GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,417
COMMITMENTS
   6,182    1,495    2,361   36,595   41,376   45,138   45,232      279      185

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        723)
     -17      101       43      697      569      723      713        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      3.3      5.2     80.6     91.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10        4        8       30       39       42       50                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,291
COMMITMENTS
     900      165      621    7,930    8,854    9,451    9,640      840      651

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        143)
      22        0        8      221      167      251      175     -108      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      1.6      6.0     77.1     86.0     91.8     93.7      8.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        3       10       27       30       37       40                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,626
COMMITMENTS
   1,045      287      385   10,641   11,320   12,071   11,992      555      634

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        875)
      84       10       -2      741      804      823      812       52       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      2.3      3.0     84.3     89.7     95.6     95.0      4.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        6       34       38       41       45                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,447
COMMITMENTS
     114      901      303    5,392    4,881    5,809    6,085      638      362

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         94)
     -20       30       25      140      163      145      218      -51     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     14.0      4.7     83.6     75.7     90.1     94.4      9.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        9        5       21       17       27       28                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,481
COMMITMENTS
      85      758      115    2,206    1,552    2,406    2,425       75       56

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         25)
     -45      -45       40      -15       65      -20       60       45      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     30.6      4.6     88.9     62.6     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        4        5       14       16       19       24                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,912
COMMITMENTS
     328    2,915      195   18,369   15,802   18,892   18,912       20        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -179)
       0      -25        0     -179     -154     -179     -179        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     15.4      1.0     97.1     83.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        7        3       23       19       28       27                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,571
COMMITMENTS
   1,390    3,042      168    7,406    5,990    8,964    9,200      607      371

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        711)
     177      136       25      524      500      726      661      -15       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     31.8      1.8     77.4     62.6     93.7     96.1      6.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        6        8       21       23       34       32                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,387
COMMITMENTS
     748      674      231    4,734    5,352    5,713    6,257      674      130

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        -62)
      10       10       30     -142     -162     -102     -122       40       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     10.6      3.6     74.1     83.8     89.4     98.0     10.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        4        6       18       19       27       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      432,884
COMMITMENTS
  82,121   66,819   80,081  229,486  246,723  391,688  393,622   41,196   39,262

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -13,903)
  -1,346   -3,512   -8,701   -5,443    1,117  -15,489  -11,095    1,586   -2,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     15.4     18.5     53.0     57.0     90.5     90.9      9.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      55       49       76       79       86      178      175                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,265
COMMITMENTS
       0      150      225   31,982   36,601   32,207   36,976   12,058    7,289

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        932)
       0     -125       75      305      820      380      770      552      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.5     72.3     82.7     72.8     83.5     27.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       23       19       24                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,549,951
COMMITMENTS
 383,635  330,270  557,656  533,835  623,917  1475126  1511842   74,825   38,109

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -29,287)
  -9,768   -5,678  -56,561   37,254   33,090  -29,076  -29,150     -212     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     21.3     36.0     34.4     40.3     95.2     97.5      4.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     147       83      161       70       62      287      247                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      643,023
COMMITMENTS
  83,836   25,308  188,810  362,477  425,200  635,123  639,318    7,899    3,704

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      8,242)
   1,794     -620    3,918    2,432    4,478    8,144    7,776       98      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      3.9     29.4     56.4     66.1     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      49       30       61       59       54      132      121                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      423,602
COMMITMENTS
 179,164  141,775   41,215  188,911  230,913  409,289  413,902   14,312    9,699

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     24,876)
  14,042   11,625    5,265    4,726    7,880   24,033   24,770      843      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3     33.5      9.7     44.6     54.5     96.6     97.7      3.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       16       28       41       41       77       72                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      155,044
COMMITMENTS
  22,366   63,806   23,797   94,407   58,645  140,570  146,248   14,474    8,796

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     15,860)
   7,982   13,871     -476    5,618    2,285   13,124   15,680    2,736      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     41.2     15.3     60.9     37.8     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       22       20       26       24       51       50                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,156
COMMITMENTS
   4,067    6,537   40,127    7,875    5,408   52,069   52,072       86       84

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,384)
     815      415      498       68      472    1,381    1,386        4       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     12.5     76.9     15.1     10.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        8       16        7        8       23       24                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,303,988
COMMITMENTS
 709,006   17,598   73,938  492,086  1194097  1275030  1285633   28,958   18,355

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      7,086)
   4,335    1,458        5    2,609    5,502    6,949    6,965      137      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4      1.3      5.7     37.7     91.6     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22        8       23       43       47       73       70                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,481
COMMITMENTS
  13,026   56,914   22,802  222,726  177,071  258,554  256,787    2,927    4,694

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,252)
   3,932     -362       20   -1,638    1,964    2,314    1,622      -62      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     21.8      8.7     85.2     67.7     98.9     98.2      1.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10       14       18       35       33       55       55                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       69,530
COMMITMENTS
  27,130   23,658    6,322   34,970   38,546   68,422   68,526    1,108    1,004

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,334)
   1,778      979     -168     -282      752    1,328    1,563        6     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     34.0      9.1     50.3     55.4     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       14       19       20       19       45       43                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,318
COMMITMENTS
   6,349    1,018      950    3,412    8,874   10,711   10,842      607      476

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        299)
     225      -30       -5      -26      334      194      299      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.1      9.0      8.4     30.1     78.4     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        3        5        9       13       20       19                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:          905
COMMITMENTS
     220      208      304      380      393      904      905        1        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          3)
     -28      -37       24        7       16        3        3        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     23.0     33.6     42.0     43.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        7       10       10       12       21       25                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,678
COMMITMENTS
     255      554       20    3,204    2,901    3,479    3,475      199      203

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        233)
    -100       20       10      208      193      118      223      115       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     15.1      0.5     87.1     78.9     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        1       12       13       14       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,724
COMMITMENTS
   6,368    1,426    6,980   36,161   41,158   49,509   49,565      214      159

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        248)
    -269      286     -246      753      202      238      243       10        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      2.9     14.0     72.7     82.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      14       14       17       55       65       80       86                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,093
COMMITMENTS
     598      526      604    2,505    2,671    3,707    3,801      386      292

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        360)
     275      -93       80       39      345      394      332      -34       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     12.9     14.8     61.2     65.3     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        9       20       21       31       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      224,580
COMMITMENTS
  19,545   11,536    5,827  199,162  207,143  224,534  224,507       46       73

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        456)
     219     -191     -196      433      843      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      5.1      2.6     88.7     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       25       21       26       23                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,045
COMMITMENTS
     186    1,788       42   24,627   22,864   24,855   24,694      190      351

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        401)
       0      -53       42      359      412      401      401        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      7.1      0.2     98.3     91.3     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        1       19       26       21       30                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      107,038
COMMITMENTS
   8,486    1,636    2,264   95,047  102,706  105,797  106,606    1,241      432

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      4,490)
     227       25       85    4,281    4,338    4,593    4,448     -103       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      1.5      2.1     88.8     96.0     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      15       12       15       58       59       84       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       79,893
COMMITMENTS
  15,112    2,873      830   63,800   75,350   79,742   79,053      151      840

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -418)
    -500        0        0       16     -538     -484     -538       66      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      3.6      1.0     79.9     94.3     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        3        1       23       30       30       34                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,423
COMMITMENTS
     754    1,841      628   37,771   36,191   39,153   38,660      270      763

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        615)
     150      298      -35      500      352      615      615        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      4.7      1.6     95.8     91.8     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        6        5       33       39       41       48                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,540
COMMITMENTS
   1,068       77      321    8,977    8,808   10,366    9,206      174    1,334

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        589)
      45        0       12      517      513      574      525       15       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      0.7      3.0     85.2     83.6     98.3     87.3      1.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        4       23       21       30       26                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,079
COMMITMENTS
     594      681      386   13,292   13,602   14,272   14,669      807      410

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        674)
     -40       20       65      658      585      683      670       -9        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      4.5      2.6     88.1     90.2     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        3       23       19       28       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,873,285
COMMITMENTS
 607,116  206,714  1069032  1089831  1485230  2765979  2760976  107,306  112,309

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:   -303,749)
 -29,650  -48,616 -173,361  -78,052  -74,135 -281,063 -296,112  -22,686   -7,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      7.2     37.2     37.9     51.7     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     209      145      269      110      133      448      438                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,151
COMMITMENTS
  96,657   36,522   50,541   54,764  115,345  201,962  202,407    2,189    1,744

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -10,216)
   9,875   -3,402   -4,206  -16,498   -2,560  -10,828  -10,169      612      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3     17.9     24.8     26.8     56.5     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        8        7       17       22       25       31                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,102
COMMITMENTS
  54,918   15,885    4,293   50,819   59,757  110,030   79,935   16,072   46,167

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,279)
     -88     -353    1,009      610    1,850    1,531    2,506      748     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     12.6      3.4     40.3     47.4     87.3     63.4     12.7     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        7       16       19       24       27                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,474
COMMITMENTS
  25,605       84    7,077   36,216   57,095   68,899   64,257   10,575   15,217

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -4,502)
  -1,963       84     -635   -1,231   -3,094   -3,829   -3,645     -672     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2      0.1      8.9     45.6     71.8     86.7     80.9     13.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        1        7       17       17       25       24                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      151,013
COMMITMENTS
  19,323   44,801   51,869   66,469   44,505  137,662  141,175   13,352    9,838

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      5,213)
     894      530    1,218    2,815    3,813    4,927    5,561      287     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     29.7     34.3     44.0     29.5     91.2     93.5      8.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19       17       31       19       20       54       54                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,636
COMMITMENTS
   2,428   19,371    3,284   25,537    8,877   31,248   31,531      387      105

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -3,284)
    -235     -840      -24   -3,047   -2,380   -3,305   -3,243       22      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     61.2     10.4     80.7     28.1     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        7        8       17       15       27       26                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       92,939
COMMITMENTS
  66,599   18,526   22,877    3,240   50,053   92,717   91,456      223    1,483

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     16,171)
   6,302   10,981   11,588   -1,660   -6,543   16,231   16,026      -59      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.7     19.9     24.6      3.5     53.9     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        6        7       15       13       21                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,815
COMMITMENTS
     165        0        0    7,650    7,653    7,815    7,653        0      162

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,288)
     -60        0        0   -1,210   -1,273   -1,270   -1,273      -18      -15

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       16       19       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       33,963
COMMITMENTS
  22,747    5,242    2,713    6,564   24,634   32,024   32,589    1,939    1,374

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -4,632)
  -3,120     -728   -1,072     -294   -2,443   -4,486   -4,244     -146     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.0     15.4      8.0     19.3     72.5     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      68       47       23       28       41      109      104                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,343
COMMITMENTS
  45,208   29,186    3,314   15,624   36,412   64,146   68,912    8,197    3,431

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -4,031)
  -1,258   -5,560       90   -2,559    1,403   -3,727   -4,068     -304       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.5     40.3      4.6     21.6     50.3     88.7     95.3     11.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
     135       50       23       36       33      180      100                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      414,086
COMMITMENTS
 104,540   69,034   94,094  195,304  229,900  393,938  393,028   20,148   21,058

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,093)
  -5,155   -8,321      913    2,702    8,952   -1,539    1,544      446   -2,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     16.7     22.7     47.2     55.5     95.1     94.9      4.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      87       54       82       96      111      220      220                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,879
COMMITMENTS
       0    2,101      389    5,604    3,141    5,993    5,631    1,886    2,248

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        438)
       0      288        0      288     -124      288      164      150      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     26.7      4.9     71.1     39.9     76.1     71.5     23.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        2       10       10       12       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,537
COMMITMENTS
     200    1,125      650   15,101   15,192   15,951   16,967    1,586      570

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        430)
       0      300        0      240      285      240      585      190     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      6.4      3.7     86.1     86.6     91.0     96.7      9.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       18       21       20                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,336
COMMITMENTS
   3,196    1,877    1,645    6,190    9,249   11,031   12,771    4,305    2,565

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     12.2     10.7     40.4     60.3     71.9     83.3     28.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        5       14       12       20       18                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       11,568
COMMITMENTS
   1,042      196    1,487    7,361    8,049    9,890    9,732    1,678    1,836

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        656)
     113      196      128      474      841      715    1,165      -59     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      1.7     12.9     63.6     69.6     85.5     84.1     14.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        4       20       24       24       28                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,484
COMMITMENTS
   6,878   11,343    1,071    5,431    1,029   13,380   13,443      104       41

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        723)
     144      133      467      145      125      756      725      -33       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0     84.1      7.9     40.3      7.6     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        7        5       10        5       24       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,981
COMMITMENTS
   6,811    6,315    5,073    6,249    7,115   18,133   18,503      848      478

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        816)
     531      578      -53      318      318      796      843       20      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     33.3     26.7     32.9     37.5     95.5     97.5      4.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18       12       20       13       14       41       38                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,980
COMMITMENTS
   2,166      287      211   30,343   32,482   32,720   32,980      260        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        990)
     654        0        0      336      990      990      990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      0.9      0.6     92.0     98.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        2       30       17       38       19                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,470
COMMITMENTS
     650    1,575      430    4,390    3,465    5,470    5,470        0        0

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         70)
       0       25       25       45       20       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     28.8      7.9     80.3     63.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        4       16       18       23       25                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,500
COMMITMENTS
   1,220      730       25    3,255    3,665    4,500    4,420        0       80

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     16.2      0.6     72.3     81.4    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        1       11        7       16       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,667
COMMITMENTS
   2,333    3,031      836   16,713   16,400   19,882   20,267      785      400

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        919)
     250      -25      160      623      676    1,033      811     -114      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     14.7      4.0     80.9     79.4     96.2     98.1      3.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        7        7       25       24       33       34                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,250
COMMITMENTS
      83    1,331       66    3,647    2,996    3,796    4,393    1,454      857

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        155)
       0        5       12      126      153      138      170       17      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     25.4      1.3     69.5     57.1     72.3     83.7     27.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        3       16       14       19       20                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,202
COMMITMENTS
     524      243      504    3,079    3,440    4,107    4,187       95       15

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         15)
     215       25        0       40      -10      255       15     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      5.8     12.0     73.3     81.9     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        5       12       11       18       18                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,899
COMMITMENTS
   1,746    2,679    1,510    7,357    6,365   10,613   10,554      286      345

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        817)
     443      643      -43      453      212      853      812      -36        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     24.6     13.9     67.5     58.4     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        8        8       22       23       34       34                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,240
COMMITMENTS
     647      441      293    1,166    1,356    2,106    2,090      134      150

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        363)
     157      271       28      204       44      389      343      -26       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     19.7     13.1     52.1     60.5     94.0     93.3      6.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11        4        6       14       15       27       23                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,295
COMMITMENTS
   2,643    8,587    3,526   20,251   15,067   26,420   27,180    4,875    4,115

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        134)
      33     -265      -63       85      382       55       54       79       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     27.4     11.3     64.7     48.1     84.4     86.9     15.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        6        5       16       14       23       20                  



Updated May 26, 2017