GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,856
COMMITMENTS
   7,439    2,092    1,491   39,592   45,108   48,522   48,691      334      165

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,699)
      62     -247      211    1,426    1,735    1,699    1,699        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      4.3      3.1     81.0     92.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11        5       10       34       44       47       57                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,046
COMMITMENTS
     730      445      803    8,756    9,427   10,289   10,675      757      371

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        207)
     -15        0       15      234      202      234      217      -27      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      4.0      7.3     79.3     85.3     93.1     96.6      6.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        9       34       35       43       44                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,513
COMMITMENTS
   2,429       35    1,249   10,197   12,873   13,875   14,157      638      356

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        564)
     475        0       35       58      622      568      657       -4      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      0.2      8.6     70.3     88.7     95.6     97.5      4.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        1        8       35       42       43       51                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,401
COMMITMENTS
     174      955      158    6,541    5,719    6,873    6,832      528      569

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        178)
      15      136        6      139       40      160      182       18       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     12.9      2.1     88.4     77.3     92.9     92.3      7.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        6        5       18       17       25       24                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,046
COMMITMENTS
     200      529        0    1,734    1,317    1,934    1,846      112      200

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        155)
      60       80        0       80       70      140      150       15        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     25.9      0.0     84.8     64.4     94.5     90.2      5.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        0       13       12       17       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,855
COMMITMENTS
     218    2,344      300   19,277   17,204   19,795   19,848       60        7

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        186)
     -60       15       60      186      111      186      186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     11.8      1.5     97.1     86.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        6        3       26       22       31       28                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,942
COMMITMENTS
   1,882    2,570      313    6,191    5,876    8,386    8,759      556      183

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        361)
     213      180       35       60      156      308      371       53      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     28.7      3.5     69.2     65.7     93.8     98.0      6.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        6        9       18       27       29       37                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,797
COMMITMENTS
     869      697      236    5,123    5,747    6,228    6,680      569      117

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        342)
      55       92       15      269      369      339      476        3     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     10.3      3.5     75.4     84.6     91.6     98.3      8.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        4        5       20       21       30       27                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      441,435
COMMITMENTS
  78,229   52,823   83,743  237,337  266,313  399,309  402,879   42,126   38,556

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -3,057)
  -2,440    3,732   -5,760    5,885   -3,032   -2,314   -5,060     -743    2,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     12.0     19.0     53.8     60.3     90.5     91.3      9.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      45       49       70       90       95      184      174                  
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,499
COMMITMENTS
   2,119        0    1,347   12,114   14,237   15,580   15,584    1,919    1,915

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        680)
     -70        0       70      479      462      479      532      201      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      0.0      7.7     69.2     81.4     89.0     89.1     11.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        4       13       14       17       18                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,202
COMMITMENTS
       0      425        0   29,401   32,982   29,401   33,407    9,801    5,795

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,022)
       0        0        0    1,562    1,497    1,562    1,497     -540     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     75.0     84.1     75.0     85.2     25.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       17       26       17       27                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,379,074
COMMITMENTS
 343,871  360,092  498,749  470,055  477,708  1312675  1336549   66,399   42,525

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,980)
   4,686  -15,560    3,786   -6,881   13,334    1,592    1,560      389      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     26.1     36.2     34.1     34.6     95.2     96.9      4.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     142       95      164       70       66      296      256                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      714,625
COMMITMENTS
  69,162   33,299  223,207  414,993  454,768  707,363  711,275    7,262    3,350

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     49,387)
   1,601    4,516   23,997   23,651   20,764   49,249   49,276      139      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      4.7     31.2     58.1     63.6     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      47       31       69       62       58      138      129                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      389,847
COMMITMENTS
 142,486  138,300   44,330  189,276  195,875  376,092  378,505   13,755   11,342

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      5,533)
    -455    4,543   -1,195    6,055    2,142    4,404    5,490    1,128       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     35.5     11.4     48.6     50.2     96.5     97.1      3.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      19       18       28       38       38       71       70                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      126,902
COMMITMENTS
  21,371   36,714   26,049   70,478   55,906  117,898  118,669    9,004    8,233

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      3,301)
  -2,552    7,344    3,898    2,185   -7,903    3,531    3,339     -230      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     28.9     20.5     55.5     44.1     92.9     93.5      7.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       19       25       23       22       50       49                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,319,720
COMMITMENTS
 683,601   38,050   82,370  523,193  1182683  1289164  1303103   30,556   16,617

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     21,212)
  17,222    2,788     -471    3,796   18,600   20,547   20,917      665      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.8      2.9      6.2     39.6     89.6     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19        9       20       47       47       74       68                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,143
COMMITMENTS
  28,779   56,017   27,335  247,051  218,336  303,165  301,688    2,978    4,455

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      6,232)
  -2,436    1,694    1,510    7,489    2,849    6,563    6,053     -331      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     18.3      8.9     80.7     71.3     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       13       20       35       29       60       53                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       71,450
COMMITMENTS
  22,209   28,205    9,096   38,959   32,902   70,264   70,203    1,186    1,247

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        973)
     454     -529       71      529    1,622    1,054    1,164      -81     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     39.5     12.7     54.5     46.0     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       13       17       19       19       44       40                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,055
COMMITMENTS
   8,472    1,950      889    2,986    9,606   12,347   12,445      708      610

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        310)
     290       30        0        5      280      295      310       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.9     14.9      6.8     22.9     73.6     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        3        5        9       12       21       18                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:          862
COMMITMENTS
     259      267      296      306      299      861      862        1        0

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         16)
     -25        7       31       10      -21       17       16        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     31.0     34.4     35.5     34.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        7        9       10        9       21       21                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,915
COMMITMENTS
     225      862       10    3,395    2,914    3,630    3,786      285      129

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         40)
       0       10       10       20       20       30       40       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     22.0      0.3     86.7     74.4     92.7     96.7      7.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        1       12       14       15       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       55,580
COMMITMENTS
   6,933    2,450    8,980   39,312   44,019   55,226   55,449      354      130

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        929)
     164      258     -371    1,123    1,062      916      949       13      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      4.4     16.2     70.7     79.2     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      14       16       17       53       67       79       89                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,025
COMMITMENTS
     376      463      368    2,823    2,927    3,567    3,758      458      267

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        616)
      42      138      -28      676      544      690      654      -74      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     11.5      9.1     70.1     72.7     88.6     93.4     11.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        7        7       23       21       31       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      219,183
COMMITMENTS
   9,538    4,134   14,283  195,256  200,688  219,077  219,105      105       78

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,773)
     -59       88      192    1,651    1,486    1,784    1,766      -11        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.9      6.5     89.1     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       22       18       23       20                  
 
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE          Code-06665B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,685
COMMITMENTS
     132       21      161      889    1,028    1,182    1,210      503      475

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      1.2      9.6     52.8     61.0     70.1     71.8     29.9     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        5       12       13       18       18                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,948
COMMITMENTS
   1,108    2,102      286   28,353   27,113   29,747   29,501      201      447

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,418)
       0      208        1    1,418    1,338    1,419    1,547       -1     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      7.0      1.0     94.7     90.5     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        2       23       28       28       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      107,372
COMMITMENTS
   9,861    2,259    1,592   95,045  103,204  106,498  107,055      874      317

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,060)
    -227      104      210    1,055      701    1,038    1,015       22       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      2.1      1.5     88.5     96.1     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       10       12       61       59       82       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       86,616
COMMITMENTS
  16,841    4,205        0   69,709   81,503   86,550   85,708       66      908

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -383)
     360        0        0     -743     -383     -383     -383        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4      4.9      0.0     80.5     94.1     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        5        0       26       31       32       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,640
COMMITMENTS
   1,073    1,158      805   33,684   32,834   35,562   34,797       78      843

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,095)
      35       20     -363    1,468    1,473    1,140    1,130      -45      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      3.2      2.3     94.5     92.1     99.8     97.6      0.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        6       33       35       42       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,364
COMMITMENTS
   1,677       85      282   10,377   10,972   12,336   11,339       28    1,025

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        407)
     225        0        0      182      677      407      677        0     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      0.7      2.3     83.9     88.7     99.8     91.7      0.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        3       23       22       30       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,036
COMMITMENTS
     462      548      177   12,904   12,995   13,543   13,720      493      316

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        310)
      75       31      -43      440      401      472      389     -162      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      3.9      1.3     91.9     92.6     96.5     97.7      3.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        3       25       20       30       25                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,880,516
COMMITMENTS
 664,183  189,194  1046809  1045795  1539484  2756787  2775488  123,730  105,029

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:   -172,432)
 -15,279    9,892 -121,272  -23,692  -50,466 -160,243 -161,846  -12,189  -10,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      6.6     36.3     36.3     53.4     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
     222      123      246      110      126      433      412                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      242,488
COMMITMENTS
 109,864   49,408   55,392   75,592  135,909  240,848  240,709    1,640    1,780

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,922)
   5,102     -513    7,602  -10,827   -5,224    1,878    1,865       44       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3     20.4     22.8     31.2     56.0     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        6       19       22       27       30                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,310
COMMITMENTS
  57,939   19,735    1,008   47,659   56,793  106,606   77,536   19,704   48,774

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,537)
     173        8      372      336      944      881    1,324      656      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9     15.6      0.8     37.7     45.0     84.4     61.4     15.6     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        4       16       17       22       24                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,264
COMMITMENTS
  26,910        0    9,173   37,510   58,032   73,593   67,204    9,671   16,060

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -1,361)
    -483        0     -128     -748   -1,155   -1,359   -1,283       -2      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      0.0     11.0     45.0     69.7     88.4     80.7     11.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        0        7       19       19       26       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,403
COMMITMENTS
  22,900   56,449   52,051   66,422   36,259  141,373  144,759   13,029    9,644

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,655)
    -205    1,477     -191    2,627    1,637    2,230    2,923     -575   -1,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     36.6     33.7     43.0     23.5     91.6     93.8      8.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       18       28       18       22       51       53                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,853
COMMITMENTS
   4,927   24,659    4,030   33,482   14,051   42,439   42,740      414      113

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -4,499)
    -288     -792     -820   -3,514   -2,864   -4,622   -4,476      123      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     57.5      9.4     78.1     32.8     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        5        7       21       13       32       22                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,269
COMMITMENTS
  57,435    4,500   19,761    8,003   59,800   85,199   84,060       71    1,209

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -10,860)
  -9,949     -393     -937       89   -9,315  -10,797  -10,645      -63     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.4      5.3     23.2      9.4     70.1     99.9     98.6      0.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        5        9       13       15       18                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,961
COMMITMENTS
     150        0        0   10,775   10,709   10,925   10,709       36      252

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -1,148)
       0        0        0   -1,130   -1,193   -1,130   -1,193      -18       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     98.3     97.7     99.7     97.7      0.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       19       22       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       30,241
COMMITMENTS
  22,842    4,660      631    4,772   23,583   28,245   28,875    1,996    1,366

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,652)
   1,909      322     -146     -315    1,447    1,447    1,622      205       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.5     15.4      2.1     15.8     78.0     93.4     95.5      6.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      70       41       18       25       39      103       92                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,950
COMMITMENTS
  41,110   12,260    6,190   13,312   46,719   60,613   65,169    7,338    2,781

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -747)
   1,518      796     -698   -1,670     -407     -851     -310      104     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.5     18.0      9.1     19.6     68.8     89.2     95.9     10.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
     119       41       28       36       41      172       96                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      403,269
COMMITMENTS
 111,981   58,985   76,992  190,609  245,582  379,582  381,559   23,687   21,711

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -6,177)
  -2,262      -24   -2,537   -1,457   -5,391   -6,256   -7,952       79    1,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     14.6     19.1     47.3     60.9     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      78       55       82      101      112      220      216                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,103
COMMITMENTS
     576    1,203      833    5,667    5,553    7,076    7,589    2,027    1,514

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     13.2      9.2     62.3     61.0     77.7     83.4     22.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        4       10       11       15       16                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       17,478
COMMITMENTS
   6,354      195    1,991    8,551   14,662   16,896   16,848      582      630

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        465)
     164     -100      -50      351      615      465      465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4      1.1     11.4     48.9     83.9     96.7     96.4      3.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       14       17       19       22                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,871
COMMITMENTS
   1,745      350        0   16,880   18,766   18,625   19,116    1,246      755

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        770)
     200      350      -50      945      510    1,095      810     -325      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      1.8      0.0     84.9     94.4     93.7     96.2      6.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       18       16       21       17                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       11,530
COMMITMENTS
   1,860       70    2,464    5,790    6,985   10,114    9,519    1,416    2,011

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        800)
     -26        0      302      366      389      642      691      158      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      0.6     21.4     50.2     60.6     87.7     82.6     12.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        7       18       18       25       25                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,575
COMMITMENTS
   6,367   12,434      380    6,640      663   13,387   13,477      188       98

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        342)
     305      294      -92      105      140      318      342       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.9     91.6      2.8     48.9      4.9     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        4       10        5       21       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,616
COMMITMENTS
   5,773    5,970    5,692    5,571    5,531   17,036   17,193      580      423

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        754)
    -103      199      452      412      341      761      992       -7     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     33.9     32.3     31.6     31.4     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       18       27       13       11       48       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,796
COMMITMENTS
   1,986      415      375   34,281   36,006   36,642   36,796      154        0

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      2,541)
      60     -400        0    2,642    2,941    2,702    2,541     -161        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.1      1.0     93.2     97.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        2       28       14       35       18                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,685
COMMITMENTS
     400    2,105      730    5,430    3,825    6,560    6,660      125       25

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        400)
       0       25      -50      425      400      375      375       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     31.5     10.9     81.2     57.2     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        7        6       15       12       24       20                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,101
COMMITMENTS
   1,281      792       50    3,760    4,144    5,091    4,986       10      115

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     15.5      1.0     73.7     81.2     99.8     97.7      0.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        3        9        9       14       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,953
COMMITMENTS
   2,500    3,037      368   15,355   15,266   18,223   18,671      730      282

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,495)
    -345      -96        0    1,899    1,625    1,554    1,529      -59      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     16.0      1.9     81.0     80.5     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4        5       26       25       35       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,052
COMMITMENTS
       0    1,510       51    3,241    2,597    3,292    4,158    1,760      894

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        102)
       0       45       15      104      161      119      221      -17     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     29.9      1.0     64.2     51.4     65.2     82.3     34.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        5        1       15       15       16       20                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,942
COMMITMENTS
     882    1,817    1,231    7,578    6,645    9,691    9,693      251      249

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        799)
     492      386       -1      344      475      835      860      -36      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     18.3     12.4     76.2     66.8     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       10        9       23       24       34       38                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,864
COMMITMENTS
     249       67      523      941    1,124    1,713    1,714      151      150

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         55)
     -48       12        3      110       40       65       55      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      3.6     28.1     50.5     60.3     91.9     92.0      8.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        5       13       14       20       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,918
COMMITMENTS
   1,101    8,271    3,787   18,201   10,627   23,089   22,685    4,829    5,233

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        491)
       0      301      118       15      140      133      559      358      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     29.6     13.6     65.2     38.1     82.7     81.3     17.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        6        6       13       14       19       21                  



Updated March 24, 2017