GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,529
COMMITMENTS
   7,245    2,426    1,753   36,820   42,318   45,818   46,497      711       32

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,658)
     -25   -1,848      -49   -7,752   -5,714   -7,826   -7,611      168      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      5.2      3.8     79.1     90.9     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        3        9       32       43       44       54                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,791
COMMITMENTS
       0        0        0    3,786    3,791    3,786    3,791        5        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,840)
       0        0        0   -1,845   -1,840   -1,845   -1,840        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       16       10       16                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,287
COMMITMENTS
     354      235    1,156    8,166    8,398    9,676    9,789      611      498

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,925)
      22      -97     -363   -1,509   -1,551   -1,850   -2,011      -75       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      2.3     11.2     79.4     81.6     94.1     95.2      5.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        9       34       34       43       44                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,876
COMMITMENTS
     628      274    1,236    9,505    9,906   11,369   11,416      507      460

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,400)
  -1,088     -171      359   -1,635   -2,519   -2,364   -2,331      -36      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      2.3     10.4     80.0     83.4     95.7     96.1      4.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        2        8       32       37       40       46                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,349
COMMITMENTS
     116    1,504      134    7,904    6,059    8,154    7,697      195      652

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,451)
      -8       66      -60   -1,366   -1,654   -1,434   -1,648      -17      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     18.0      1.6     94.7     72.6     97.7     92.2      2.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        6        4       22       20       27       27                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,306
COMMITMENTS
     100      195      190      913      647    1,203    1,032      103      274

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -551)
    -110       46      -85     -266     -296     -461     -335      -90     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     14.9     14.5     69.9     49.5     92.1     79.0      7.9     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        5        6       11       12       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,774
COMMITMENTS
       0    2,937      604   20,951   18,134   21,555   21,675      219       99

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,764)
    -235     -276     -206   -2,481   -2,342   -2,922   -2,824      158       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.5      2.8     96.2     83.3     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        6        4       25       18       29       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,195
COMMITMENTS
     965    1,617      218    3,560    3,124    4,743    4,959      452      236

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,482)
    -361     -406      -65     -976   -1,029   -1,402   -1,500      -80       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     31.1      4.2     68.5     60.1     91.3     95.5      8.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        5        7       20       22       32       31                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,518
COMMITMENTS
     437      826      294    5,005    5,160    5,736    6,280      782      238

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -397)
       5      -95       28     -364     -362     -331     -429      -66       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     12.7      4.5     76.8     79.2     88.0     96.3     12.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        5       17       17       24       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      443,604
COMMITMENTS
  92,784   45,290   83,546  216,758  287,212  393,088  416,048   50,516   27,556

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -11,160)
  -8,685     -873    3,334   -4,456  -14,351   -9,807  -11,889   -1,353      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     10.2     18.8     48.9     64.7     88.6     93.8     11.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      61       27       62       89       90      178      160                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,087
COMMITMENTS
   2,013        0    1,550   14,389   15,927   17,952   17,477    1,135    1,610

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,412)
   1,181     -490   -1,295   -2,835   -1,383   -2,949   -3,168     -463     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.0      8.1     75.4     83.4     94.1     91.6      5.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       13       14       17       17                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,904
COMMITMENTS
       0      425        0   33,372   36,535   33,372   36,960    9,532    5,944

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -11,060)
       0     -575        0  -12,334  -10,791  -12,334  -11,366    1,274      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     77.8     85.2     77.8     86.1     22.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       22       19       23                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,243,632
COMMITMENTS
 298,915  333,941  406,198  462,369  470,180  1167482  1210320   76,150   33,312

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -12,042)
 -31,433    1,305   -6,785   25,417   -7,150  -12,801  -12,630      759      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     26.9     32.7     37.2     37.8     93.9     97.3      6.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     137       83      161       76       62      294      240                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      664,181
COMMITMENTS
  55,103   21,991  185,397  417,245  453,882  657,744  661,270    6,436    2,911

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     49,987)
  12,264    3,265   14,210   23,097   32,358   49,571   49,833      416      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      3.3     27.9     62.8     68.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      48       23       57       61       57      130      116                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      369,722
COMMITMENTS
 134,585  131,262   39,156  185,450  190,678  359,191  361,097   10,530    8,625

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     10,033)
   5,425    3,023    1,437    3,355    5,548   10,217   10,007     -184       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     35.5     10.6     50.2     51.6     97.2     97.7      2.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       18       24       35       35       69       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      111,890
COMMITMENTS
  10,093   17,271   17,318   76,851   69,744  104,262  104,333    7,628    7,557

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      4,496)
   1,525    2,746     -541    2,872      971    3,856    3,176      640    1,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     15.4     15.5     68.7     62.3     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       14       20       24       24       46       50                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       21,188
COMMITMENTS
   9,147    8,203   11,031      969    1,863   21,146   21,096       42       92

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -891)
     109    1,778     -958      -83   -1,759     -933     -939       42       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2     38.7     52.1      4.6      8.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        8       10        4        5       16       18                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,373,477
COMMITMENTS
 674,781   52,704   88,397  583,398  1214585  1346576  1355686   26,901   17,791

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     11,699)
  16,530   -2,650    1,482   -4,529   13,230   13,483   12,062   -1,784     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.1      3.8      6.4     42.5     88.4     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23        9       22       48       47       79       70                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      290,604
COMMITMENTS
  16,809   60,225   16,118  255,104  207,319  288,031  283,662    2,573    6,942

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      6,374)
   1,185   13,743       48   10,394   -7,053   11,627    6,738   -5,253     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     20.7      5.5     87.8     71.3     99.1     97.6      0.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       17       23       34       34       61       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       73,078
COMMITMENTS
  23,509   33,884    8,747   39,840   28,937   72,096   71,568      982    1,510

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,628)
    -679   -1,133   -1,256   -2,879   -2,631   -4,814   -5,020      186      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     46.4     12.0     54.5     39.6     98.7     97.9      1.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       15       15       19       19       42       39                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,644
COMMITMENTS
   9,005    3,037      809    5,336   11,243   15,150   15,089      494      555

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,188)
  -2,051   -1,056     -321     -827   -2,116   -3,199   -3,493       11      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.6     19.4      5.2     34.1     71.9     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        4        5       11       12       21       19                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,922
COMMITMENTS
       0      572       10    3,706    3,106    3,716    3,688      206      234

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:         86)
       0       50      -10       46       12       36       52       50       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.6      0.3     94.5     79.2     94.7     94.0      5.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       13       14       14       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       58,808
COMMITMENTS
   8,330    2,883   13,125   37,059   42,563   58,514   58,571      294      237

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      5,525)
     299      -87      296    4,983    5,274    5,577    5,484      -52       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      4.9     22.3     63.0     72.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      23       14       19       55       67       84       95                  
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,330
COMMITMENTS
       0      155        0    1,330    1,175    1,330    1,330        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.7      0.0    100.0     88.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0        6       14        6       15                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,797
COMMITMENTS
     953      272      249    1,212    2,019    2,414    2,540      383      257

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        279)
      76       46        6      157      191      239      243       40       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1      9.7      8.9     43.3     72.2     86.3     90.8     13.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        5        7       14       13       23       23                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      233,762
COMMITMENTS
  10,484    2,052   17,093  206,185  214,617  233,762  233,762        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,862)
  -5,328    1,114    5,327    1,863   -4,579    1,862    1,862        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.9      7.3     88.2     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       19       19       21       23                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,608
COMMITMENTS
   1,825      936       82   31,266   31,464   33,173   32,482      435    1,126

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,561)
      77        0      -15    1,259    1,551    1,321    1,536      240       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      2.8      0.2     93.0     93.6     98.7     96.6      1.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        1        1       21       19       28       21                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      123,788
COMMITMENTS
   7,927    2,390    3,372  111,554  117,674  122,853  123,436      935      352

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -13,155)
    -296     -196     -589  -12,512  -12,482  -13,397  -13,267      242      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.9      2.7     90.1     95.1     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      17       10       14       58       59       79       80                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       96,224
COMMITMENTS
  14,572    5,952        0   81,381   89,315   95,953   95,267      271      957

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,117)
     -35        0        0   -1,101   -1,351   -1,136   -1,351       19      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      6.2      0.0     84.6     92.8     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        0       27       31       32       35                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,275
COMMITMENTS
   1,624      814      431   32,959   33,657   35,014   34,902      261      373

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,682)
     300       75     -261    1,653    1,878    1,692    1,692      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      2.3      1.2     93.4     95.4     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        4        3       31       35       40       41                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,759
COMMITMENTS
   2,465       17      188   12,048   13,351   14,701   13,556       58    1,203

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        526)
     150      -28       73      303      292      526      337        0      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      0.1      1.3     81.6     90.5     99.6     91.8      0.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        2       23       19       28       21                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,198
COMMITMENTS
     288      404      178   15,164   15,101   15,630   15,683      568      515

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        375)
     -65       52        0      425      358      360      410       15      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.5      1.1     93.6     93.2     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       27       23       32       29                  
 
 
MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE          Code-06665W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        1,775
COMMITMENTS
     134       50      106    1,495    1,524    1,735    1,680       40       95

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      2.8      6.0     84.2     85.9     97.7     94.6      2.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       10       10       13       12                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,868,908
COMMITMENTS
 605,808  121,933  1155561  979,272  1498256  2740642  2775750  128,266   93,158

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     37,844)
  -8,726    6,434   11,942   29,116   21,010   32,333   39,386    5,511   -1,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      4.3     40.3     34.1     52.2     95.5     96.8      4.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      491)
     211      113      252      117      136      442      414                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      255,333
COMMITMENTS
  91,953   27,107   64,261   97,318  162,718  253,531  254,086    1,801    1,247

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     13,356)
   4,821    4,454      544    7,370    8,382   12,735   13,380      621      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0     10.6     25.2     38.1     63.7     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        6        6       20       21       28       28                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,396
COMMITMENTS
  52,246   19,156    1,664   45,340   54,910   99,250   75,730   17,146   40,666

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,078)
    -169      414      474      167    1,062      472    1,950      606     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.9     16.5      1.4     39.0     47.2     85.3     65.1     14.7     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        4        5       14       17       20       25                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       81,255
COMMITMENTS
  24,894       65    8,704   39,751   56,944   73,349   65,713    7,905   15,541

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -976)
    -660        9      -14     -393   -1,070   -1,068   -1,076       92       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6      0.1     10.7     48.9     70.1     90.3     80.9      9.7     19.1

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 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      141,713
COMMITMENTS
  20,747   55,311   50,505   55,521   28,254  126,772  134,070   14,941    7,643

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        452)
    -138    1,429   -1,505    1,906      948      264      873      188     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     39.0     35.6     39.2     19.9     89.5     94.6     10.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       14       27       21       22       52       52                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,856
COMMITMENTS
   6,482   22,027    4,640   39,699   24,016   50,821   50,684       35      172

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     17,328)
   3,425    6,514    1,633   12,254    9,130   17,312   17,277       17       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     43.3      9.1     78.1     47.2     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        5       16       16       26       22                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      145,484
COMMITMENTS
  88,342    8,245   34,878   21,929  101,021  145,149  144,144      335    1,339

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      3,656)
   3,668      184      952     -923    2,429    3,698    3,565      -41       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.7      5.7     24.0     15.1     69.4     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        6       10       16       18       23                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,580
COMMITMENTS
     260        0        0   10,320   10,440   10,580   10,440        0      140

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        590)
      50        0        0      540      680      590      680        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.0     97.5     98.7    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       19       17       21       17                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,930
COMMITMENTS
  19,964    3,706      704    5,182   22,465   25,850   26,875    2,080    1,055

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      2,555)
   1,933      153      231      221    2,001    2,385    2,385      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.5     13.3      2.5     18.6     80.4     92.6     96.2      7.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      76       38       14       28       36      110       83                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,049
COMMITMENTS
  42,731   12,579    3,937   11,134   45,924   57,802   62,441    7,247    2,608

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,948)
     -67   -5,732       66   -2,147    4,078   -2,148   -1,588      200     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.7     19.3      6.1     17.1     70.6     88.9     96.0     11.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     135       40       29       34       38      178       99                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      408,463
COMMITMENTS
 141,302   57,329   58,086  181,185  277,744  380,573  393,160   27,890   15,303

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,775)
    -800   -8,159     -834   -1,166    4,776   -2,801   -4,217       26    1,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     14.0     14.2     44.4     68.0     93.2     96.3      6.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
     101       45       76       87      105      223      201                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,258
COMMITMENTS
   2,369    1,849      486    4,697    6,044    7,552    8,379    2,706    1,879

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,571)
       0      497       60      956      871    1,016    1,428      555      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     18.0      4.7     45.8     58.9     73.6     81.7     26.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        4        3        9        9       14       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,186
COMMITMENTS
       0      264       96   15,435   15,921   15,531   16,281    1,655      905

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.6     89.8     92.6     90.4     94.7      9.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       19       17       20                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,349
COMMITMENTS
   8,014    8,278    3,801    4,908    4,829   16,723   16,908      626      441

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,865)
    -558      437   -1,407     -172     -999   -2,137   -1,969      272      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.2     47.7     21.9     28.3     27.8     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       19       22       13       10       43       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,237
COMMITMENTS
   2,336      735      240   27,409   29,262   29,985   30,237      252        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -6,251)
    -372      -79     -191   -5,658   -5,961   -6,221   -6,231      -30      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      2.4      0.8     90.6     96.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        2       20       15       25       18                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,820
COMMITMENTS
      75    1,475      945    4,680    3,400    5,700    5,820      120        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -365)
     -25      -25     -125     -215     -115     -365     -265        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     25.3     16.2     80.4     58.4     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        5        6        8        8       15       15                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,606
COMMITMENTS
   1,067      720      397    5,137    5,299    6,601    6,416        5      190

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -971)
    -267     -189        5     -710     -962     -972   -1,146        1      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     10.9      6.0     77.8     80.2     99.9     97.1      0.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        5        8        9       14       15                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,728
COMMITMENTS
   2,960    2,894      361   13,349   13,992   16,670   17,247    1,058      481

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,308)
     161        0       74    1,313    1,224    1,548    1,298     -240       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     16.3      2.0     75.3     78.9     94.0     97.3      6.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        4        4       25       25       34       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,445
COMMITMENTS
     150    1,477       70    2,928    2,134    3,148    3,681    1,297      764

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -724)
    -100     -315     -146     -893     -581   -1,139   -1,042      415      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     33.2      1.6     65.9     48.0     70.8     82.8     29.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        3       15       15       18       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,262
COMMITMENTS
     145      756      322    3,675    3,164    4,142    4,242      120       20

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        -84)
     -32     -299        2      -29      213      -59      -84      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     17.7      7.6     86.2     74.2     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        7        5       10       11       15       20                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,071
COMMITMENTS
     332    2,333      834    7,547    5,738    8,713    8,905      358      166

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        566)
      70      395       31      513      116      614      542      -48       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     25.7      9.2     83.2     63.3     96.1     98.2      3.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       10        7       22       22       31       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,444
COMMITMENTS
     238      455      356      614      485    1,208    1,296      236      148

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -688)
    -773     -161       23      -49     -622     -799     -760      111       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     31.5     24.7     42.5     33.6     83.7     89.8     16.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        8        6        9       10       19       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,057
COMMITMENTS
   1,825    8,812    3,520   15,588    8,033   20,933   20,365    3,124    3,692

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      2,360)
       0     -174      801    2,195      447    2,996    1,074     -636    1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     36.6     14.6     64.8     33.4     87.0     84.7     13.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        6        5       16       13       22       20                  



Updated January 13, 2017