GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    53,110:    38,973     44,114      1,449      1,712      2,112         96          0        660      8,021      3,387      1,088:      711        37
Old  :    53,110:    38,973     44,114      1,449      1,712      2,112         96          0        660      8,021      3,387      1,088:      711        37
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     2,208:     6,855      3,295     -3,708       -244     -1,339          0          0          0        439        535        -39:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       83.1        2.7        3.2        4.0        0.2        0.0        1.2       15.1        6.4        2.0:      1.3       0.1
Old  :     100.0:      73.4       83.1        2.7        3.2        4.0        0.2        0.0        1.2       15.1        6.4        2.0:      1.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        25         35          .          7          5          .          0          .         10          .          8:
Old  :        61:        25         35          .          7          5          .          0          .         10          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       34.1       56.3       51.6       28.1       24.9       39.0       35.6
Old  :                 41.4       34.1       56.3       51.6       28.1       24.9       39.0       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     4,157:     3,646      4,003        391        100         54          0          0          0         66          0          0:        0         0
Old  :     4,157:     3,646      4,003        391        100         54          0          0          0         66          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       129:       134        204          0        -75          0          0          0          0          0          0          0:       -5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.7       96.3        9.4        2.4        1.3        0.0        0.0        0.0        1.6        0.0        0.0:      0.0       0.0
Old  :     100.0:      87.7       96.3        9.4        2.4        1.3        0.0        0.0        0.0        1.6        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         8         15          .          .          .          0          0          0          .          0          0:
Old  :        21:         8         15          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.9       64.9       97.8       84.2       74.8       56.2       79.7       74.0
Old  :                 80.9       64.9       97.8       84.2       74.8       56.2       79.7       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,536:     7,905      7,828        123        374      1,198          0         80        340        364        313        953:      653       450
Old  :    11,536:     7,905      7,828        123        374      1,198          0         80        340        364        313        953:      653       450
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :        86:     1,685      1,962          0       -283     -1,641          0          0          0          0        118         42:        0      -112
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       67.9        1.1        3.2       10.4        0.0        0.7        2.9        3.2        2.7        8.3:      5.7       3.9
Old  :     100.0:      68.5       67.9        1.1        3.2       10.4        0.0        0.7        2.9        3.2        2.7        8.3:      5.7       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         28          .          5          8          0          .          .          4          4          9:
Old  :        47:        27         28          .          5          8          0          .          .          4          4          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       33.2       51.3       49.4       11.2        8.8       16.6       13.3
Old  :                 34.6       33.2       51.3       49.4       11.2        8.8       16.6       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    13,772:     9,928     10,431        102        176      1,032          0          0          0        737        312      1,397:      576       424
Old  :    13,772:     9,928     10,431        102        176      1,032          0          0          0        737        312      1,397:      576       424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       945:     2,077      1,279       -883         48       -573          0          0          0         21         23        242:       61       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.1       75.7        0.7        1.3        7.5        0.0        0.0        0.0        5.4        2.3       10.1:      4.2       3.1
Old  :     100.0:      72.1       75.7        0.7        1.3        7.5        0.0        0.0        0.0        5.4        2.3       10.1:      4.2       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        32         35          .          .          6          0          0          0          6          .          8:
Old  :        51:        32         35          .          .          6          0          0          0          6          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       28.5       61.3       49.2       16.6       11.5       21.3       16.8
Old  :                 40.2       28.5       61.3       49.2       16.6       11.5       21.3       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A17
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     9,096:     6,933      3,034      1,596      3,319        120          0          0          0        131      1,902        127:      189       594
Old  :     9,096:     6,933      3,034      1,596      3,319        120          0          0          0        131      1,902        127:      189       594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       212:     1,286        879       -374          0       -724          0          0          0         30        123        -27:       21       -39
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       33.4       17.5       36.5        1.3        0.0        0.0        0.0        1.4       20.9        1.4:      2.1       6.5
Old  :     100.0:      76.2       33.4       17.5       36.5        1.3        0.0        0.0        0.0        1.4       20.9        1.4:      2.1       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        23         16          .          5          .          0          0          0          .          7          5:
Old  :        42:        23         16          .          5          .          0          0          0          .          7          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       54.4       72.0       74.2       37.2       50.6       62.8       63.8
Old  :                 42.7       54.4       72.0       74.2       37.2       50.6       62.8       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A19
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     1,602:     1,089        925        105         25         45          0          0          0        100        195        190:       73       222
Old  :     1,602:     1,089        925        105         25         45          0          0          0        100        195        190:       73       222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       160:       155        262          0        -65         45          0          0          0        -10          0          0:      -30       -82
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       57.7        6.6        1.6        2.8        0.0        0.0        0.0        6.2       12.2       11.9:      4.6      13.9
Old  :     100.0:      68.0       57.7        6.6        1.6        2.8        0.0        0.0        0.0        6.2       12.2       11.9:      4.6      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8         13          .          .          .          0          0          0          .          4          5:
Old  :        23:         8         13          .          .          .          0          0          0          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       30.3       74.5       51.1       51.6       22.3       58.7       39.1
Old  :                 55.1       30.3       74.5       51.1       51.6       22.3       58.7       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    23,008:    16,840     15,967      2,626        300      2,730          0          0          0         20      3,399        523:      269        89
Old  :    23,008:    16,840     15,967      2,626        300      2,730          0          0          0         20      3,399        523:      269        89
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :      -128:       264      3,020         81     -2,723       -451          0          0          0        -32         76        -40:       50       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       69.4       11.4        1.3       11.9        0.0        0.0        0.0        0.1       14.8        2.3:      1.2       0.4
Old  :     100.0:      73.2       69.4       11.4        1.3       11.9        0.0        0.0        0.0        0.1       14.8        2.3:      1.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        17         17          8          .          4          0          0          0          .          5          .:
Old  :        38:        17         17          8          .          4          0          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       46.1       72.4       74.2       32.6       35.2       45.9       48.5
Old  :                 45.2       46.1       72.4       74.2       32.6       35.2       45.9       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-021A35
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     6,415:     4,314      2,263         19      1,310        276          0          0          0      1,000      2,142        251:      555       173
Old  :     6,415:     4,314      2,263         19      1,310        276          0          0          0      1,000      2,142        251:      555       173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       423:       658        327       -220         41       -140          0          0          0         -7        184         69:       63       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       35.3        0.3       20.4        4.3        0.0        0.0        0.0       15.6       33.4        3.9:      8.7       2.7
Old  :     100.0:      67.2       35.3        0.3       20.4        4.3        0.0        0.0        0.0       15.6       33.4        3.9:      8.7       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        14         15          .          6          5          0          0          0          7          7          9:
Old  :        45:        14         15          .          6          5          0          0          0          7          7          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       41.6       57.5       58.8       37.6       41.4       53.4       57.7
Old  :                 38.8       41.6       57.5       58.8       37.6       41.4       53.4       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A56
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000 metric tons                                                                                                        :
     :          :    Positions                                                                                                           :
All  :     6,869:     4,429      5,181        580         20        332        375          0          0        205        776        371:      577       189
Old  :     6,869:     4,429      5,181        580         20        332        375          0          0        205        776        371:      577       189
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       158:       403      2,126          5     -1,695       -200         75          0          0        -10        -20         20:     -135       -73
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       75.4        8.4        0.3        4.8        5.5        0.0        0.0        3.0       11.3        5.4:      8.4       2.8
Old  :     100.0:      64.5       75.4        8.4        0.3        4.8        5.5        0.0        0.0        3.0       11.3        5.4:      8.4       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         15          .          .          4          .          0          0          .          4          6:
Old  :        29:        14         15          .          .          4          .          0          0          .          4          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       60.3       58.5       76.4       30.6       49.8       43.6       56.3
Old  :                 42.3       60.3       58.5       76.4       30.6       49.8       43.6       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   451,046:   113,436    258,768     77,062      4,754     23,636     52,611     17,633     38,177     45,622     31,583     48,774:   51,728    27,721
Old  :   451,046:   113,436    258,768     77,062      4,754     23,636     52,611     17,633     38,177     45,622     31,583     48,774:   51,728    27,721
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :   -10,119:   -11,427    -12,241       -463       -471         37      2,149      1,711      1,424     -1,499         84      1,399:   -1,739    -2,062
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.1       57.4       17.1        1.1        5.2       11.7        3.9        8.5       10.1        7.0       10.8:     11.5       6.1
Old  :     100.0:      25.1       57.4       17.1        1.1        5.2       11.7        3.9        8.5       10.1        7.0       10.8:     11.5       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       196:        72         72         21          .         17         39          9         31         21         16         30:
Old  :       196:        72         72         21          .         17         39          9         31         21         16         30:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       18.0       20.7       29.0       10.6       12.1       16.3       19.2
Old  :                 12.5       18.0       20.7       29.0       10.6       12.1       16.3       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1000 BARRELS)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    19,989:    11,438      9,025          0      4,051      3,652          0          0          0      1,942          0      1,621:    1,336     1,640
Old  :    19,989:    11,438      9,025          0      4,051      3,652          0          0          0      1,942          0      1,621:    1,336     1,640
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     1,154:       646      2,702          0     -1,956        385          0          0          0        -31          0         31:      123        -8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       45.1        0.0       20.3       18.3        0.0        0.0        0.0        9.7        0.0        8.1:      6.7       8.2
Old  :     100.0:      57.2       45.1        0.0       20.3       18.3        0.0        0.0        0.0        9.7        0.0        8.1:      6.7       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         11          0          5          4          0          0          0          .          0          .:
Old  :        21:        10         11          0          5          4          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       44.0       72.7       67.6       28.6       29.0       35.9       33.9
Old  :                 51.8       44.0       72.7       67.6       28.6       29.0       35.9       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    48,686:    33,366     39,929      3,579      1,855      1,173          0          0          0        300        360         90:   10,178     5,279
Old  :    48,686:    33,366     39,929      3,579      1,855      1,173          0          0          0        300        360         90:   10,178     5,279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     3,011:     2,362      3,121         25        150        -90          0          0          0        300        -65         90:      324      -195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       82.0        7.4        3.8        2.4        0.0        0.0        0.0        0.6        0.7        0.2:     20.9      10.8
Old  :     100.0:      68.5       82.0        7.4        3.8        2.4        0.0        0.0        0.0        0.6        0.7        0.2:     20.9      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        18         22          .          .          .          0          0          0          .          .          .:
Old  :        31:        18         22          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       54.5       59.6       68.3       42.3       50.6       54.7       61.4
Old  :                 45.2       54.5       59.6       68.3       42.3       50.6       54.7       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :     6,044:       942      3,224        289        353        614      1,370         27        445      1,276        509        674:      434       198
Old  :     6,044:       942      3,224        289        353        614      1,370         27        445      1,276        509        674:      434       198
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       205:       448        260          0         16          0        279         -3         -1       -398         51        -52:      -71       -66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       53.3        4.8        5.8       10.2       22.7        0.4        7.4       21.1        8.4       11.2:      7.2       3.3
Old  :     100.0:      15.6       53.3        4.8        5.8       10.2       22.7        0.4        7.4       21.1        8.4       11.2:      7.2       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:         9         16          .          .          .          9          .          .          4          .          4:
Old  :        36:         9         16          .          .          .          9          .          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       55.7       69.2       74.1       33.8       37.7       44.5       47.2
Old  :                 46.4       55.7       69.2       74.1       33.8       37.7       44.5       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-025608
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(100 CUBIC METERS)                                                                                                      :
     :          :    Positions                                                                                                           :
All  :     4,217:     3,662      3,021        120          0          0          0          0          0        127      1,050         58:      250        88
Old  :     4,217:     3,662      3,021        120          0          0          0          0          0        127      1,050         58:      250        88
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       112:       -67        -26        -10          0          0          0          0          0        127        278         18:       44      -158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       71.6        2.8        0.0        0.0        0.0        0.0        0.0        3.0       24.9        1.4:      5.9       2.1
Old  :     100.0:      86.8       71.6        2.8        0.0        0.0        0.0        0.0        0.0        3.0       24.9        1.4:      5.9       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         15          .          0          0          0          0          0          .          6          .:
Old  :        27:        13         15          .          0          0          0          0          0          .          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       51.5       76.0       71.9       32.8       35.3       43.6       48.3
Old  :                 52.0       51.5       76.0       71.9       32.8       35.3       43.6       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    62,430:    38,707     43,255      1,390      1,831      1,288      6,554         34      4,767      1,381      2,868      8,115:      228       272
Old  :    62,430:    38,707     43,255      1,390      1,831      1,288      6,554         34      4,767      1,381      2,868      8,115:      228       272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :        86:       755        951         34        134        -15       -198         19        158        512        -35     -1,114:      -47       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       69.3        2.2        2.9        2.1       10.5        0.1        7.6        2.2        4.6       13.0:      0.4       0.4
Old  :     100.0:      62.0       69.3        2.2        2.9        2.1       10.5        0.1        7.6        2.2        4.6       13.0:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       111:        52         65          4          .          5         11          .          5          8         13         14:
Old  :       111:        52         65          4          .          5         11          .          5          8         13         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       22.8       37.5       39.1       10.0        8.5       15.6       12.9
Old  :                 21.7       22.8       37.5       39.1       10.0        8.5       15.6       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,300:     1,149      1,299         74          0         10          0          0          0        233         85        332:      502       574
Old  :     2,300:     1,149      1,299         74          0         10          0          0          0        233         85        332:      502       574
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.0       56.5        3.2        0.0        0.4        0.0        0.0        0.0       10.1        3.7       14.4:     21.8      25.0
Old  :     100.0:      50.0       56.5        3.2        0.0        0.4        0.0        0.0        0.0       10.1        3.7       14.4:     21.8      25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13         15          .          0          .          0          0          0          .          .          4:
Old  :        21:        13         15          .          0          .          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       28.8       58.0       47.5       16.6       13.6       22.5       18.0
Old  :                 40.3       28.8       58.0       47.5       16.6       13.6       22.5       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-03265J
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     3,894:     1,321      2,793        488        196        108          0        104         40      1,320        175        302:      315       176
Old  :     3,894:     1,321      2,793        488        196        108          0        104         40      1,320        175        302:      315       176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       471:       232        709        -35        -96        -33          0        -30          0        265        -28        106:      -64      -157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.9       71.7       12.5        5.0        2.8        0.0        2.7        1.0       33.9        4.5        7.8:      8.1       4.5
Old  :     100.0:      33.9       71.7       12.5        5.0        2.8        0.0        2.7        1.0       33.9        4.5        7.8:      8.1       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        16         17          .          .          .          0          .          .          9          4          8:
Old  :        38:        16         17          .          .          .          0          .          .          9          4          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       43.1       57.3       63.9       35.4       35.1       49.5       52.0
Old  :                 37.9       43.1       57.3       63.9       35.4       35.1       49.5       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE                                                                                                  Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   756,426:   211,190    203,718     11,095     65,655    174,217     47,261     22,647     59,639     39,114     22,022    195,471:   18,438    13,056
Old  :   756,426:   211,190    203,718     11,095     65,655    174,217     47,261     22,647     59,639     39,114     22,022    195,471:   18,438    13,056
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :    -7,555:    14,444     18,611     -4,068     -6,391     -4,217     -2,529     -5,114      1,081     -2,614      1,135    -10,118:      466    -2,541
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       26.9        1.5        8.7       23.0        6.2        3.0        7.9        5.2        2.9       25.8:      2.4       1.7
Old  :     100.0:      27.9       26.9        1.5        8.7       23.0        6.2        3.0        7.9        5.2        2.9       25.8:      2.4       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        43         47          8         12         20         17         13         17         15         33         43:
Old  :       153:        43         47          8         12         20         17         13         17         15         33         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       19.6       32.8       32.6       13.0       11.7       16.8       16.7
Old  :                 19.5       19.6       32.8       32.6       13.0       11.7       16.8       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 2,839,256:   410,204    676,517    118,145    393,781    434,142    421,899     50,960    524,407    230,575     74,681    583,973:  115,911   100,797
Old  : 2,839,256:   410,204    676,517    118,145    393,781    434,142    421,899     50,960    524,407    230,575     74,681    583,973:  115,911   100,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :    -2,732:    -6,574       -962     -4,007      7,022     -3,616     15,176     -6,254      9,497     -5,885     -2,588     -5,817:   -1,507       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.4       23.8        4.2       13.9       15.3       14.9        1.8       18.5        8.1        2.6       20.6:      4.1       3.6
Old  :     100.0:      14.4       23.8        4.2       13.9       15.3       14.9        1.8       18.5        8.1        2.6       20.6:      4.1       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       459:        61         83         24         23         45         79         45         87        105         77        151:
Old  :       459:        61         83         24         23         45         79         45         87        105         77        151:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4       12.9       20.4       22.6        8.7        8.3       13.3       13.9
Old  :                 11.4       12.9       20.4       22.6        8.7        8.3       13.3       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   249,594:    79,734    146,699      1,407      3,145      6,761    106,493     32,775     49,762        213      5,971      3,575:    1,648       904
Old  :   249,594:    79,734    146,699      1,407      3,145      6,761    106,493     32,775     49,762        213      5,971      3,575:    1,648       904
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :   -24,382:   -10,630    -16,508        954        565       -318     -5,126      1,378     -9,538         23         21        350:      -96      -332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.9       58.8        0.6        1.3        2.7       42.7       13.1       19.9        0.1        2.4        1.4:      0.7       0.4
Old  :     100.0:      31.9       58.8        0.6        1.3        2.7       42.7       13.1       19.9        0.1        2.4        1.4:      0.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15         17          .          .          4          .          .          .          .          .          4:
Old  :        32:        15         17          .          .          4          .          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       67.9       85.7       81.3       52.1       44.0       57.0       50.4
Old  :                 73.1       67.9       85.7       81.3       52.1       44.0       57.0       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   122,552:    27,756     20,530     18,292     35,325      1,338          0          0          0     54,646     19,472      2,510:   18,010    43,377
Old  :   122,552:    27,756     20,530     18,292     35,325      1,338          0          0          0     54,646     19,472      2,510:   18,010    43,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     2,410:       645      1,451        408         90          0          0          0          0        574        102        384:      399       383
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       16.8       14.9       28.8        1.1        0.0        0.0        0.0       44.6       15.9        2.0:     14.7      35.4
Old  :     100.0:      22.6       16.8       14.9       28.8        1.1        0.0        0.0        0.0       44.6       15.9        2.0:     14.7      35.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         8         10          .          5          5          0          0          0          5          4          5:
Old  :        27:         8         10          .          5          5          0          0          0          5          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       30.9       77.4       46.9       51.0       30.8       75.5       44.8
Old  :                 51.4       30.9       77.4       46.9       51.0       30.8       75.5       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    81,652:     6,901      3,880     14,163     33,308     20,799          0          0          0     24,699         27      8,476:    6,614    15,163
Old  :    81,652:     6,901      3,880     14,163     33,308     20,799          0          0          0     24,699         27      8,476:    6,614    15,163
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       556:        76       -238        -47        154        385          0          0          0       -359        -24         63:      438       216
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.5        4.8       17.3       40.8       25.5        0.0        0.0        0.0       30.2        0.0       10.4:      8.1      18.6
Old  :     100.0:       8.5        4.8       17.3       40.8       25.5        0.0        0.0        0.0       30.2        0.0       10.4:      8.1      18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         .          4          6         10         16          0          0          0          7          .          7:
Old  :        28:         .          4          6         10         16          0          0          0          7          .          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       41.2       65.2       55.6       33.8       29.5       46.3       39.9
Old  :                 45.6       41.2       65.2       55.6       33.8       29.5       46.3       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   147,750:    12,922     12,640     29,071      2,420     15,709      2,200     21,482      1,371     24,188     35,750     50,493:   11,797     7,886
Old  :   147,750:    12,922     12,640     29,071      2,420     15,709      2,200     21,482      1,371     24,188     35,750     50,493:   11,797     7,886
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :    -1,031:    -1,706      1,126     -1,211         98        641        300        163       -162      6,359       -719     -2,478:   -2,774       300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.7        8.6       19.7        1.6       10.6        1.5       14.5        0.9       16.4       24.2       34.2:      8.0       5.3
Old  :     100.0:       8.7        8.6       19.7        1.6       10.6        1.5       14.5        0.9       16.4       24.2       34.2:      8.0       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        11         13          6          4          9          .          .          .         18         12         26:
Old  :        59:        11         13          6          4          9          .          .          .         18         12         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       41.1       47.9       55.7       24.9       36.1       32.5       42.0
Old  :                 32.2       41.1       47.9       55.7       24.9       36.1       32.5       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765Z
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    50,444:    12,222     14,367     24,214      4,901      3,268      5,507     22,526      3,400        141         46      1,387:      305       549
Old  :    50,444:    12,222     14,367     24,214      4,901      3,268      5,507     22,526      3,400        141         46      1,387:      305       549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       969:     1,145       -201     -1,081       -216        775       -217        129         78        -39        -42         47:      261       399
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       28.5       48.0        9.7        6.5       10.9       44.7        6.7        0.3        0.1        2.7:      0.6       1.1
Old  :     100.0:      24.2       28.5       48.0        9.7        6.5       10.9       44.7        6.7        0.3        0.1        2.7:      0.6       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        11          9          4          .          5          5          .          .          .          .          .:
Old  :        30:        11          9          4          .          5          5          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       73.4       77.3       88.0       55.3       66.1       69.4       76.6
Old  :                 59.8       73.4       77.3       88.0       55.3       66.1       69.4       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPT FIN  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-067A28
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   116,476:     8,973     65,152      1,838     16,010      1,833     76,037      2,698     23,685          0      2,044      3,936:      173     1,118
Old  :   116,476:     8,973     65,152      1,838     16,010      1,833     76,037      2,698     23,685          0      2,044      3,936:      173     1,118
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :   -27,287:    -7,626    -14,096       -112        925     -1,605     -8,741     -2,100     -8,194        -45     -1,208       -906:      -58      -104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.7       55.9        1.6       13.7        1.6       65.3        2.3       20.3        0.0        1.8        3.4:      0.1       1.0
Old  :     100.0:       7.7       55.9        1.6       13.7        1.6       65.3        2.3       20.3        0.0        1.8        3.4:      0.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         7         13          .          4          4          4          .          4          0          .          .:
Old  :        29:         7         13          .          4          4          4          .          4          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.5       59.3       96.0       83.0       66.5       51.1       67.0       59.7
Old  :                 88.5       59.3       96.0       83.0       66.5       51.1       67.0       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN HVY CRUDE NET ENRGY  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-067A49
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,080:     8,380      5,375      1,070      4,020        465          0          0          0        165          0          0:        0       220
Old  :    10,080:     8,380      5,375      1,070      4,020        465          0          0          0        165          0          0:        0       220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :    -1,305:    -1,125     -1,613          2        255        -27          0          0          0       -155          0          0:        0        80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       53.3       10.6       39.9        4.6        0.0        0.0        0.0        1.6        0.0        0.0:      0.0       2.2
Old  :     100.0:      83.1       53.3       10.6       39.9        4.6        0.0        0.0        0.0        1.6        0.0        0.0:      0.0       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15          9          .          7          .          0          0          0          .          0          0:
Old  :        27:        15          9          .          7          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       62.5       79.4       80.5       52.4       56.0       73.4       72.6
Old  :                 55.5       62.5       79.4       80.5       52.4       56.0       73.4       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB)  - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   447,146:   138,739    277,197     46,979      5,251     15,889     75,841     14,330     48,363     56,550     32,110     37,483:   27,302    16,523
Old  :   447,146:   138,739    277,197     46,979      5,251     15,889     75,841     14,330     48,363     56,550     32,110     37,483:   27,302    16,523
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :    16,044:    11,429     11,395      1,103     -2,984     -2,962     -4,576     -2,410     12,048     -6,039     -5,164      5,775:     -733       347
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.0       62.0       10.5        1.2        3.6       17.0        3.2       10.8       12.6        7.2        8.4:      6.1       3.7
Old  :     100.0:      31.0       62.0       10.5        1.2        3.6       17.0        3.2       10.8       12.6        7.2        8.4:      6.1       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       275:        73         92         18          7         16         75         14         48         32         23         35:
Old  :       275:        73         92         18          7         16         75         14         48         32         23         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       16.9       23.1       28.1       12.3        8.5       17.9       14.3
Old  :                 14.6       16.9       23.1       28.1       12.3        8.5       17.9       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    13,644:     6,513      8,095        752          0        512          0        257        486      2,319      1,876        531:    2,531     1,887
Old  :    13,644:     6,513      8,095        752          0        512          0        257        486      2,319      1,876        531:    2,531     1,887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     1,496:     1,030        813       -161       -442        488        -50         75         50        -76        209        140:       75       163
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.7       59.3        5.5        0.0        3.8        0.0        1.9        3.6       17.0       13.7        3.9:     18.6      13.8
Old  :     100.0:      47.7       59.3        5.5        0.0        3.8        0.0        1.9        3.6       17.0       13.7        3.9:     18.6      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        10         10          .          0          .          0          .          .          .          4          .:
Old  :        26:        10         10          .          0          .          0          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       47.5       57.3       69.5       40.1       44.5       55.2       62.3
Old  :                 40.1       47.5       57.3       69.5       40.1       44.5       55.2       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A11
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1000 U.S. Barrels)                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    20,222:     8,494     11,423        588      1,580      1,675          0          0          0      4,781        875      3,869:      815       800
Old  :    20,222:     8,494     11,423        588      1,580      1,675          0          0          0      4,781        875      3,869:      815       800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     1,875:     3,435      3,185        -32          0     -1,740          0          0          0        -50          0        495:     -233       -65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.0       56.5        2.9        7.8        8.3        0.0        0.0        0.0       23.6        4.3       19.1:      4.0       4.0
Old  :     100.0:      42.0       56.5        2.9        7.8        8.3        0.0        0.0        0.0       23.6        4.3       19.1:      4.0       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         13          .          .          4          0          0          0          .          .          5:
Old  :        23:        11         13          .          .          4          0          0          0          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       48.0       76.3       72.1       27.2       19.6       31.1       30.4
Old  :                 56.7       48.0       76.3       72.1       27.2       19.6       31.1       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A31
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    19,336:    17,120     17,471          0        730         30          0          0          0        700        264         96:    1,390       745
Old  :    19,336:    17,120     17,471          0        730         30          0          0          0        700        264         96:    1,390       745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     1,260:     1,280      1,220       -280         50          0          0          0          0         50          0          0:      210       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.5       90.4        0.0        3.8        0.2        0.0        0.0        0.0        3.6        1.4        0.5:      7.2       3.9
Old  :     100.0:      88.5       90.4        0.0        3.8        0.2        0.0        0.0        0.0        3.6        1.4        0.5:      7.2       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         18          0          .          .          0          0          0          .          .          .:
Old  :        26:        17         18          0          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       56.0       75.5       74.1       41.5       48.5       54.4       58.4
Old  :                 56.9       56.0       75.5       74.1       41.5       48.5       54.4       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    32,656:    21,358     31,368      8,017          0        288          0          0          0      2,333        592        408:      252         0
Old  :    32,656:    21,358     31,368      8,017          0        288          0          0          0      2,333        592        408:      252         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     2,533:     1,835      2,522        645          0          0          0          0          0        -93       -135        146:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       96.1       24.5        0.0        0.9        0.0        0.0        0.0        7.1        1.8        1.2:      0.8       0.0
Old  :     100.0:      65.4       96.1       24.5        0.0        0.9        0.0        0.0        0.0        7.1        1.8        1.2:      0.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        15         14          7          0          .          0          0          0          .          .          .:
Old  :        33:        15         14          7          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       73.9       75.4       90.7       57.2       72.8       72.0       82.6
Old  :                 57.6       73.9       75.4       90.7       57.2       72.8       72.0       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,790:     2,440      2,175      1,065          0      1,070          0          0          0         75      1,525      1,020:      120         0
Old  :     5,790:     2,440      2,175      1,065          0      1,070          0          0          0         75      1,525      1,020:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       -55:       100        100         25          0       -305          0          0          0          0         25        125:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.1       37.6       18.4        0.0       18.5        0.0        0.0        0.0        1.3       26.3       17.6:      2.1       0.0
Old  :     100.0:      42.1       37.6       18.4        0.0       18.5        0.0        0.0        0.0        1.3       26.3       17.6:      2.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         4          7          6          0          .          0          0          0          .          5          6:
Old  :        22:         4          7          6          0          .          0          0          0          .          5          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.4       56.0       87.4       81.4       51.6       37.7       55.5       50.7
Old  :                 74.4       56.0       87.4       81.4       51.6       37.7       55.5       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     6,941:     3,877      5,562      1,495          0          0          0          0          0      1,127        757        442:        0       180
Old  :     6,941:     3,877      5,562      1,495          0          0          0          0          0      1,127        757        442:        0       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       250:       350        210       -150          0          0          0          0          0         10          0         40:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       80.1       21.5        0.0        0.0        0.0        0.0        0.0       16.2       10.9        6.4:      0.0       2.6
Old  :     100.0:      55.9       80.1       21.5        0.0        0.0        0.0        0.0        0.0       16.2       10.9        6.4:      0.0       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         6          9          .          0          0          0          0          0          5          .          6:
Old  :        21:         6          9          .          0          0          0          0          0          5          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       75.2       89.8       90.9       42.0       52.5       59.0       56.4
Old  :                 60.8       75.2       89.8       90.9       42.0       52.5       59.0       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    17,861:     7,000      7,793      3,044      2,549      3,731         82          0          0      2,762      2,939        368:      874       481
Old  :    17,861:     7,000      7,793      3,044      2,549      3,731         82          0          0      2,762      2,939        368:      874       481
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       115:       292        -49          0        234        -70          0          0          0        -19          0          0:      -88         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.2       43.6       17.0       14.3       20.9        0.5        0.0        0.0       15.5       16.5        2.1:      4.9       2.7
Old  :     100.0:      39.2       43.6       17.0       14.3       20.9        0.5        0.0        0.0       15.5       16.5        2.1:      4.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        14         16          7          6          9          .          0          0          7          4          5:
Old  :        44:        14         16          7          6          9          .          0          0          7          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       38.1       49.4       60.8       26.8       31.6       39.1       49.2
Old  :                 31.3       38.1       49.4       60.8       26.8       31.6       39.1       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86565G
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 BARREL                                                                                                            :
     :          :    Positions                                                                                                           :
All  :     4,785:     2,139      2,100        643         22        263          0          0          0        150      1,467         75:    1,515       858
Old  :     4,785:     2,139      2,100        643         22        263          0          0          0        150      1,467         75:    1,515       858
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       174:       229        177       -171         -5        -23          0          0          0          0        -45          5:      134        65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.7       43.9       13.4        0.5        5.5        0.0        0.0        0.0        3.1       30.7        1.6:     31.7      17.9
Old  :     100.0:      44.7       43.9       13.4        0.5        5.5        0.0        0.0        0.0        3.1       30.7        1.6:     31.7      17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         12          .          .          .          0          0          0          .          5          .:
Old  :        23:        12         12          .          .          .          0          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       53.1       52.9       68.1       30.8       44.4       43.6       57.7
Old  :                 33.6       53.1       52.9       68.1       30.8       44.4       43.6       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-86565N
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     4,531:     3,367      3,171        443        360         32          0          0          0        227        606        342:      120        20
Old  :     4,531:     3,367      3,171        443        360         32          0          0          0        227        606        342:      120        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :         0:        40        200        -40          0          0          0          0          0          0       -200          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       70.0        9.8        7.9        0.7        0.0        0.0        0.0        5.0       13.4        7.5:      2.6       0.4
Old  :     100.0:      74.3       70.0        9.8        7.9        0.7        0.0        0.0        0.0        5.0       13.4        7.5:      2.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8         11          .          .          .          0          0          0          .          6          6:
Old  :        24:         8         11          .          .          .          0          0          0          .          6          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       67.1       87.4       85.4       63.9       61.5       74.1       74.6
Old  :                 68.9       67.1       87.4       85.4       63.9       61.5       74.1       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     9,612:     6,730      4,336        117      1,116        726        470          0          0        358      2,193        996:      215       245
Old  :     9,612:     6,730      4,336        117      1,116        726        470          0          0        358      2,193        996:      215       245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :      -458:      -887       -249        -22       -146        106        100          0          0        240       -271         43:      -38        59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       45.1        1.2       11.6        7.6        4.9        0.0        0.0        3.7       22.8       10.4:      2.2       2.5
Old  :     100.0:      70.0       45.1        1.2       11.6        7.6        4.9        0.0        0.0        3.7       22.8       10.4:      2.2       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        20         18          .          6          5          .          0          0          4         10          8:
Old  :        48:        20         18          .          6          5          .          0          0          4         10          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       30.7       57.3       50.0       26.7       27.0       42.1       36.9
Old  :                 36.6       30.7       57.3       50.0       26.7       27.0       42.1       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-86665E
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(100 METRIC TONS)                                                                                                       :
     :          :    Positions                                                                                                           :
All  :     1,752:       627        650        193         40         50          0          0          0        368        475        349:      165       188
Old  :     1,752:       627        650        193         40         50          0          0          0        368        475        349:      165       188
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :       115:        45         85          0        -20         20          0          0          0         80        -20         10:      -40        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.8       37.1       11.0        2.3        2.9        0.0        0.0        0.0       21.0       27.1       19.9:      9.4      10.7
Old  :     100.0:      35.8       37.1       11.0        2.3        2.9        0.0        0.0        0.0       21.0       27.1       19.9:      9.4      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        11          9          .          .          .          0          0          0          5          8          6:
Old  :        31:        11          9          .          .          .          0          0          0          5          8          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       39.8       53.1       61.6       31.4       30.8       43.2       41.7
Old  :                 34.8       39.8       53.1       61.6       31.4       30.8       43.2       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR  - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2017                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    28,040:    11,317      8,488      5,148        510        838        887          0          0      1,051      9,206      4,476:    4,323     4,522
Old  :    28,040:    11,317      8,488      5,148        510        838        887          0          0      1,051      9,206      4,476:    4,323     4,522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 17, 2017                                                                 :
     :     1,739:       462        624         25          0       -525        -92          0          0          0        199        693:    1,176       748
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.4       30.3       18.4        1.8        3.0        3.2        0.0        0.0        3.7       32.8       16.0:     15.4      16.1
Old  :     100.0:      40.4       30.3       18.4        1.8        3.0        3.2        0.0        0.0        3.7       32.8       16.0:     15.4      16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10          8          .          .          .          .          0          0          .          6          5:
Old  :        24:        10          8          .          .          .          .          0          0          .          6          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       49.5       61.7       69.3       35.5       34.7       48.6       49.7
Old  :                 40.9       49.5       61.7       69.3       35.5       34.7       48.6       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 27, 2017