GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,650
COMMITMENTS
   7,211    2,990    1,324   40,740   45,148   49,275   49,462      375      188

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,451)
     148      267      -97    1,664    1,230    1,715    1,400     -264       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      6.0      2.7     82.1     90.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11        5        8       36       46       47       59                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,660
COMMITMENTS
      66        0        0    3,594    3,660    3,660    3,660        0        0

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        153)
       0        0        0      153      153      153      153        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       14       13       14                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,345
COMMITMENTS
     721      205    1,017    8,679    9,488   10,417   10,710      928      635

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        243)
     -42       45     -288      400      379       70      136      173      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.8      9.0     76.5     83.6     91.8     94.4      8.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        9       31       32       40       41                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,698
COMMITMENTS
     820      272    1,376   11,839   12,658   14,035   14,306      663      392

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        771)
      40        0      -13      629      672      656      659      115      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      1.9      9.4     80.5     86.1     95.5     97.3      4.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        8       32       38       40       48                  
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,560
COMMITMENTS
     230        0        0    2,325    2,548    2,555    2,548        5       12

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.0      0.0     90.8     99.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       13       14       13                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,524
COMMITMENTS
      17    1,606      274    7,946    6,139    8,237    8,019      287      505

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        372)
       0      -91       92      257      369      349      370       23        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     18.8      3.2     93.2     72.0     96.6     94.1      3.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        7        6       24       25       30       34                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,498
COMMITMENTS
     129      134      135    1,107    1,072    1,371    1,341      127      157

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:         -1)
     -31       19        5      -25       15      -51       39       50      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      8.9      9.0     73.9     71.6     91.5     89.5      8.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        3       10       11       15       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,283
COMMITMENTS
     276    2,874      337   21,570   19,058   22,183   22,269      100       14

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        512)
     181      -90        0      467      602      648      512     -136        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     12.9      1.5     96.8     85.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        3       25       23       30       29                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,711
COMMITMENTS
   1,371    1,835      276    6,496    6,353    8,143    8,464      568      247

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,036)
     -33       27       -4    1,063    1,058    1,026    1,081       10      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     21.1      3.2     74.6     72.9     93.5     97.2      6.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        6        6       19       25       29       34                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,535
COMMITMENTS
     773      591      249    4,898    5,375    5,920    6,215      615      320

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        336)
      25      -15        0      423      341      448      326     -112       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      9.0      3.8     75.0     82.2     90.6     95.1      9.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        3        5       18       18       26       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      463,800
COMMITMENTS
  90,809   53,118   85,525  239,418  297,041  415,752  435,684   48,048   28,116

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -3,771)
     172      505   -8,150    4,886    4,409   -3,091   -3,237     -679     -534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     11.5     18.4     51.6     64.0     89.6     93.9     10.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      60       35       66       92       94      187      168                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,552
COMMITMENTS
   2,065        0    1,642   12,006   15,120   15,713   16,762    2,839    1,790

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      0.0      8.9     64.7     81.5     84.7     90.4     15.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        4       14       15       18       19                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,933
COMMITMENTS
     330      350       75   36,342   38,118   36,747   38,543    9,186    7,390

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      2,504)
     330       50      -50    2,450    1,033    2,730    1,033     -226    1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.8      0.2     79.1     83.0     80.0     83.9     20.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       18       23       20       24                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,311,603
COMMITMENTS
 312,150  363,502  440,524  479,856  466,669  1232530  1270695   79,073   40,908

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     18,351)
 -14,708    1,263   22,363    7,572  -10,616   15,226   13,010    3,125    5,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     27.7     33.6     36.6     35.6     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     147       98      153       72       66      295      250                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      758,422
COMMITMENTS
  75,433   17,407  234,277  441,455  502,922  751,165  754,606    7,258    3,816

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     68,771)
  13,093   -1,506   37,136   17,999   32,704   68,227   68,333      544      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      2.3     30.9     58.2     66.3     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      55       23       66       62       57      137      126                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      394,313
COMMITMENTS
 149,362  139,049   46,494  187,516  196,543  383,373  382,086   10,940   12,226

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     18,457)
   7,151    3,778    4,419    6,893    9,695   18,463   17,892       -5      566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     35.3     11.8     47.6     49.8     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       18       31       42       40       79       73                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      143,062
COMMITMENTS
  23,747   31,207   25,695   86,805   80,034  136,247  136,936    6,815    6,126

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     13,695)
   7,547    6,035    2,284    3,568    4,938   13,399   13,257      296      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     21.8     18.0     60.7     55.9     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10       19       24       26       27       52       54                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,323,925
COMMITMENTS
 663,085   33,048   83,530  545,413  1187024  1292028  1303602   31,897   20,323

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     10,019)
   5,970    1,025    2,384      -67    2,583    8,287    5,992    1,732    4,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1      2.5      6.3     41.2     89.7     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21        8       22       50       49       78       72                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      301,288
COMMITMENTS
  19,067   63,506   21,511  256,677  211,744  297,255  296,761    4,033    4,527

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      8,544)
   3,307    4,387      996    4,398    3,974    8,701    9,357     -157     -813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     21.1      7.1     85.2     70.3     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       15       23       37       33       64       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       73,289
COMMITMENTS
  22,054   30,801   10,571   39,622   30,496   72,247   71,868    1,042    1,421

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,105)
     274      575      532      382     -128    1,188      978      -83      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     42.0     14.4     54.1     41.6     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       14       17       20       21       45       41                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,540
COMMITMENTS
   9,764    2,461    1,057    3,203   10,532   14,024   14,050      516      490

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        158)
     330       -5      -70     -122      258      138      183       20      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.2     16.9      7.3     22.0     72.4     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        4        5        9       12       21       19                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:          703
COMMITMENTS
     299      130      254      150      319      702      703        0        0

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        -50)
      10       11      -58       -2       -2      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5     18.5     36.1     21.3     45.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        9        9        4        9       15       21                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,215
COMMITMENTS
     187    1,075        3    3,658    3,004    3,848    4,082      367      133

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:         71)
       0        0        0      126      116      126      116      -55      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     25.5      0.1     86.8     71.3     91.3     96.8      8.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        1       13       14       14       20                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       58,625
COMMITMENTS
   6,625    1,996    9,199   42,397   47,193   58,221   58,387      404      238

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        -42)
      57       10     -481      359      483      -65       12       23      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      3.4     15.7     72.3     80.5     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      15       16       17       58       72       82       97                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,370
COMMITMENTS
     432      137      314    1,116    1,301    1,862    1,752      508      618

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        108)
     -27       31       28       63       22       64       81       44       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      5.8     13.2     47.1     54.9     78.6     73.9     21.4     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        5       14       14       19       20                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,606
COMMITMENTS
     937      427      291    1,845    2,625    3,073    3,343      533      263

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:         45)
     139       90       -6     -110       21       23      105       22      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     11.8      8.1     51.2     72.8     85.2     92.7     14.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        7       17       19       26       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      214,196
COMMITMENTS
   7,396    3,976   16,551  190,249  193,670  214,196  214,196        0        0

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      4,490)
     138      887      -85    4,437    3,689    4,490    4,490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.9      7.7     88.8     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       20       17       22       20                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,217
COMMITMENTS
     691    1,164       23   28,283   27,278   28,997   28,465      220      752

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        625)
      87        0        0      538      625      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      4.0      0.1     96.8     93.4     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        1       17       24       21       27                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      113,661
COMMITMENTS
   8,762    1,836    1,641  102,716  110,083  113,119  113,560      542      101

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      2,201)
   1,155       46      166      878    2,219    2,199    2,431        2     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      1.6      1.4     90.4     96.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      18        9       10       58       65       78       82                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       93,931
COMMITMENTS
  15,577    4,516       52   78,196   88,763   93,825   93,331      106      600

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,511)
     239        0       52    1,356    1,441    1,647    1,493     -136       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      4.8      0.1     83.2     94.5     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4        1       26       32       32       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,653
COMMITMENTS
     752    1,154      662   34,999   34,362   36,413   36,178      240      475

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,247)
      26      192       76    1,160    1,024    1,262    1,292      -15      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.1      1.8     95.5     93.7     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        3        4       27       34       34       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,492
COMMITMENTS
   2,165      133      189   11,076   11,980   13,430   12,302       62    1,190

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        453)
      50        0       30      373      423      453      453        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      1.0      1.4     82.1     88.8     99.5     91.2      0.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        2       23       22       29       25                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,717
COMMITMENTS
     286      668      138   13,722   13,503   14,146   14,309      571      408

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        284)
      29       60      -57      301      239      273      242       11       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      4.5      0.9     93.2     91.8     96.1     97.2      3.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        3       26       22       30       28                  
 
 
MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE          Code-06665W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,137
COMMITMENTS
      45      253       62    3,025    2,787    3,132    3,102        5       35

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        390)
      15       15        0      375      375      390      390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      8.1      2.0     96.4     88.8     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       17       19       19       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,727,947
COMMITMENTS
 719,973  133,744  939,479  953,232  1554248  2612684  2627471  115,263  100,476

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:   -185,854)
  28,130     -528 -108,012 -102,207  -76,518 -182,088 -185,057   -3,766     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4      4.9     34.4     34.9     57.0     95.8     96.3      4.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      461)
     190      122      230      108      128      406      390                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      237,130
COMMITMENTS
 106,529   37,640   48,116   81,077  150,929  235,721  236,685    1,409      445

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -17,142)
  -7,992   -6,397      834   -8,946  -11,412  -16,104  -16,975   -1,038     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.9     15.9     20.3     34.2     63.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        5        7       18       21       26       28                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      123,262
COMMITMENTS
  57,035   21,030      917   47,761   54,605  105,713   76,552   17,549   46,710

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        858)
     199      -36       84      124      104      407      152      451      706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.3     17.1      0.7     38.7     44.3     85.8     62.1     14.2     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        5       14       14       22       21                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,967
COMMITMENTS
  26,610        0    8,042   41,630   59,356   76,282   67,398    6,686   15,569

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -1,673)
  -1,082        0       47     -536   -1,523   -1,572   -1,476     -101     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1      0.0      9.7     50.2     71.5     91.9     81.2      8.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        0        7       20       20       27       27                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      148,661
COMMITMENTS
  20,927   59,084   49,303   64,301   30,151  134,531  138,538   14,131   10,123

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      4,163)
   1,022    1,105    2,098      541      855    3,661    4,058      502      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     39.7     33.2     43.3     20.3     90.5     93.2      9.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18       12       25       21       20       50       47                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,628
COMMITMENTS
   4,189   24,881    5,748   42,526   21,787   52,462   52,416      166      212

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -3,184)
    -273        8     -363   -2,535   -2,795   -3,171   -3,150      -13      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     47.3     10.9     80.8     41.4     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        4        6       21       16       31       23                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       78,419
COMMITMENTS
  56,999    4,089   14,407    6,853   58,762   78,259   77,258      160    1,161

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -31,898)
 -13,273   -1,385  -11,489   -7,166  -19,095  -31,928  -31,969       31       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.7      5.2     18.4      8.7     74.9     99.8     98.5      0.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        5        8       14       14       19                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,705
COMMITMENTS
      90        0        0   10,570   10,570   10,660   10,570       45      135

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -1,000)
     -65        0        0     -935     -985   -1,000     -985        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     98.7     98.7     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       19       21       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       31,043
COMMITMENTS
  20,335    3,662    2,401    6,169   23,745   28,905   29,808    2,138    1,236

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -382)
    -161     -102      150     -224     -277     -234     -228     -148     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.5     11.8      7.7     19.9     76.5     93.1     96.0      6.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      68       36       19       33       43      111       91                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       68,817
COMMITMENTS
  45,595    5,843    3,879   12,159   56,743   61,634   66,466    7,183    2,351

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        876)
    -234     -339      247      872      874      885      782      -10       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.3      8.5      5.6     17.7     82.5     89.6     96.6     10.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
     127       26       26       33       37      170       81                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      432,836
COMMITMENTS
 109,810   50,872   86,146  207,929  276,234  403,886  413,252   28,951   19,584

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        636)
  -8,079    3,161    2,822    6,482   -4,667    1,225    1,316     -589     -680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     11.8     19.9     48.0     63.8     93.3     95.5      6.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      85       50       81       98      108      222      208                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,835
COMMITMENTS
   1,217    2,226      772    6,220    6,136    8,209    9,134    2,626    1,701

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        615)
       0      626        0      801      375      801    1,001     -186     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     20.5      7.1     57.4     56.6     75.8     84.3     24.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        3       11       12       17       19                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       20,335
COMMITMENTS
   5,474      450    3,249   10,652   15,716   19,375   19,415      960      920

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        258)
       0        0      150      108      108      258      258        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9      2.2     16.0     52.4     77.3     95.3     95.5      4.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        4       16       18       20       22                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,766
COMMITMENTS
   1,200        0      150   18,945   20,506   20,295   20,656    1,471    1,110

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,575)
       0        0      150    1,400    1,445    1,550    1,595       25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.0      0.7     87.0     94.2     93.2     94.9      6.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       18       22       19                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,800
COMMITMENTS
   1,445      246    3,917    3,870    4,223    9,232    8,386    1,568    2,414

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        482)
      53       47     -290      340      266      103       23      379      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      2.3     36.3     35.8     39.1     85.5     77.6     14.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        6       11       13       17       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,651
COMMITMENTS
   5,659   12,448      447    7,349      652   13,455   13,547      196      104

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        446)
     218      578       60      108     -147      386      491       60      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5     91.2      3.3     53.8      4.8     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        6        3        9        4       17       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       16,704
COMMITMENTS
   6,527    7,068    4,517    5,042    4,601   16,086   16,186      618      518

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        248)
     -75       64      248      100      -98      273      214      -25       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.1     42.3     27.0     30.2     27.5     96.3     96.9      3.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22       15       21       14       12       44       41                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,660
COMMITMENTS
   2,237      542      553   28,667   30,565   31,457   31,660      203        0

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:          2)
     -45       50      -45       92       -3        2        2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      1.7      1.7     90.5     96.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        2       24       17       29       21                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,455
COMMITMENTS
     250    1,865    1,050    5,020    3,515    6,320    6,430      135       25

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        125)
       0      200      -50      175      -25      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     28.9     16.3     77.8     54.5     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        7       15       11       23       19                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,894
COMMITMENTS
   2,853    3,512      348   13,878   13,618   17,079   17,478      815      416

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        246)
      69      -50        0      206      313      275      263      -29      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     19.6      1.9     77.6     76.1     95.4     97.7      4.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        5        4       25       25       32       33                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,185
COMMITMENTS
     104    1,577       46    3,326    2,567    3,476    4,190    1,709      995

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        125)
     -15       24        1      100       50       86       75       39       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     30.4      0.9     64.1     49.5     67.0     80.8     33.0     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        2       15       13       17       18                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,105
COMMITMENTS
     571    2,335    1,259    8,008    6,384    9,838    9,978      267      127

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        196)
      -1       11      225      -28        2      196      238        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     23.1     12.5     79.2     63.2     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       12        7       26       25       35       40                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,754
COMMITMENTS
     542      525       34    1,013      986    1,589    1,545      165      209

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        286)
     255      100      -60       71      251      266      291       20       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     29.9      1.9     57.8     56.2     90.6     88.1      9.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        8        2       15       12       23       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,974
COMMITMENTS
   1,331    9,063    5,080   19,872   11,550   26,283   25,693    3,691    4,281

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,056)
       0      342      187    1,216       96    1,403      625     -347      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     30.2     16.9     66.3     38.5     87.7     85.7     12.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        7        6       16       14       23       22                  



Updated February 24, 2017