GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,187
COMMITMENTS
   7,270    4,274    1,802   44,572   48,032   53,644   54,108      543       79

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        454)
     113      766     -116      457     -196      454      454        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      7.9      3.3     82.3     88.6     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11        5       10       38       45       51       58                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,631
COMMITMENTS
       0        0        0    5,631    5,631    5,631    5,631        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      155      155      155      155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       20       15       20                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,212
COMMITMENTS
     332      332    1,519    9,675    9,949   11,526   11,800      686      412

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        415)
     -59        0      240      172      241      353      481       62      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      2.7     12.4     79.2     81.5     94.4     96.6      5.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        3       11       34       35       45       47                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,333
COMMITMENTS
      82       25      140    1,816    1,932    2,038    2,097      295      236

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         20)
     -45        0        0      -12       31      -57       31       77      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.1      6.0     77.8     82.8     87.4     89.9     12.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       16       19       20       21                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,276
COMMITMENTS
   1,716      445      877   11,140   12,425   13,733   13,747      543      529

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        279)
      11      -10        2      236      258      249      250       30       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      3.1      6.1     78.0     87.0     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        9       32       39       41       49                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,800
COMMITMENTS
     124    1,438      194    9,270    7,713    9,588    9,345      212      455

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        805)
       0      101       -5    1,012      739    1,007      835     -202      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     14.7      2.0     94.6     78.7     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        6        4       25       26       30       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,857
COMMITMENTS
     210      149      275    1,179      943    1,664    1,367      193      490

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        165)
     -30        0      150      -65     -125       55       25      110      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      8.0     14.8     63.5     50.8     89.6     73.6     10.4     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        6        9       14       16       20                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,538
COMMITMENTS
     235    3,213      810   23,432   20,476   24,477   24,499       61       39

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -186)
       0      -47        0     -176     -139     -176     -186      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     13.1      3.3     95.5     83.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        5       26       21       32       27                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,677
COMMITMENTS
   1,326    2,023      283    4,536    4,153    6,145    6,459      532      218

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         83)
      25      -51       15       79      129      119       93      -36      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     30.3      4.2     67.9     62.2     92.0     96.7      8.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11        5        8       24       27       38       37                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,915
COMMITMENTS
     432      921      266    5,369    5,522    6,067    6,709      848      206

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         86)
      75      -30       32       10       43      117       45      -31       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     13.3      3.8     77.6     79.9     87.7     97.0     12.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        6       20       20       27       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      454,764
COMMITMENTS
 101,470   46,163   80,212  221,214  301,563  402,896  427,937   51,869   26,827

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -10,602)
   6,216      152   -5,868  -10,867   -2,784  -10,519   -8,500      -83   -2,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     10.2     17.6     48.6     66.3     88.6     94.1     11.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      60       33       64       87       93      181      163                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       22,499
COMMITMENTS
     832      490    2,845   17,224   17,310   20,901   20,645    1,598    1,854

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      2.2     12.6     76.6     76.9     92.9     91.8      7.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       14       14       18       17                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,964
COMMITMENTS
       0    1,000        0   45,706   47,326   45,706   48,326    8,258    5,638

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      4,983)
       0        0        0    4,333    4,873    4,333    4,873      650      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     84.7     87.7     84.7     89.6     15.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       23       27       23       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,255,674
COMMITMENTS
 330,348  332,636  412,982  436,952  477,331  1180283  1222949   75,391   32,725

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      4,940)
   8,691   10,727   -3,219   -2,508   -5,162    2,964    2,347    1,976    2,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     26.5     32.9     34.8     38.0     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     156       74      161       73       59      304      234                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      614,193
COMMITMENTS
  42,839   18,727  171,186  394,148  421,524  608,173  611,437    6,020    2,756

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -75,210)
   1,073  -10,200  -25,499  -50,280  -39,179  -74,705  -74,877     -505     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      3.0     27.9     64.2     68.6     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      45       23       57       57       54      124      112                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      359,688
COMMITMENTS
 129,160  128,239   37,720  182,094  185,130  348,975  351,089   10,714    8,599

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -7,559)
 -13,659  -13,391    4,353    2,488      544   -6,819   -8,495     -740      936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     35.7     10.5     50.6     51.5     97.0     97.6      3.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16       19       23       31       34       63       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      107,394
COMMITMENTS
   8,568   14,525   17,859   73,979   68,773  100,406  101,157    6,988    6,237

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -30,254)
 -11,700   -7,293   -4,109  -14,626  -20,325  -30,435  -31,727      181    1,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     13.5     16.6     68.9     64.0     93.5     94.2      6.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12       15       21       24       24       47       49                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       22,079
COMMITMENTS
   9,039    6,425   11,988    1,052    3,622   22,079   22,036        0       43

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -1,566)
     335     -515   -1,753     -148      736   -1,566   -1,532        0      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.9     29.1     54.3      4.8     16.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        8       11        3        5       16       19                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,361,778
COMMITMENTS
 658,251   55,354   86,915  587,927  1201355  1333093  1343624   28,685   18,154

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -69,524)
  -6,030    7,007  -16,929  -44,415  -58,903  -67,374  -68,825   -2,150     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.3      4.1      6.4     43.2     88.2     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21        8       21       48       47       77       68                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,230
COMMITMENTS
  15,624   46,482   16,070  244,710  214,372  276,404  276,924    7,826    7,306

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -25,568)
  -4,809    4,881   -5,309  -21,185  -28,090  -31,303  -28,518    5,735    2,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     16.4      5.7     86.1     75.4     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13       14       20       33       31       57       54                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       77,706
COMMITMENTS
  24,188   35,017   10,003   42,719   31,568   76,910   76,588      796    1,118

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        967)
     642    4,212      -88      322   -3,443      876      681       91      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     45.1     12.9     55.0     40.6     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       16       17       24       21       48       44                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,832
COMMITMENTS
  11,056    4,093    1,130    6,163   13,359   18,349   18,582      483      250

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        399)
      35      815      -65      414     -351      384      399       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.7     21.7      6.0     32.7     70.9     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        7        8       14       15       29       25                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,836
COMMITMENTS
       0      522       20    3,660    3,094    3,680    3,636      156      200

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -596)
       0     -238      -30     -526     -270     -556     -538      -40      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.6      0.5     95.4     80.7     95.9     94.8      4.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        1       13       16       14       20                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,283
COMMITMENTS
   8,031    2,969   12,829   32,077   37,289   52,937   53,087      346      196

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -9,839)
  -1,032   -1,076   -1,018   -7,903   -7,722   -9,953   -9,816      114      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      5.6     24.1     60.2     70.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      23       12       19       56       65       85       91                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,518
COMMITMENTS
     877      226      243    1,055    1,828    2,175    2,297      343      221

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -2,158)
    -677     -971      -90   -1,289   -1,179   -2,056   -2,240     -102       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      9.0      9.7     41.9     72.6     86.4     91.2     13.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        4        6       10       14       19       23                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      231,900
COMMITMENTS
  15,811      938   11,767  204,321  219,195  231,900  231,900        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -11,270)
  -5,579      938    4,126   -9,817  -16,334  -11,270  -11,270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.4      5.1     88.1     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       19       19       21       22                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,047
COMMITMENTS
   1,748      936       97   30,007   29,913   31,852   30,946      195    1,101

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -5,826)
  -1,028     -163      -47   -4,754   -5,901   -5,829   -6,111        3      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      2.9      0.3     93.6     93.3     99.4     96.6      0.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        1        1       20       18       27       20                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      136,943
COMMITMENTS
   8,223    2,586    3,961  124,066  130,156  136,250  136,703      693      240

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -1,180)
  -1,165     -112     -723      709     -384   -1,179   -1,219       -1       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      1.9      2.9     90.6     95.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      18       13       15       61       62       88       83                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       97,341
COMMITMENTS
  14,607    5,952        0   82,482   90,666   97,089   96,618      252      723

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -7,204)
    -551     -806       -1   -6,733   -5,926   -7,285   -6,733       81     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      6.1      0.0     84.7     93.1     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        4        0       28       32       33       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,593
COMMITMENTS
   1,324      739      692   31,306   31,779   33,322   33,210      271      383

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -4,477)
    -323     -446     -202   -3,935   -3,755   -4,460   -4,403      -17      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      2.2      2.1     93.2     94.6     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        4       30       34       39       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,233
COMMITMENTS
   2,315       45      115   11,745   13,059   14,175   13,219       58    1,014

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -3,026)
    -647      -58      -13   -2,360   -3,164   -3,020   -3,235       -6      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      0.3      0.8     82.5     91.8     99.6     92.9      0.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        2       23       20       28       22                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,823
COMMITMENTS
     353      352      178   14,739   14,743   15,270   15,273      553      550

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -2,238)
    -119     -129     -102   -2,029   -2,001   -2,250   -2,232       12       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.2      1.1     93.1     93.2     96.5     96.5      3.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        2       27       23       32       27                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,831,064
COMMITMENTS
 614,534  115,499  1143619  950,156  1477246  2708309  2736364  122,756   94,700

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     70,976)
     133    3,744   28,856   30,790   41,515   59,779   74,115   11,197   -3,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7      4.1     40.4     33.6     52.2     95.7     96.7      4.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      477)
     204      109      244      110      131      423      402                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      241,976
COMMITMENTS
  87,132   22,653   63,717   89,948  154,336  240,796  240,706    1,180    1,271

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     15,920)
  10,225    2,231    1,696    3,963   11,908   15,884   15,835       35       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0      9.4     26.3     37.2     63.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        6        7       17       18       26       25                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      115,318
COMMITMENTS
  52,415   18,742    1,190   45,173   53,848   98,778   73,780   16,540   41,538

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -8,113)
  -2,745   -2,005     -768   -4,176    3,861   -7,689    1,088     -424   -9,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5     16.3      1.0     39.2     46.7     85.7     64.0     14.3     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        5       14       16       20       24                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,231
COMMITMENTS
  25,554       56    8,719   40,144   58,014   74,417   66,789    7,814   15,442

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -9,355)
  -3,290       13   -1,786   -7,400   -8,102  -12,477   -9,875    3,121      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      0.1     10.6     48.8     70.6     90.5     81.2      9.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        1        7       18       19       26       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      141,261
COMMITMENTS
  20,884   53,882   52,010   53,614   27,305  126,509  133,197   14,752    8,064

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -5,549)
    -269    1,190   -6,834      683     -381   -6,420   -6,025      872      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     38.1     36.8     38.0     19.3     89.6     94.3     10.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       16       27       18       19       49       49                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,528
COMMITMENTS
   3,057   15,514    3,008   27,444   14,886   33,510   33,407       18      120

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -395)
     548     -390     -496      653      694      704     -192   -1,100     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     46.3      9.0     81.9     44.4     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        5        5       16       13       25       19                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      141,828
COMMITMENTS
  84,674    8,061   33,926   22,851   98,593  141,451  140,580      376    1,248

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      8,379)
   4,985    1,380    1,858    1,558    5,187    8,402    8,426      -23      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.7      5.7     23.9     16.1     69.5     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        5        6       10       15       17       22                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,990
COMMITMENTS
     210        0        0    9,780    9,760    9,990    9,760        0      230

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0      -15      -15      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     97.9     97.7    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       18       13       19       13                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,375
COMMITMENTS
  18,031    3,553      473    4,961   20,463   23,465   24,490    1,910      886

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -16)
    -191     -209       87     -107      157     -210       35      194      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.1     14.0      1.9     19.6     80.6     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      72       32       12       24       34      100       75                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,997
COMMITMENTS
  42,798   18,311    3,872   13,281   41,846   59,951   64,029    7,046    2,969

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        734)
   1,180    1,103     -240       -2      689      937    1,552     -203     -817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.9     27.3      5.8     19.8     62.5     89.5     95.6     10.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
     133       49       32       34       36      179      107                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      411,238
COMMITMENTS
 142,102   65,488   58,920  182,351  272,968  383,373  397,377   27,864   13,861

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      5,435)
  13,376    2,501   -1,155   -6,464    4,861    5,758    6,207     -323     -772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     15.9     14.3     44.3     66.4     93.2     96.6      6.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     100       54       75       85      101      224      200                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,687
COMMITMENTS
   2,369    1,352      426    3,741    5,173    6,536    6,951    2,151    1,736

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -4,253)
    -405      213     -367   -3,592   -3,633   -4,364   -3,787      111     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     15.6      4.9     43.1     59.5     75.2     80.0     24.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        3       10        8       15       13                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,214
COMMITMENTS
   8,572    7,841    5,208    5,080    5,828   18,860   18,877      354      337

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        340)
    -104       79       14      471      381      381      474      -41     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.6     40.8     27.1     26.4     30.3     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      24       18       27       14       15       49       51                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,488
COMMITMENTS
   2,708      814      431   33,067   35,223   36,206   36,468      282       20

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        535)
      60        0        0      475      535      535      535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.2      1.2     90.6     96.5     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        2       22       21       27       24                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,185
COMMITMENTS
     100    1,500    1,070    4,895    3,515    6,065    6,085      120      100

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        535)
       0     -120      235      300      320      535      435        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     24.3     17.3     79.1     56.8     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        7       12        8       21       16                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,577
COMMITMENTS
   1,334      909      392    5,847    6,261    7,573    7,562        4       15

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -215)
     -55       45       15     -175     -275     -215     -215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     12.0      5.2     77.2     82.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        6       13       13       21       21                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,420
COMMITMENTS
   2,799    2,894      287   12,036   12,768   15,122   15,949    1,298      471

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -2,126)
     164     -434     -661   -1,611   -1,211   -2,108   -2,306      -18      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     17.6      1.7     73.3     77.8     92.1     97.1      7.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        4        3       24       23       32       29                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,169
COMMITMENTS
     250    1,792      216    3,821    2,715    4,287    4,723      882      446

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -26)
       0      -74       24      -40       72      -16       22      -10      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     34.7      4.2     73.9     52.5     82.9     91.4     17.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        6        6       23       22       29       30                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,346
COMMITMENTS
     177    1,055      320    3,704    2,951    4,201    4,326      145       20

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         25)
       0      -20        0       25       45       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     24.3      7.4     85.2     67.9     96.7     99.5      3.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        6       11        9       17       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,505
COMMITMENTS
     262    1,938      803    7,034    5,622    8,099    8,363      406      142

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -2,488)
    -629     -921     -139   -1,805   -1,447   -2,573   -2,507       85       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     22.8      9.4     82.7     66.1     95.2     98.3      4.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        9        5       21       21       29       30                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,132
COMMITMENTS
   1,011      616      333      663    1,107    2,007    2,056      125       76

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        110)
     -60       60       50       70        0       60      110       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.4     28.9     15.6     31.1     51.9     94.1     96.4      5.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        8        8       13       20       27       31                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,697
COMMITMENTS
   1,825    8,986    2,719   13,393    7,586   17,937   19,291    3,760    2,406

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -5,481)
    -529      278   -1,956   -2,683   -3,106   -5,168   -4,784     -313     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     41.4     12.5     61.7     35.0     82.7     88.9     17.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        5       14       13       20       20                  



Updated January 6, 2017