8,051    30,321 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      29.6       9.5      16.9       8.5      14.5       7.1      15.0      15.0       5.6      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   436                     :
:       61        73        21        24        41        60        56        75       101        67       113 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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   114,661                :
: Positions                                                                                                    :
:   19,457    10,317    23,769    28,596     2,523         0         0         0    51,863    15,577     2,640 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:    1,044      -288         0       720         0         0         0         0     2,650      -550       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.0       9.0      20.7      24.9       2.2       0.0       0.0       0.0      45.2      13.6       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        6         7         .         5         6         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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   125,647                :
: Positions                                                                                                    :
:   11,022    13,212    32,132     5,942     5,148     3,545    24,305     3,963    11,170    20,150    45,566 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:      433       147     2,239      -220      -279       485      -337       447    -2,376       942     3,747 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8      10.5      25.6       4.7       4.1       2.8      19.3       3.2       8.9      16.0      36.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:        9        11         6         4         7         .         .         .        15        14        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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:     July 3, 2017                                                                               :
:        0         0         0         0         0         0         0         0         0         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 July 11, 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    10,750                :
: Positions                                                                                                    :
:    7,465     3,190     1,125     7,095       270         0         0         0     1,710       150        30 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:      360       195         0       210         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      29.7      10.5      66.0       2.5       0.0       0.0       0.0      15.9       1.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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   383,501                :
: Positions                                                                                                    :
:   91,450   192,797    58,636     4,367    12,971    52,126    46,051    39,056    59,081    15,549    49,184 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:  -22,622   -15,418    -2,551       703     2,101     1,084   -15,370      -530    -4,258     4,931     6,226 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.8      50.3      15.3       1.1       3.4      13.6      12.0      10.2      15.4       4.1      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   250                     :
:       67        85        16         8        14        50        22        46        32        21        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    10,264                :
: Positions                                                                                                    :
:    6,054     7,109       110       900       630         0         0         0     2,386        16       909 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      69.3       1.1       8.8       6.1       0.0       0.0       0.0      23.2       0.2       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    12,531                :
: Positions                                                                                                    :
:   10,375    10,791         0         0         0         0         0         0         0       375       525 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:       25       175         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      86.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0       3.0       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        15         0         0         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    31,865                :
: Positions                                                                                                    :
:   21,835    30,874     7,462         0        44         0         0         0     2,254       800        92 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:   -2,217    -2,437      -809         0         0         0         0         0       -74      -761       -49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      96.9      23.4       0.0       0.1       0.0       0.0       0.0       7.1       2.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        19         8         0         .         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     5,030                :
: Positions                                                                                                    :
:    2,410     2,400     1,020       150       105         0         0         0     1,200     2,080       295 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -160      -540      -610         0         0         0         0         0        75      -155      -330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      47.7      20.3       3.0       2.1       0.0       0.0       0.0      23.9      41.4       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        8         6         4         .         .         0         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    18,988                :
: Positions                                                                                                    :
:    7,171     9,188     4,251     1,197     3,484         0     2,244         0     3,027     1,651       253 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:        6       114         0         0         0         0      -360         0       253       424         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      48.4      22.4       6.3      18.3       0.0      11.8       0.0      15.9       8.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       16        13         8         .         6         0         .         0         7         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     4,924                :
: Positions                                                                                                    :
:    2,216     2,623       645        64       352         0         0         0       250     1,166        43 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -505      -324       -32       -15       -30         0         0         0        75       -55         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      53.3      13.1       1.3       7.1       0.0       0.0       0.0       5.1      23.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10         8         5         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     3,714                :
: Positions                                                                                                    :
:    1,895     2,035        96       390       354        40         0         0       515       445       490 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -323      -435       -45        70       -70      -215         0       -25       -54       -57       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      54.8       2.6      10.5       9.5       1.1       0.0       0.0      13.9      12.0      13.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         8         .         .         .         .         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    10,482                :
: Positions                                                                                                    :
:    5,641     5,379       285       477       417         0         0         0     1,963     2,023     1,819 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:      174       367        18        45       -58      -305         0         0       532        76       595 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      51.3       2.7       4.6       4.0       0.0       0.0       0.0      18.7      19.3      17.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        21         .         .         4         0         0         0         6         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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     2,031                :
: Positions                                                                                                    :
:      580       801       124       140        90         0         0         0       673       492       408 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:     -334      -491        31       -70        20         0       -50         0      -497      -227       177 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.6      39.4       6.1       6.9       4.4       0.0       0.0       0.0      33.1      24.2      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       10        12         .         .         .         0         0         0         9         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 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    28,206                :
: Positions                                                                                                    :
:   13,968     9,382     2,696     3,205     1,827         0       850         0     2,443     5,405     2,804 :
:                                                                                                              :
: Changes from:     July 3, 2017                                                                               :
:      443     1,269      -251       380       111         0         0         0        72    -1,774       209 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      33.3       9.6      11.4       6.5       0.0       3.0       0.0       8.7      19.2       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9         9         .         .         5         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------



Updated July 14, 2017