GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE             Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,243
COMMITMENTS
   2,843      802      780   12,585   14,599   16,208   16,181       35       62

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,007)
     769      -11     -351   -1,395     -645     -977   -1,007      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      4.9      4.8     77.5     89.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        3       25       30       32       33                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,521
COMMITMENTS
     210    1,890       36    8,030    6,595    8,276    8,521      245        0

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,365)
     -27      250     -439     -899   -1,146   -1,365   -1,335        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     22.2      0.4     94.2     77.4     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       15       17       17                  
 
 
#2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      448,526
COMMITMENTS
  64,349   61,578  108,477  224,354  245,135  397,180  415,190   51,345   33,336

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        -78)
    -853    3,980   -1,258   -3,785   -9,165   -5,896   -6,443    5,818    6,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     13.7     24.2     50.0     54.7     88.6     92.6     11.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      53       44       67       90       95      185      171                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,591
COMMITMENTS
       0    3,325      175   20,759   25,063   20,934   28,563   12,657    5,028

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -11,943)
       0     -215        0  -13,822  -12,033  -13,822  -12,248    1,879      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.9      0.5     61.8     74.6     62.3     85.0     37.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       16       14       17                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,370,227
COMMITMENTS
 242,946  450,198  465,970  579,700  417,817  1288616  1333985   81,611   36,242

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     53,974)
  21,683   25,723   19,809   12,230    8,941   53,721   54,472      253     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     32.9     34.0     42.3     30.5     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     139      114      146       82       67      302      260                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      435,310
COMMITMENTS
  37,023   15,016  123,452  267,197  291,545  427,672  430,013    7,638    5,297

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     10,354)
     634    1,505    5,167    5,192    3,987   10,993   10,660     -639     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      3.4     28.4     61.4     67.0     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      44       25       60       60       50      125      114                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      303,296
COMMITMENTS
  40,206   59,674   35,525  208,815  190,235  284,546  285,434   18,750   17,862

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      5,501)
  -4,594   -3,325    2,978    6,923    7,768    5,307    7,421      194   -1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     19.7     11.7     68.8     62.7     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13       14       20       45       42       72       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       86,462
COMMITMENTS
   8,136   21,502   11,316   57,221   45,979   76,673   78,797    9,789    7,665

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,257)
      81   -1,403    1,118    2,457    1,845    3,656    1,560   -2,399     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     24.9     13.1     66.2     53.2     88.7     91.1     11.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       13       19       24       24       43       45                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      145,666
COMMITMENTS
  22,915   24,381  105,558   17,041   15,556  145,514  145,495      153      171

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      2,150)
  -3,700   -1,065    1,688    4,175    1,534    2,164    2,157      -13       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     16.7     72.5     11.7     10.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10       10       16        6        9       22       29                  
 
 
HENRY HUB - NEW YORK MERCANTILE EXCHANGE                             Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      768,480
COMMITMENTS
 181,524    6,572   20,401  538,269  724,991  740,194  751,964   28,286   16,516

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -8,409)
   2,196     -215      276  -10,667   -8,470   -8,195   -8,409     -214        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      0.9      2.7     70.0     94.3     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        4        8       34       32       44       40                  
 
 
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE         Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,077
COMMITMENTS
   4,500    5,289    6,928   94,866  102,186  106,294  114,403   14,783    6,674

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,038)
     -72    1,003      652      702     -775    1,282      880     -244      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      4.4      5.7     78.4     84.4     87.8     94.5     12.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        6       11       23       22       34       33                  
 
 
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                  Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,371
COMMITMENTS
   1,251    5,301    1,400   15,638   11,477   18,289   18,178    1,082    1,193

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        128)
     -15      100      -51      204       79      138      128      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     27.4      7.2     80.7     59.2     94.4     93.8      5.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        6        6       17       16       23       26                  
 
 
ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE              Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        6,297
COMMITMENTS
      90      485       90    6,005    5,593    6,185    6,168      112      129

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -852)
      55      -44      -88     -849     -748     -882     -880       30       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      7.7      1.4     95.4     88.8     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       17       16       18       20                  
 
 
CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE                       Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,434
COMMITMENTS
   9,537       26    2,910   14,814   24,318   27,260   27,254      174      180

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -7,863)
  -1,728      -74      186   -6,392   -7,967   -7,934   -7,854       71       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      0.1     10.6     54.0     88.6     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      15        2        9       45       56       63       65                  
 
 
Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE              Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,410
COMMITMENTS
       0      110       10    1,221      977    1,231    1,097      179      313

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -804)
    -193     -230        5     -618     -670     -806     -895        2       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.8      0.7     86.6     69.3     87.3     77.8     12.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       12       17       14                  
 
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE          Code-06665B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,163
COMMITMENTS
     124      500       56    3,037    2,865    3,217    3,421      946      742

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -735)
     -27     -499     -228     -552     -142     -807     -869       72      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     12.0      1.3     73.0     68.8     77.3     82.2     22.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       22       22       26       26                  
 
 
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE                Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,003
COMMITMENTS
   3,944      149       50   50,775   54,450   54,769   54,649      234      354

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -7,392)
  -3,169       42      -62   -4,356   -7,352   -7,587   -7,372      195      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.3      0.1     92.3     99.0     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        1       37       36       42       40                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      117,840
COMMITMENTS
   6,976    2,417    2,069  107,932  112,640  116,977  117,126      863      714

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -10,769)
  -3,772     -440     -736   -6,352   -9,905  -10,860  -11,081       91      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      2.1      1.8     91.6     95.6     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      14       10       12       70       68       88       86                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,048
COMMITMENTS
   4,446    1,408        0   32,591   35,542   37,037   36,950       11       98

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -4,590)
    -543      -94      -60   -3,982   -4,427   -4,585   -4,581       -5       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      3.8      0.0     88.0     95.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        6        0       32       34       35       40                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,855
COMMITMENTS
   2,971      531      535   42,445   45,419   45,951   46,485      904      370

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -5,511)
    -131      -98     -555   -4,905   -4,826   -5,591   -5,479       80      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      1.1      1.1     90.6     96.9     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      11        4        4       49       52       62       58                  
 
 
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE             Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,565
COMMITMENTS
   1,000      137      109   16,249   16,589   17,358   16,835      207      730

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,012)
     100      -58       70   -2,268   -2,344   -2,098   -2,332       86      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.8      0.6     92.5     94.4     98.8     95.8      1.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        2       27       25       30       29                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,104
COMMITMENTS
     529       75      538   13,159   14,244   14,226   14,857      878      247

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -4,397)
    -249       75     -126   -4,151   -4,378   -4,526   -4,429      129       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.5      3.6     87.1     94.3     94.2     98.4      5.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        3       28       26       33       30                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,808,472
COMMITMENTS
 626,318   51,872  1087096  985,103  1587363  2698516  2726331  109,956   82,141

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    181,716)
   7,563   -3,833  103,452   54,061   81,831  165,076  181,449   16,641      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      1.8     38.7     35.1     56.5     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     175       84      201       97      104      344      333                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,843
COMMITMENTS
  13,452    7,623   29,014   29,645   36,505   72,111   73,142    1,732      701

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      3,173)
   3,923     -235     -770      113    4,182    3,266    3,177      -93       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     10.3     39.3     40.1     49.4     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        4       13       14       18       20                  
 
 
WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE               Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,163
COMMITMENTS
  55,333   31,621    2,000   89,175   98,778  146,508  132,399   20,655   34,764

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -20,227)
 -12,808   -1,415   -1,031  -13,159  -23,778  -26,998  -26,224    6,771    5,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1     18.9      1.2     53.3     59.1     87.6     79.2     12.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        2       10       19       15       24                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      104,347
COMMITMENTS
  39,015      196   10,612   49,215   84,084   98,843   94,892    5,504    9,455

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      8,693)
   4,072      -31      676    3,267    7,263    8,014    7,908      679      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.4      0.2     10.2     47.2     80.6     94.7     90.9      5.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        1        9       19       19       28       28                  
 
 
WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE                    Code-06765L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      157,486
COMMITMENTS
   5,400  100,975    3,771  137,694   36,881  146,865  141,627   10,621   15,859

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -16,202)
       0  -10,920     -308  -14,093   -7,781  -14,401  -19,009   -1,801    2,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     64.1      2.4     87.4     23.4     93.3     89.9      6.7     10.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      250,620
COMMITMENTS
  50,887  110,046   55,940  135,078   78,205  241,905  244,191    8,715    6,429

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     24,704)
   6,963    4,753   10,179    9,691   10,485   26,833   25,418   -2,129     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     43.9     22.3     53.9     31.2     96.5     97.4      3.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       16       38       23       24       64       64                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,826
COMMITMENTS
     435    7,468   10,170   19,923   13,149   30,529   30,787      297       39

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        511)
     146    1,068     -306      594     -237      434      525       77      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     24.2     33.0     64.6     42.7     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        4        4       16       15       23       20                  
 
 
WTI  HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE          Code-0676A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      151,596
COMMITMENTS
     425      800      765  124,241  121,690  125,431  123,255   26,165   28,341

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      3,235)
     425      150      765    3,455    1,475    4,645    2,390   -1,410      845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.5      0.5     82.0     80.3     82.7     81.3     17.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       15       16       17                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:        6,192
COMMITMENTS
       0      140        0    5,792    5,763    5,792    5,903      400      289

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        190)
       0        0        0      190      190      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     93.5     93.1     93.5     95.3      6.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       15       16       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,208
COMMITMENTS
  16,254    4,531    2,868    3,645   15,343   22,767   22,742    2,442    2,466

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,331)
     987      632      336     -101      -67    1,222      901      109      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.5     18.0     11.4     14.5     60.9     90.3     90.2      9.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      75       44       18       29       36      113       91                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:      105,878
COMMITMENTS
  73,663    9,246    5,507   15,727   88,748   94,896  103,500   10,981    2,377

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      3,971)
   1,898    1,474      520    1,135    1,866    3,553    3,860      417      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.6      8.7      5.2     14.9     83.8     89.6     97.8     10.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     165       31       22       39       45      213       89                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      394,403
COMMITMENTS
 165,445   50,549   52,059  151,357  276,262  368,862  378,870   25,541   15,533

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      9,589)
   4,297   -1,561   -4,320    8,924   15,700    8,901    9,819      687     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.9     12.8     13.2     38.4     70.0     93.5     96.1      6.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      91       44       82       81      103      213      203                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,889
COMMITMENTS
   4,669    1,966    1,105    8,614   11,607   14,388   14,678      501      211

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:         31)
     187       -2      -69      -84       42       34      -29       -3       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4     13.2      7.4     57.9     78.0     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        4        4       15       12       24       19                  
 
 
GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE              Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,012
COMMITMENTS
   2,055       48        0   12,681   14,654   14,736   14,702      276      310

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -3,535)
      80        0     -190   -3,584   -3,520   -3,694   -3,710      159      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      0.3      0.0     84.5     97.6     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       21       10       24       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,853
COMMITMENTS
     713    3,046       39    4,188    2,438    4,940    5,523      913      330

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -885)
    -355      -59      -22     -762     -988   -1,139   -1,069      254      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     52.0      0.7     71.6     41.7     84.4     94.4     15.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        7        1        8        7       11       15                  
 
 
NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE                     Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,307
COMMITMENTS
     393      548      165    4,166    4,277    4,724    4,990      583      317

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -745)
    -110        6     -103     -616     -788     -829     -885       84      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     10.3      3.1     78.5     80.6     89.0     94.0     11.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        4       11       13       15       17                  



Updated January 10, 2020