GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,108
COMMITMENTS
   6,902    2,143    1,936   39,062   43,826   47,900   47,905      208      203

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        795)
    -204      128       95      904      572      795      795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      4.5      4.0     81.2     91.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        6        9       32       42       47       53                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,806
COMMITMENTS
     724      222      733    8,520    9,206    9,977   10,161      829      645

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        -13)
     -25        0        9       -7      -49      -23      -40       10       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      2.1      6.8     78.8     85.2     92.3     94.0      7.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        9       32       34       41       44                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,402
COMMITMENTS
     754      128      675   10,459   11,237   11,888   12,040      514      362

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        631)
      25       31       14      615      607      654      652      -23      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      1.0      5.4     84.3     90.6     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        4        9       32       37       42       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,256
COMMITMENTS
     150    1,260      263    5,139    4,336    5,552    5,859      704      397

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        383)
      36      128       35      205      140      276      303      107       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     20.1      4.2     82.1     69.3     88.7     93.7     11.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        8        7       24       22       32       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,102
COMMITMENTS
     200      800      169    1,643    1,044    2,012    2,013       90       89

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        147)
      10        0       95       52       52      157      147      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     38.1      8.0     78.2     49.7     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        5       10       10       18       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,545
COMMITMENTS
     130    2,792      275   19,115   16,463   19,520   19,530       25       15

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        346)
       0      -18      -20      366      384      346      346        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     14.3      1.4     97.8     84.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        8        5       27       21       33       29                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,611
COMMITMENTS
   1,258    2,485      446    7,370    6,424    9,074    9,355      537      256

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        254)
      60       38       54      150      162      264      254      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     25.9      4.6     76.7     66.8     94.4     97.3      5.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        9       11       25       23       40       37                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,025
COMMITMENTS
     620      569      181    4,623    5,060    5,424    5,810      601      215

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        164)
      10       15      -11      190       95      189       99      -25       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      9.4      3.0     76.7     84.0     90.0     96.4     10.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        3        4       17       17       23       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      441,605
COMMITMENTS
  74,748   80,667   83,202  244,006  234,273  401,956  398,142   39,649   43,463

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      5,246)
    -157    5,028   -6,131    9,896    6,645    3,607    5,542    1,639     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     18.3     18.8     55.3     53.1     91.0     90.2      9.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      42       55       75       90       88      184      178                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,791
COMMITMENTS
       0       25      350   30,459   37,528   30,809   37,903   11,982    4,888

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      4,853)
       0      -50       50    3,945    4,111    3,995    4,111      858      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.8     71.2     87.7     72.0     88.6     28.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       23       20       24                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,352,271
COMMITMENTS
 348,295  378,606  464,025  467,252  465,565  1279572  1308196   72,699   44,075

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:    -58,752)
  -6,309    6,529  -25,194  -23,879  -38,460  -55,383  -57,126   -3,369   -1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     28.0     34.3     34.6     34.4     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     130      105      151       67       61      272      253                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      523,291
COMMITMENTS
  75,385   23,540  145,161  295,364  351,409  515,910  520,110    7,381    3,181

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:   -109,266)
 -20,862  -17,554  -48,434  -39,297  -43,278 -108,593 -109,267     -673        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      4.5     27.7     56.4     67.2     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      50       25       55       59       54      129      114                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      404,869
COMMITMENTS
 187,004  144,052   34,360  168,728  217,618  390,092  396,029   14,777    8,840

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -1,418)
   4,492   -1,832    1,221   -7,299     -842   -1,587   -1,453      169       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.2     35.6      8.5     41.7     53.8     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       14       31       42       45       82       77                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      161,687
COMMITMENTS
  17,767   58,465   29,744  102,261   65,835  149,772  154,044   11,915    7,643

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     21,446)
   4,803    5,223    6,550   13,663    8,923   25,016   20,696   -3,570      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     36.2     18.4     63.2     40.7     92.6     95.3      7.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       21       25       27       25       56       56                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       57,076
COMMITMENTS
   4,694    8,557   42,425    9,819    5,923   56,939   56,904      137      172

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         66)
    -732     -971    1,181     -372     -178       77       32      -11       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     15.0     74.3     17.2     10.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        9       15        9       10       24       26                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,313,705
COMMITMENTS
 714,365   42,081   78,050  490,361  1177044  1282776  1297175   30,929   16,530

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     11,387)
   7,727    8,520      792      705    2,128    9,224   11,440    2,163      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4      3.2      5.9     37.3     89.6     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       11       25       47       46       79       72                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,424
COMMITMENTS
  11,383   52,713   30,308  222,396  180,090  264,087  263,111    2,337    3,313

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      7,167)
   1,428    1,246    1,564    4,208    4,597    7,200    7,407      -33     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     19.8     11.4     83.5     67.6     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       14       22       36       32       62       55                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       66,483
COMMITMENTS
  26,181   21,015    6,110   32,786   38,247   65,077   65,372    1,406    1,111

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        417)
     132      614     -265      556      188      423      537       -6     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4     31.6      9.2     49.3     57.5     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       15       20       21       20       46       44                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,997
COMMITMENTS
   5,604    1,117    1,072    3,784    8,386   10,460   10,575      537      422

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        134)
      30       30      -10       49      159       69      179       65      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0     10.2      9.7     34.4     76.3     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        3        8       10       12       23       21                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:          932
COMMITMENTS
     260      175      252      419      505      931      932        2        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         10)
      25       -5      -15        0       30       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     18.8     27.0     44.9     54.2     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 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,818
COMMITMENTS
     580      480      120    3,773    4,004    4,473    4,604      345      214

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        681)
      50        0       30      452      626      532      656      149       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0     10.0      2.5     78.3     83.1     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        2       12       16       15       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       43,571
COMMITMENTS
   6,806    2,276    5,420   30,973   35,543   43,199   43,240      372      331

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,557)
     467      298     -229    1,211    1,386    1,448    1,455      109      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      5.2     12.4     71.1     81.6     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       14       17       50       60       77       82                  
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,573
COMMITMENTS
     419       27      276    1,368    1,587    2,063    1,890      510      683

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      1.0     10.7     53.2     61.7     80.2     73.5     19.8     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        4       16       16       21       20                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,111
COMMITMENTS
     631      777      624    3,440    3,475    4,695    4,876      416      235

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        734)
      94      326       76      464      322      634      724      100       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     15.2     12.2     67.3     68.0     91.9     95.4      8.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        6        9       19       21       30       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      228,190
COMMITMENTS
  20,078    2,895    6,224  201,889  219,072  228,190  228,190        0        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      5,060)
     153       62      744    4,187    4,294    5,084    5,100      -24      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      1.3      2.7     88.5     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        4       24       23       28       27                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,483
COMMITMENTS
     425    2,184      208   23,508   21,820   24,141   24,212      342      271

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,025)
     -87        0        0    1,972    2,025    1,885    2,025      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      8.9      0.8     96.0     89.1     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        4        3       16       26       21       32                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      106,013
COMMITMENTS
   9,361    1,782    2,323   93,310  101,658  104,994  105,763    1,019      250

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -755)
     430       51      224   -1,524   -1,000     -870     -725      115      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      1.7      2.2     88.0     95.9     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       13       16       60       63       83       85                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       76,976
COMMITMENTS
  14,259    3,708      830   61,786   71,638   76,875   76,176      101      800

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -336)
    -234      435        0       51     -801     -183     -366     -153       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5      4.8      1.1     80.3     93.1     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        1       22       30       27       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,223
COMMITMENTS
   1,475    2,638    1,052   36,503   34,748   39,030   38,438      193      785

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,417)
     238      357      246      822      834    1,306    1,437      111      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      6.7      2.7     93.1     88.6     99.5     98.0      0.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        9        7       34       40       46       51                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,075
COMMITMENTS
     956       93      361    8,626    8,235    9,943    8,689      132    1,386

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        312)
       0      -49       52      380      279      432      282     -120       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.9      3.6     85.6     81.7     98.7     86.2      1.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        2        4       23       23       31       27                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,166
COMMITMENTS
     865      905      727   14,771   15,040   16,363   16,672      803      494

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        417)
      13       13       93      296      303      402      409       15        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      5.3      4.2     86.0     87.6     95.3     97.1      4.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        3       22       17       27       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,826,528
COMMITMENTS
 646,904  269,284  983,873  1064460  1467852  2695238  2721009  131,290  105,518

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     82,900)
  15,330   13,598   28,081   48,037   34,393   91,448   76,072   -8,549    6,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      9.5     34.8     37.7     51.9     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      508)
     212      148      262      111      120      446      424                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      206,478
COMMITMENTS
  94,244   50,697   48,881   61,218  104,937  204,343  204,515    2,135    1,963

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,291)
     535     -118    1,390      396    1,075    2,321    2,348      -30      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.6     24.6     23.7     29.6     50.8     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        6        6       18       19       25       26                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,815
COMMITMENTS
  54,317   18,090    2,680   48,313   56,467  105,310   77,237   15,505   43,578

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -127)
     330       71     -557      102       -7     -125     -493       -2      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     15.0      2.2     40.0     46.7     87.2     63.9     12.8     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        3       15       19       21       25                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,656
COMMITMENTS
  34,869      284   13,520   41,686   69,258   90,076   83,062    9,581   16,595

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        453)
    -714       92    1,116      200     -802      603      406     -149       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.3     13.6     41.8     69.5     90.4     83.3      9.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        1        9       18       17       28       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      152,018
COMMITMENTS
  17,808   44,697   56,617   62,895   41,529  137,319  142,842   14,698    9,176

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      3,938)
  -1,241    1,031    3,699    3,161        9    5,619    4,739   -1,681     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     29.4     37.2     41.4     27.3     90.3     94.0      9.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       19       27       18       20       50       50                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,987
COMMITMENTS
   2,184   19,140    2,400   25,027    8,353   29,611   29,893      376       95

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        -95)
    -118     -229        6       17      126      -95      -97        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     63.8      8.0     83.5     27.9     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        6        6       18       15       26       24                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,454
COMMITMENTS
  68,525   18,224   30,391    3,208   52,700  102,125  101,315      330    1,139

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -2,124)
    -709    1,446   -1,236     -169   -1,289   -2,113   -1,078      -11   -1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.9     17.8     29.7      3.1     51.4     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        6        6        6       13       12       21                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,305
COMMITMENTS
       0        0        0    6,305    6,170    6,305    6,170        0      135

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -315)
    -165        0        0     -150     -315     -315     -315        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       13       17       13                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:        9,495
COMMITMENTS
   1,650        0        0    7,785    9,480    9,435    9,480       60       15

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         30)
    -405        0        0      475      135       70      135      -40     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      0.0      0.0     82.0     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       17       22       17                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       36,969
COMMITMENTS
  28,157    7,588      991    5,463   26,457   34,612   35,036    2,357    1,933

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -1,247)
    -775     -305     -338     -149     -357   -1,263   -1,000       15     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.2     20.5      2.7     14.8     71.6     93.6     94.8      6.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      78       58       19       30       36      121      101                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       77,672
COMMITMENTS
  45,246   34,764    4,975   18,450   33,647   68,671   73,387    9,001    4,285

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        101)
   1,160    2,380     -617     -892   -2,164     -349     -401      450      502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.3     44.8      6.4     23.8     43.3     88.4     94.5     11.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     133       55       28       39       32      187      104                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      412,159
COMMITMENTS
 113,979   75,122   90,426  189,470  221,831  393,874  387,379   18,284   24,780

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -6,296)
   4,813      113   -9,278      382    2,604   -4,083   -6,562   -2,213      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     18.2     21.9     46.0     53.8     95.6     94.0      4.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      79       59       93       96      105      224      218                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,121
COMMITMENTS
     822    3,129      650    5,556    3,698    7,028    7,477    2,093    1,644

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        823)
     447     -136      383       44      751      874      998      -51     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     34.3      7.1     60.9     40.5     77.1     82.0     22.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        5        5       15       12       22       19                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       13,398
COMMITMENTS
   5,165        0      712    6,911   11,856   12,788   12,568      610      830

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         60)
      10        0        0      -50     -245      -40     -245      100      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6      0.0      5.3     51.6     88.5     95.4     93.8      4.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        3       15       18       19       21                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,502
COMMITMENTS
       0      975      375   13,866   13,442   14,241   14,792    1,261      710

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        475)
       0     -100        0      400      725      400      625       75     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.3      2.4     89.4     86.7     91.9     95.4      8.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       19       23       20                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,239
COMMITMENTS
   3,648    2,143    1,904    5,716    8,961   11,268   13,008    3,971    2,231

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        453)
     223        0       28      114      576      365      604       88     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     14.1     12.5     37.5     58.8     73.9     85.4     26.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        5       13       12       21       19                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,651
COMMITMENTS
   1,959      615      371    3,738    6,058    6,068    7,044    2,583    1,607

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         86)
    -121      180      -64      389     -275      204     -159     -118      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      7.1      4.3     43.2     70.0     70.1     81.4     29.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       11       17       15       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,990
COMMITMENTS
   7,271   11,066    2,148    5,481    1,710   14,900   14,924       90       66

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        551)
     470       68      119       44      386      633      573      -82      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.5     73.8     14.3     36.6     11.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        5        8       10        6       25       16                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,486
COMMITMENTS
   6,895    6,144    4,133    5,575    6,367   16,603   16,644      883      842

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        170)
       4       43       67       80        0      151      110       19       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4     35.1     23.6     31.9     36.4     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17       10       17       12       12       37       32                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,118
COMMITMENTS
   2,263    1,511      141   32,462   33,411   34,866   35,063      252       55

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        702)
      60        0        0      627      702      687      702       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      4.3      0.4     92.4     95.1     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        1       31       20       36       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,865
COMMITMENTS
   1,125    2,160      475    4,265    3,230    5,865    5,865        0        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        200)
     100      125       25       75       50      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     36.8      8.1     72.7     55.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        7       15       14       25       21                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,276
COMMITMENTS
   2,381    4,372    1,189   16,906   15,249   20,476   20,810      800      466

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -229)
      30        0        0     -259     -229     -229     -229        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     20.5      5.6     79.5     71.7     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        9        7       25       24       34       36                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,281
COMMITMENTS
     165    1,208       43    3,703    3,294    3,911    4,545    1,370      736

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        150)
      10      -47        7      202      174      219      134      -69       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     22.9      0.8     70.1     62.4     74.1     86.1     25.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       17       16       20       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,281
COMMITMENTS
     824      502      565    2,783    3,214    4,172    4,281      109        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        310)
      25      235        0      285       75      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     11.7     13.2     65.0     75.1     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        5       12       12       19       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,793
COMMITMENTS
   1,572    2,449    2,109    7,904    7,019   11,585   11,577      208      216

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        107)
      60      123       28       34      -23      122      128      -15      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     20.8     17.9     67.0     59.5     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6       11       11       30       28       44       42                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,395
COMMITMENTS
   1,010      747      181    1,055    1,412    2,246    2,340      149       55

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         91)
      60       20       46       65       85      171      151      -80      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.2     31.2      7.6     44.1     59.0     93.8     97.7      6.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        9        7       16       18       29       29                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,378
COMMITMENTS
   2,206   10,042    3,461   22,912   14,899   28,579   28,402    3,799    3,976

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        961)
      99      495      -91      968      584      976      988      -15      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     31.0     10.7     70.8     46.0     88.3     87.7     11.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        6        5       19       15       25       23                  



Updated June 30, 2017