GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE             Code-02165A
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,628
COMMITMENTS
   1,850      676    1,131   13,562   14,771   16,543   16,578       85       50

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        565)
     166       25      -20      399      550      545      555       20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      4.1      6.8     81.6     88.8     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        3       30       29       38       34                  
 
 
SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE          Code-02165K
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,265
COMMITMENTS
     160      216       80    1,755    1,789    1,995    2,085      270      180

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         10)
       6        0       -7        4        3        3       -4        7       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      9.5      3.5     77.5     79.0     88.1     92.1     11.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       20       21       23       24                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,836
COMMITMENTS
     237    1,640      475    8,879    7,691    9,591    9,806      245       30

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0     -148      120     -120       28        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     16.7      4.8     90.3     78.2     97.5     99.7      2.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       20       20       24       24                  
 
 
MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE                Code-021A35
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,165
COMMITMENTS
     482      634      265    1,005      891    1,752    1,790      413      375

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        196)
      20       14       44      108      122      172      180       24       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     29.3     12.2     46.4     41.2     80.9     82.7     19.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        7        8       13       10       23       20                  
 
 
#2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      438,369
COMMITMENTS
  63,749   60,703  106,393  222,784  244,090  392,926  411,186   45,443   27,183

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      9,854)
   4,177      624   11,231   -3,404     -557   12,004   11,298   -2,150   -1,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     13.8     24.3     50.8     55.7     89.6     93.8     10.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      56       40       70       86       95      182      173                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,789
COMMITMENTS
       0    3,765      100   34,982   37,207   35,082   41,072   10,707    4,717

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,697)
       0        0        0    3,679    1,685    3,679    1,685     -982    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.2      0.2     76.4     81.3     76.6     89.7     23.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       23       20       24       22                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,274,626
COMMITMENTS
 221,642  420,560  413,753  561,393  405,436  1196788  1239749   77,838   34,877

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -37,034)
  11,289    9,483  -24,261  -25,535  -19,581  -38,507  -34,359    1,473   -2,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     33.0     32.5     44.0     31.8     93.9     97.3      6.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     124       96      126       79       62      269      237                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      319,548
COMMITMENTS
  41,511   73,207   37,202  225,096  197,625  303,809  308,034   15,739   11,514

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      5,654)
  -2,994      869    5,517    5,879    2,320    8,402    8,706   -2,748   -3,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     22.9     11.6     70.4     61.8     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19       15       23       53       45       86       71                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      111,472
COMMITMENTS
  21,904   34,718   18,461   63,029   51,331  103,394  104,510    8,078    6,962

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     15,481)
  10,158    9,972    5,374      644     -686   16,176   14,660     -695      821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     31.1     16.6     56.5     46.0     92.8     93.8      7.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10       17       21       27       27       50       52                  
 
 
HENRY HUB - NEW YORK MERCANTILE EXCHANGE                             Code-03565B
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      810,868
COMMITMENTS
 196,589    5,591   21,791  562,159  765,294  780,539  792,676   30,329   18,192

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     10,766)
   9,265      853     -245      412    9,262    9,432    9,870    1,334      896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      0.7      2.7     69.3     94.4     96.3     97.8      3.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        5        9       34       31       45       41                  
 
 
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE         Code-03565C
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      130,307
COMMITMENTS
   5,572    8,745    8,462  100,906  107,210  114,940  124,417   15,367    5,890

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         92)
     -18     -208      110        0      260       92      162        0      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      6.7      6.5     77.4     82.3     88.2     95.5     11.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        8       10       26       24       36       37                  
 
 
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                  Code-024656
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       20,934
COMMITMENTS
   1,394    5,471    1,886   16,901   12,461   20,181   19,818      753    1,116

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -127)
      75      118       18     -316     -366     -223     -230       96      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     26.1      9.0     80.7     59.5     96.4     94.7      3.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        9       10       19       20       30       33                  
 
 
ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE              Code-025608
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        7,135
COMMITMENTS
      35      529      178    6,850    6,327    7,063    7,034       72      101

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105       65      105       65        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.4      2.5     96.0     88.7     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       18       21       22                  
 
 
CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE                       Code-025651
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       33,415
COMMITMENTS
  10,801      677    2,186   20,392   30,407   33,379   33,270       36      145

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        211)
     235     -209     -429      504      905      310      267      -99      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      2.0      6.5     61.0     91.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14        5       12       48       62       68       75                  
 
 
Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE              Code-03265J
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,179
COMMITMENTS
     208      370        5    1,769    1,627    1,982    2,002      197      177

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        151)
       0       30        0      141      111      141      141       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     17.0      0.2     81.2     74.7     91.0     91.9      9.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        1       22       17       26       22                  
 
 
ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE            Code-06665A
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,022
COMMITMENTS
     596       26      184      804    1,453    1,584    1,663      438      359

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        210)
      10       -1        0       39       95       49       94      161      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      1.3      9.1     39.8     71.9     78.3     82.2     21.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        5       14       13       20       18                  
 
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE          Code-06665B
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,857
COMMITMENTS
     154      975      277    3,553    3,005    3,984    4,257      873      600

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         14)
       1       70      -76      139       86       64       80      -50      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     20.1      5.7     73.2     61.9     82.0     87.6     18.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        6        9       24       25       33       34                  
 
 
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE                Code-06665G
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       61,732
COMMITMENTS
   6,938      107      112   54,654   61,139   61,704   61,358       28      374

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,593)
     914       25      -35    1,714    2,603    2,593    2,593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.2      0.2     88.5     99.0    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        3        2       39       41       46       45                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      130,285
COMMITMENTS
  10,854    2,847    2,762  115,917  124,274  129,533  129,883      752      402

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      3,731)
     494      193      181    3,140    3,352    3,815    3,726      -84        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.2      2.1     89.0     95.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      20        9       15       79       73      102       94                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,514
COMMITMENTS
   4,989    1,477       60   36,449   39,890   41,498   41,427       16       87

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,199)
       0       -5        0    1,199    1,204    1,199    1,199        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      3.6      0.1     87.8     96.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        7        1       32       41       37       49                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,579
COMMITMENTS
   3,031      594    1,078   47,632   50,452   51,741   52,124      838      455

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        410)
      69      -45     -127      534      525      476      353      -66       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.1      2.1     90.6     96.0     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11        6        5       55       51       68       60                  
 
 
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE             Code-06665R
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,500
COMMITMENTS
     900      245       39   18,440   18,806   19,379   19,090      121      410

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        528)
       0       18       39      531      609      570      666      -42     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.3      0.2     94.6     96.4     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        1       36       32       38       36                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,488
COMMITMENTS
     810        0      614   17,315   18,669   18,739   19,283      749      205

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         20)
     -67        0       63       24      -13       20       50        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      3.2     88.8     95.8     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        0        4       34       30       41       34                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,114,661
COMMITMENTS
 625,302   75,225  719,520  686,308  1245177  2031130  2039922   83,531   74,739

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -51,923)
  13,189     -511  -15,339  -45,356  -28,450  -47,506  -44,300   -4,417   -7,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      3.6     34.0     32.5     58.9     96.0     96.5      4.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     139       82      152       87      100      293      284                  
 
 
WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE               Code-06765A
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      184,650
COMMITMENTS
  69,334   31,936    3,023  100,022  122,266  172,379  157,225   12,271   27,425

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      4,394)
   3,055    6,924       73    2,514    1,296    5,642    8,293   -1,248   -3,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     17.3      1.6     54.2     66.2     93.4     85.1      6.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        3       17       25       24       31                  
 
 
WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE                    Code-06765L
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,484
COMMITMENTS
   5,400  110,988    4,391  151,645   44,962  161,436  160,341   12,048   13,143

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -2,427)
       0   -4,273    1,075   -3,252      821   -2,177   -2,377     -250      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     64.0      2.5     87.4     25.9     93.1     92.4      6.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        7        4       19       10       24       17                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      218,159
COMMITMENTS
  49,303  113,490   33,028  124,501   61,842  206,832  208,360   11,327    9,799

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      6,577)
   1,759     -265    2,082    1,077    2,634    4,918    4,451    1,659    2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     52.0     15.1     57.1     28.3     94.8     95.5      5.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       18       30       18       19       55       52                  
 
 
WTI  HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE          Code-0676A5
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      164,299
COMMITMENTS
       0        0        0  135,944  137,345  135,944  137,345   28,355   26,954

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -2,877)
     -80        0   -1,170   -3,170   -2,180   -4,420   -3,350    1,543      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.7     83.6     82.7     83.6     17.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       20       19       20                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:        6,002
COMMITMENTS
       0      140        0    5,602    5,573    5,602    5,713      400      289

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -1,561)
     -30      -30        0   -1,476   -1,517   -1,506   -1,547      -55      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.0     93.3     92.9     93.3     95.2      6.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       14       16       15                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,892
COMMITMENTS
  15,676    4,669    2,336    3,629   14,920   21,641   21,925    2,251    1,967

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -2,166)
  -2,644     -647      280       72   -1,462   -2,292   -1,829      126     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.6     19.5      9.8     15.2     62.4     90.6     91.8      9.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      70       50       11       20       36       95       92                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       98,176
COMMITMENTS
  67,048   10,556    4,250   16,807   81,113   88,105   95,919   10,071    2,257

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -786)
   1,875     -341   -1,738     -350    1,548     -213     -531     -573     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     10.8      4.3     17.1     82.6     89.7     97.7     10.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     154       32       27       37       43      202       95                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      388,717
COMMITMENTS
 159,273   50,542   59,332  146,557  264,104  365,162  373,978   23,555   14,739

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      6,048)
  10,422       33   -4,183     -629   10,281    5,610    6,131      438      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     13.0     15.3     37.7     67.9     93.9     96.2      6.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      98       46       88       82      100      224      204                  
 
 
RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE                         Code-11165K
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,335
COMMITMENTS
   3,508      949      629    5,923    7,759   10,060    9,337    1,275    1,998

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        824)
       0        0       30      786      678      816      708        8      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      8.4      5.5     52.3     68.5     88.8     82.4     11.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        4        9       15       15       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,544
COMMITMENTS
       0        0        0   13,013   11,333   13,013   11,333      531    2,211

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        896)
       0        0        0      721      846      721      846      175       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.1     83.7     96.1     83.7      3.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       20       18       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       17,164
COMMITMENTS
   5,506    2,015    1,212   10,241   13,823   16,959   17,050      205      114

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        690)
      32      824      -29      707     -161      710      634      -20       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     11.7      7.1     59.7     80.5     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        5        5       17       14       28       23                  
 
 
GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE              Code-86465A
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,202
COMMITMENTS
   1,975       48      190   15,920   17,829   18,085   18,067      117      135

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,015)
      25        0        0      990    1,005    1,015    1,005        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.3      1.0     87.5     98.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        1       26       12       30       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,738
COMMITMENTS
   1,093    3,105       61    4,925    3,426    6,079    6,592      659      146

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         99)
       0        0       39      253       60      292       99     -193        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     46.1      0.9     73.1     50.8     90.2     97.8      9.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        2       12       13       17       22                  
 
 
NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE                     Code-86665A
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,981
COMMITMENTS
     503      502      278    4,701    5,031    5,482    5,811      499      170

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         33)
     -66      -30       16       83       47       33       33        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      8.4      4.6     78.6     84.1     91.7     97.2      8.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       19       17       23       22                  



Updated December 30, 2019