GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE             Code-02165A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,506
COMMITMENTS
   3,333    1,150      430   12,688   14,628   16,451   16,208       55      298

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -105)
     332       20     -290     -157      -71     -115     -341       10      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      7.0      2.6     76.9     88.6     99.7     98.2      0.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        2       25       30       31       33                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,943
COMMITMENTS
     320    1,188      467    7,881    7,252    8,668    8,907      275       36

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        -26)
       0     -134        0      -56       78      -56      -56       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     13.3      5.2     88.1     81.1     96.9     99.6      3.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        3       18       18       22       21                  
 
 
#2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      411,182
COMMITMENTS
  47,297   68,456  119,530  202,123  189,385  368,950  377,371   42,232   33,811

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     12,546)
  -7,916    4,826   10,235   10,738   -6,724   13,057    8,337     -511    4,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     16.6     29.1     49.2     46.1     89.7     91.8     10.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      48       49       78       87       89      181      180                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,713
COMMITMENTS
       0    4,577        0   32,545   34,983   32,545   39,560   12,168    5,153

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,590)
    -185     -450     -405    1,984    2,483    1,394    1,628    1,196      962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2      0.0     72.8     78.2     72.8     88.5     27.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       21       20       22                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,465,557
COMMITMENTS
 277,601  539,129  437,551  672,901  454,184  1388053  1430864   77,504   34,693

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -50,746)
   4,625   16,748  -57,873   10,154   -6,968  -43,094  -48,093   -7,652   -2,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     36.8     29.9     45.9     31.0     94.7     97.6      5.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     119      115      130       85       64      285      244                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      318,740
COMMITMENTS
  30,273   61,347   44,608  224,540  196,738  299,421  302,693   19,319   16,047

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      8,819)
  -2,351      304    6,915    2,138   -1,504    6,702    5,715    2,117    3,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     19.2     14.0     70.4     61.7     93.9     95.0      6.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       13       22       49       45       79       69                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      115,939
COMMITMENTS
  22,692   34,067   20,153   67,357   55,717  110,202  109,937    5,737    6,002

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     17,838)
   8,169    9,767    5,579    8,378    4,712   22,126   20,058   -4,288   -2,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     29.4     17.4     58.1     48.1     95.1     94.8      4.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       13       21       28       28       51       52                  
 
 
HENRY HUB - NEW YORK MERCANTILE EXCHANGE                             Code-03565B
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      786,086
COMMITMENTS
 177,369    7,576   22,013  558,473  740,025  757,855  769,614   28,231   16,472

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      8,748)
  -6,356      864      353   15,514    8,431    9,511    9,648     -763     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      1.0      2.8     71.0     94.1     96.4     97.9      3.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        4        8       35       34       45       42                  
 
 
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE         Code-03565C
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      127,832
COMMITMENTS
   7,348    5,686    7,446   98,766  107,940  113,560  121,072   14,272    6,760

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,482)
   2,565    1,372     -662    2,340    3,690    4,243    4,400      239       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      4.4      5.8     77.3     84.4     88.8     94.7     11.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        9       24       23       33       34                  
 
 
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                  Code-024656
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       21,441
COMMITMENTS
   1,262    4,795    2,287   16,870   13,306   20,419   20,388    1,022    1,053

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        417)
      20     -256      211      140      465      371      420       46       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     22.4     10.7     78.7     62.1     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        7       17       19       24       28                  
 
 
ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE              Code-025608
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        7,427
COMMITMENTS
      90      505       90    7,130    6,693    7,310    7,288      117      139

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        164)
       0        8        0      164      156      164      164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      6.8      1.2     96.0     90.1     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       15       16       16       20                  
 
 
CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE                       Code-025651
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       35,498
COMMITMENTS
   9,985      176    3,728   21,578   31,462   35,291   35,366      207      132

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,585)
     139       61      201    3,240    3,323    3,580    3,585        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      0.5     10.5     60.8     88.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      16        4       12       45       54       65       68                  
 
 
Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE              Code-03265J
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,094
COMMITMENTS
      75      247       45    1,716    1,471    1,836    1,763      258      331

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        154)
       0      -20       30      115      111      145      121        9       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     11.8      2.1     81.9     70.2     87.7     84.2     12.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        3       17       14       21       19                  
 
 
ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE            Code-06665A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,806
COMMITMENTS
     326        0       65      882    1,249    1,273    1,314      533      492

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         73)
       9        0        0       13      -36       22      -36       51      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      0.0      3.6     48.8     69.2     70.5     72.8     29.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        2       14       13       18       15                  
 
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE          Code-06665B
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,696
COMMITMENTS
     165      376      130    3,635    3,444    3,930    3,950      766      746

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         81)
       7       -1      -40       29       56       -4       15       85       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      8.0      2.8     77.4     73.3     83.7     84.1     16.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        5       22       23       28       28                  
 
 
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE                Code-06665G
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       61,147
COMMITMENTS
   4,024      127      125   56,982   60,519   61,131   60,771       16      376

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,182)
    -140       28        0    2,540    2,112    2,400    2,140     -218       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.2      0.2     93.2     99.0    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        3       39       42       45       47                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      131,544
COMMITMENTS
   7,188    3,328    2,857  120,697  124,913  130,742  131,098      802      446

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,607)
    -129      548      417    3,319    2,642    3,607    3,607        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.5      2.2     91.8     95.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      14       11       12       78       73       97       91                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,863
COMMITMENTS
   4,446    1,190        0   37,321   40,537   41,767   41,727       96      136

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        359)
       0       20        0      284      309      284      329       75       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      2.8      0.0     89.2     96.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        0       32       36       35       41                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,734
COMMITMENTS
   3,163      538      732   49,368   51,939   53,263   53,209      471      525

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,558)
     240      -51       40    2,666    2,484    2,946    2,473     -388       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      1.0      1.4     91.9     96.7     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12        4        6       51       53       66       60                  
 
 
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE             Code-06665R
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,998
COMMITMENTS
   1,000      162       99   17,682   17,883   18,781   18,144      217      854

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        202)
       0       35      -20      222       93      202      108        0       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.9      0.5     93.1     94.1     98.9     95.5      1.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        2       28       27       31       31                  
 
 
MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE              Code-06665S
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,416
COMMITMENTS
      40        0       30    5,503    5,882    5,573    5,912      843      504

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.5     85.8     91.7     86.9     92.1     13.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       10       13       11       14                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,714
COMMITMENTS
     581       90      749   14,536   15,658   15,866   16,497      848      217

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        874)
     -14       15      169      719      705      874      889        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.5      4.5     87.0     93.7     94.9     98.7      5.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        3       32       27       37       30                  
 
 
MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE          Code-06665W
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,408
COMMITMENTS
       0        0        0    3,352    3,333    3,352    3,333       56       75

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        126)
       0        0        0      125      121      125      121        1        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     97.8     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       15       15       15                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,172,019
COMMITMENTS
 588,255  126,493  820,583  677,261  1163396  2086099  2110472   85,920   61,547

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     25,187)
 -10,973   47,833   15,314   17,270  -46,071   21,611   17,076    3,576    8,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      5.8     37.8     31.2     53.6     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     133       95      160       95      102      305      298                  
 
 
WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE               Code-06765A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,238
COMMITMENTS
  54,578   32,530    3,876   99,379  105,163  157,833  141,569   16,405   32,669

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,426)
   1,163     -618       75      870    4,644    2,108    4,101      318   -1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     18.7      2.2     57.0     60.4     90.6     81.3      9.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        6        5       14       22       21       30                  
 
 
WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE                    Code-06765L
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      160,674
COMMITMENTS
   3,630  101,184    3,850  144,623   36,186  152,103  141,220    8,571   19,454

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,326)
  -1,770     -212     -122    4,448     -815    2,556   -1,149   -1,230    2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     63.0      2.4     90.0     22.5     94.7     87.9      5.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        7        3       17        9       21       16                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      241,552
COMMITMENTS
  45,882  101,435   57,295  126,485   73,803  229,662  232,533   11,890    9,019

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      9,026)
  -4,562   -6,135   12,583     -505    1,299    7,516    7,747    1,510    1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     42.0     23.7     52.4     30.6     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       22       37       22       23       63       63                  
 
 
WTI  HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE          Code-0676A5
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,963
COMMITMENTS
   1,345    2,485      750  131,946  130,702  134,041  133,937   25,922   26,026

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -5,615)
      40       50       30   -9,201   -4,114   -9,131   -4,034    3,516   -1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.6      0.5     82.5     81.7     83.8     83.7     16.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       16       20       17       22                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:        6,241
COMMITMENTS
       0       75        0    5,760    5,890    5,760    5,965      481      276

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -772)
       0      -80        0     -852     -693     -852     -773       80        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     92.3     94.4     92.3     95.6      7.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       17       17       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,853
COMMITMENTS
  12,234    5,322    4,190    5,132   12,359   21,556   21,871    2,297    1,982

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -2,743)
  -3,234     -302       81      422   -2,056   -2,731   -2,277      -12     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     22.3     17.6     21.5     51.8     90.4     91.7      9.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      67       43       18       23       31      101       86                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:      105,456
COMMITMENTS
  77,440    9,844    3,074   14,459   89,797   94,973  102,715   10,483    2,741

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -480)
    -512     -717      716       61     -743      265     -744     -745      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.4      9.3      2.9     13.7     85.2     90.1     97.4      9.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     161       37       25       34       46      204      100                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      398,664
COMMITMENTS
 146,291   41,643   67,455  164,369  273,558  378,115  382,656   20,549   16,008

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -41,071)
 -25,421   -2,336   -1,919  -10,857  -38,558  -38,197  -42,813   -2,874    1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     10.4     16.9     41.2     68.6     94.8     96.0      5.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      92       50       92       95      111      229      223                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,295
COMMITMENTS
   6,571    4,952    1,397   10,762   12,793   18,730   19,142      565      153

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,718)
     736      797       -1      964      924    1,699    1,720       19       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     25.7      7.2     55.8     66.3     97.1     99.2      2.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        4        5       18       12       27       20                  
 
 
GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE              Code-86465A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,522
COMMITMENTS
   2,155      265      285   17,801   19,832   20,241   20,382      281      140

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,113)
     525        0        0    2,583    3,293    3,108    3,293        5     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      1.3      1.4     86.7     96.6     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        1       26       14       30       17                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,064
COMMITMENTS
     706    2,909       48    4,403    2,693    5,157    5,650      907      414

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0        0        0        0        0       -6       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     48.0      0.8     72.6     44.4     85.0     93.2     15.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        6        2       10        8       14       15                  
 
 
NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE                     Code-86665A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,946
COMMITMENTS
     231      618      274    5,110    4,725    5,615    5,617      331      329

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        111)
    -238        0       61      303       29      126       90      -15       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     10.4      4.6     85.9     79.5     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        4       14       15       18       19                  



Updated January 31, 2020