GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,126
COMMITMENTS
   8,302    3,766    1,708   45,405   50,585   55,415   56,059      711       67

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      3,016)
     185      379      -40    2,871    2,647    3,016    2,986        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      6.7      3.0     80.9     90.1     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        3        9       33       44       45       55                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,219
COMMITMENTS
      66        0        0    4,153    4,219    4,219    4,219        0        0

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:         62)
       0        0        0       62       62       62       62        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     98.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       17       11       17                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,778
COMMITMENTS
     445      408    1,640   10,098   10,279   12,183   12,327      595      451

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,242)
      81       15      347      872      879    1,300    1,241      -58        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      3.2     12.8     79.0     80.4     95.3     96.5      4.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5       11       36       36       47       48                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,589
COMMITMENTS
     229        0       26    2,124    2,233    2,379    2,259      210      330

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      0.0      1.0     82.0     86.2     91.9     87.3      8.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       13       15       17       17                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,896
COMMITMENTS
     728      369    1,432   12,112   12,651   14,272   14,452      624      444

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,124)
      -9       57       35    1,050    1,012    1,076    1,104       48       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      2.5      9.6     81.3     84.9     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        3        8       38       41       46       50                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,656
COMMITMENTS
     151    2,059      233    9,093    6,802    9,477    9,094      179      562

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        560)
      20      157      106      444      329      570      592      -10      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     21.3      2.4     94.2     70.4     98.1     94.2      1.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        8        7       27       24       35       34                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,652
COMMITMENTS
     130      195      194    1,255    1,011    1,579    1,400       73      252

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:         50)
      30        0        4       16       16       50       20        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     11.8     11.7     76.0     61.2     95.6     84.7      4.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        5       10       14       17       19                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,633
COMMITMENTS
      30    3,678      545   22,829   19,371   23,404   23,594      229       39

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        625)
      10      279       22      633      374      665      675      -40      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     15.6      2.3     96.6     82.0     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        5       28       24       33       31                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,757
COMMITMENTS
   1,041    2,039      373    4,722    4,187    6,136    6,599      621      158

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        342)
      41     -103      122      113      338      276      357       66      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     30.2      5.5     69.9     62.0     90.8     97.7      9.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        6       10       19       20       32       31                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        7,119
COMMITMENTS
     600      776      411    5,516    5,792    6,527    6,979      592      140

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        250)
      20        0       40      175      259      235      299       15      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     10.9      5.8     77.5     81.4     91.7     98.0      8.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        4        6       19       20       27       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      429,112
COMMITMENTS
  95,678   47,060   82,515  203,390  270,322  381,584  399,897   47,528   29,215

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -21,934)
  -2,555   -2,157   -4,435  -10,745  -16,837  -17,735  -23,429   -4,199    1,495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     11.0     19.2     47.4     63.0     88.9     93.2     11.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      60       28       61       86       93      176      160                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,764
COMMITMENTS
   1,942        0    1,918   15,769   17,477   19,629   19,395    1,135    1,369

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        775)
       0        0      297      679      749      976    1,046     -201     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.0      9.2     75.9     84.2     94.5     93.4      5.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        3       15       17       19       20                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,228
COMMITMENTS
       0      375       50   39,768   44,342   39,818   44,767   10,410    5,461

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,542)
    -300       15      -40    1,650    1,385    1,310    1,360      232      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.1     79.2     88.3     79.3     89.1     20.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       20       23       21       24                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,190,835
COMMITMENTS
 308,265  336,893  366,926  440,349  456,198  1115539  1160017   75,296   30,819

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     11,642)
  12,952   15,454   -4,887    3,409    4,407   11,474   14,974      167   -3,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     28.3     30.8     37.0     38.3     93.7     97.4      6.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     144       82      161       70       62      288      242                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      640,430
COMMITMENTS
  59,396   16,168  160,174  414,671  461,443  634,241  637,785    6,189    2,646

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -63,580)
  -4,034  -11,884  -31,552  -27,252  -19,800  -62,838  -63,236     -742     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      2.5     25.0     64.7     72.1     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      54       23       64       57       54      134      118                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      366,380
COMMITMENTS
 137,353  136,370   37,099  182,013  181,375  356,465  354,844    9,915   11,536

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -23,097)
  -7,835   -6,462   -6,536   -6,432  -13,800  -20,803  -26,798   -2,294    3,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5     37.2     10.1     49.7     49.5     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      18       17       25       33       35       65       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      119,996
COMMITMENTS
  11,701   18,648   20,601   81,030   73,506  113,332  112,755    6,664    7,241

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -3,337)
  -4,122   -2,780    1,156      885       46   -2,081   -1,578   -1,256   -1,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     15.5     17.2     67.5     61.3     94.4     94.0      5.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       13       22       25       25       48       49                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,305,939
COMMITMENTS
 634,285   35,066   81,503  559,962  1173074  1275750  1289643   30,189   16,296

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -67,978)
 -47,343  -16,080   -3,956  -19,867  -44,709  -71,166  -64,745    3,188   -3,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.6      2.7      6.2     42.9     89.8     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22        8       21       48       48       78       69                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      279,366
COMMITMENTS
  13,418   55,063   18,026  243,129  196,103  274,573  269,192    4,793   10,174

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -19,569)
  -1,132     -530   -2,807  -17,674  -16,492  -21,613  -19,829    2,044      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     19.7      6.5     87.0     70.2     98.3     96.4      1.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16       12       21       32       31       57       55                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       71,838
COMMITMENTS
  23,978   31,402    9,489   37,322   29,550   70,788   70,440    1,050    1,398

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -3,359)
    -607   -2,256     -541   -2,036     -465   -3,184   -3,262     -175      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     43.7     13.2     52.0     41.1     98.5     98.1      1.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       14       16       18       19       42       39                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,778
COMMITMENTS
   8,969    2,821    1,061    3,307    9,431   13,337   13,313      441      465

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -2,298)
    -957     -336      -95   -1,283   -1,822   -2,335   -2,253       37      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.1     20.5      7.7     24.0     68.4     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        6        6        8       12       19       21                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:          634
COMMITMENTS
     275      109      219      138      304      633      633        1        1

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:          9)
      -5       -9       14        0        4        9        9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.4     17.2     34.6     21.8     48.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        8        9        3        8       14       20                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,411
COMMITMENTS
     127    1,060       58    3,986    3,195    4,171    4,313      240       98

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        194)
       0       10        0      204      174      204      184      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     24.0      1.3     90.4     72.4     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        6        2       14       15       16       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       65,230
COMMITMENTS
   8,097    3,016   13,211   43,703   48,720   65,011   64,947      219      283

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,800)
     162      113      330    2,317    2,346    2,809    2,789       -9       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      4.6     20.3     67.0     74.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      17       18       19       59       72       86      100                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,433
COMMITMENTS
     256       84      327    1,199    1,311    1,782    1,722      651      711

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        133)
      23       -1       -5      -34        2      -16       -4      149      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      3.5     13.4     49.3     53.9     73.2     70.8     26.8     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        4       14       16       18       21                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,298
COMMITMENTS
   1,364      229      352    2,271    3,446    3,987    4,027      311      271

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        404)
      44      -50       10      354      349      408      309       -4       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      5.3      8.2     52.8     80.2     92.8     93.7      7.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        3        8       21       20       31       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      213,677
COMMITMENTS
  10,496    3,066   16,909  186,271  193,702  213,677  213,677        0        0

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -40,334)
    -161    1,175       13  -40,186  -41,522  -40,334  -40,334        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      1.4      7.9     87.2     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       21       18       23       21                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,103
COMMITMENTS
   1,984    1,235       97   35,767   36,032   37,848   37,364      255      739

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,523)
       0       10        0    2,523    2,513    2,523    2,523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      3.2      0.3     93.9     94.6     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        2        1       24       26       31       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      126,515
COMMITMENTS
   7,097    2,402    1,652  117,123  122,143  125,872  126,197      643      318

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,949)
    -359      142     -251    4,135    3,066    3,525    2,957     -576       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      1.9      1.3     92.6     96.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      17       10       15       62       65       85       86                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      104,559
COMMITMENTS
  14,592    5,192        0   89,700   98,679  104,292  103,871      267      688

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,970)
     -10     -540        0    2,984    3,649    2,974    3,109       -4     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      5.0      0.0     85.8     94.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        4        0       26       33       31       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,558
COMMITMENTS
   1,354      830      730   36,214   36,529   38,298   38,089      260      469

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,740)
    -167       11      361    1,546    1,338    1,740    1,710        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      2.2      1.9     93.9     94.7     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        5        4       31       37       41       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,471
COMMITMENTS
   2,721       85      212   13,446   14,961   16,379   15,258       92    1,213

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        429)
      96       20       24      285      375      405      419       24       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5      0.5      1.3     81.6     90.8     99.4     92.6      0.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        2       27       22       32       24                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,897
COMMITMENTS
     251      649      202   15,851   15,635   16,304   16,486      593      411

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        351)
      23       16      -87      375      247      311      176       40      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.8      1.2     93.8     92.5     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,160
COMMITMENTS
     117      151      153    2,850    2,749    3,120    3,053       40      107

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      4.8      4.8     90.2     87.0     98.7     96.6      1.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       13       14       17       16                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,888,128
COMMITMENTS
 667,129  123,299  1111348  988,948  1549219  2767425  2783865  120,703  104,263

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     48,872)
  14,655   -2,342    2,968   26,458   44,780   44,080   45,406    4,792    3,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      4.3     38.5     34.2     53.6     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     200      115      245      111      127      423      398                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      252,405
COMMITMENTS
 110,815   41,597   51,094   87,905  158,984  249,814  251,676    2,591      729

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,812)
   4,109    2,851   -2,243        2    2,378    1,868    2,987      943     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.9     16.5     20.2     34.8     63.0     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        5        6       19       20       26       27                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,399
COMMITMENTS
  55,664   19,734    2,720   47,930   58,336  106,314   80,790   19,085   44,609

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,847)
   1,018      262      210      544    1,143    1,772    1,615    1,075    1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4     15.7      2.2     38.2     46.5     84.8     64.4     15.2     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        5       14       16       20       23                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,289
COMMITMENTS
  25,306       32    8,014   40,482   57,250   73,802   65,296    6,487   14,993

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -1,364)
     607        5     -462   -1,382     -737   -1,237   -1,194     -127     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5      0.0     10.0     50.4     71.3     91.9     81.3      8.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        1        7       19       19       26       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      146,670
COMMITMENTS
  28,335   58,375   48,014   57,749   31,180  134,098  137,569   12,572    9,101

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -1,080)
   1,947    1,143   -3,850       47      412   -1,855   -2,295      775    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     39.8     32.7     39.4     21.3     91.4     93.8      8.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       15       27       19       22       50       52                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,222
COMMITMENTS
   5,647   23,784    5,460   44,060   25,793   55,167   55,038       55      184

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      4,778)
      -1    1,213      673    4,356    3,257    5,028    5,143     -250     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     43.1      9.9     79.8     46.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        4        6       19       15       29       22                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,664
COMMITMENTS
  75,067    5,079   25,245   11,198   80,232  111,509  110,555      155    1,109

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -4,812)
    -971      337   -2,377   -1,446   -2,764   -4,794   -4,804      -18       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.2      4.5     22.6     10.0     71.9     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        5        6       12       18       19       26                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,040
COMMITMENTS
     165        0        0   10,830   10,835   10,995   10,835       45      205

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        960)
       0        0        0      915      975      915      975       45      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     98.1     98.1     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       18       19       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       29,797
COMMITMENTS
  19,464    3,703    2,096    6,267   23,016   27,828   28,815    1,970      982

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -2,171)
  -2,797   -1,166      420      516   -1,169   -1,860   -1,915     -311     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.3     12.4      7.0     21.0     77.2     93.4     96.7      6.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      68       39       25       28       40      113       91                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,263
COMMITMENTS
  46,342    7,391    3,506   10,779   53,917   60,627   64,814    6,636    2,449

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,763)
   1,335     -907      431      435    2,745    2,201    2,269     -438     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.9     11.0      5.2     16.0     80.2     90.1     96.4      9.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
     129       33       23       32       39      172       86                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      429,971
COMMITMENTS
 127,828   46,065   81,692  192,364  286,310  401,885  414,067   28,086   15,904

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -17,175)
  -4,563     -375   -4,153   -9,243  -12,027  -17,959  -16,555      784     -619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     10.7     19.0     44.7     66.6     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      95       47       78       84      109      213      207                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,413
COMMITMENTS
   3,256    2,633    1,009    7,860    8,760   12,125   12,402    2,288    2,011

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        769)
     937      500       -8       83      153    1,012      645     -243      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     18.3      7.0     54.5     60.8     84.1     86.0     15.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7        5       13       13       22       21                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       21,865
COMMITMENTS
   4,931      975    4,287   11,782   15,588   21,000   20,850      865    1,015

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,643)
     150      100      418    1,025      910    1,593    1,428       50      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      4.5     19.6     53.9     71.3     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        5       16       17       21       22                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,266
COMMITMENTS
     750      264       96   18,280   19,036   19,126   19,396    1,140      870

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        930)
      50        0        0    1,130      805    1,180      805     -250      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.3      0.5     90.2     93.9     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       19       20       20                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,543
COMMITMENTS
   1,563      250    2,391    3,741    4,349    7,695    6,990    1,848    2,553

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      2.6     25.1     39.2     45.6     80.6     73.2     19.4     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        7       10       12       17       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,422
COMMITMENTS
   5,136   11,300      389    6,762      601   12,287   12,290      135      132

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -1,303)
      13     -973     -302     -982        3   -1,271   -1,272      -32      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.3     91.0      3.1     54.4      4.8     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        5        3        9        3       17       10                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,504
COMMITMENTS
   7,520    7,011    4,632    4,854    5,613   17,006   17,256      498      248

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        544)
     -79     -279      322      354      551      597      594      -53      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     40.1     26.5     27.7     32.1     97.2     98.6      2.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22       18       22       14       11       44       43                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,397
COMMITMENTS
   2,533      697      563   30,049   32,137   33,145   33,397      252        0

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        741)
     200      105      155      386      481      741      741        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      2.1      1.7     90.0     96.2     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        2       23       18       28       21                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,890
COMMITMENTS
     300    1,750    1,245    5,225    3,895    6,770    6,890      120        0

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,100)
     225      225      225      650      650    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     25.4     18.1     75.8     56.5     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        7       12       13       20       21                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,726
COMMITMENTS
   1,177      757      442    5,107    5,347    6,726    6,546        0      180

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -215)
      50        0        0     -265     -215     -215     -215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     11.3      6.6     75.9     79.5    100.0     97.3      0.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        6        8        9       15       16                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,275
COMMITMENTS
   2,805    2,957      513   14,083   14,312   17,401   17,782      874      493

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        414)
     -39       18      145      308      239      414      402        0       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     16.2      2.8     77.1     78.3     95.2     97.3      4.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        5        5       26       26       34       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,011
COMMITMENTS
     180    1,633      108    3,184    2,410    3,472    4,151    1,539      860

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        226)
      30      166       33      139       25      202      224       24        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     32.6      2.2     63.5     48.1     69.3     82.8     30.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        6        4       15       15       20       22                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,581
COMMITMENTS
     177      656      342    3,942    3,563    4,461    4,561      120       20

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:         50)
     -50       50        0      100        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     14.3      7.5     86.1     77.8     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        6       10       12       16       20                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,342
COMMITMENTS
     636    2,361    1,376    8,159    6,403   10,171   10,140      171      202

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        730)
    -192      168      380      586      225      774      773      -44      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     22.8     13.3     78.9     61.9     98.3     98.0      1.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4       12       10       27       26       39       40                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,903
COMMITMENTS
     398      475      360      960      860    1,718    1,695      185      208

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        151)
      30        0       11       90      120      131      131       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     25.0     18.9     50.4     45.2     90.3     89.1      9.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        8        7       15       12       25       22                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,537
COMMITMENTS
   1,755    9,403    5,220   18,880   11,013   25,855   25,636    4,682    4,901

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,497)
    -183      197      744    1,577    1,177    2,138    2,118      359      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     30.8     17.1     61.8     36.1     84.7     84.0     15.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        5        5       14       11       21       18                  



Updated February 3, 2017