GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,930
COMMITMENTS
  11,366    5,446    1,074   30,447   36,933   42,887   43,453    1,043      477

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -5,946)
  -2,452       46     -167   -3,298   -5,868   -5,917   -5,989      -29       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     12.4      2.4     69.3     84.1     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        6        8       35       37       44       48                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,150
COMMITMENTS
       0        0        0    5,133    5,150    5,133    5,150       17        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,994
COMMITMENTS
   1,084       93      448    4,942    6,007    6,474    6,548      520      446

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,624)
      25       -4       70   -1,559   -1,647   -1,464   -1,581     -160      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      1.3      6.4     70.7     85.9     92.6     93.6      7.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        6       31       33       38       40                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,493
COMMITMENTS
      96      134      178      964      930    1,238    1,242      255      251

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -431)
     -38       47      -59     -233     -410     -330     -422     -101       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      9.0     11.9     64.6     62.3     82.9     83.2     17.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        3       11       14       15       19                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,037
COMMITMENTS
     804      288      308    4,355    5,011    5,467    5,607      570      430

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,073)
    -611      186     -208     -216     -949   -1,035     -971      -38     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      4.8      5.1     72.1     83.0     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        7       32       35       39       42                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,633
COMMITMENTS
     207    1,294      291    5,751    4,490    6,249    6,075      384      558

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,291)
      18      -94     -120   -1,250     -975   -1,352   -1,189       61     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     19.5      4.4     86.7     67.7     94.2     91.6      5.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        5        6       20       19       28       26                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,963
COMMITMENTS
     260      577       90    1,391    1,138    1,741    1,805      222      158

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        -35)
     -70     -213     -175      305      295       60      -93      -95       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     29.4      4.6     70.9     58.0     88.7     92.0     11.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        4        3       10       12       15       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,254
COMMITMENTS
     284    7,931      380   22,564   14,923   23,228   23,234       26       20

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -3,079)
      10   -1,175      -15   -3,001   -1,909   -3,006   -3,099      -73       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     34.1      1.6     97.0     64.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        2       24       16       27       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,704
COMMITMENTS
     781    2,321      179    3,163    1,871    4,123    4,371      581      333

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,320)
    -277     -197     -272     -693     -916   -1,242   -1,385      -78       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     49.3      3.8     67.2     39.8     87.6     92.9     12.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        7       19       14       28       23                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,312
COMMITMENTS
      10      630      244    3,509    3,238    3,763    4,112      549      200

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -309)
       0      -44      -55     -201     -164     -256     -263      -53      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     14.6      5.7     81.4     75.1     87.3     95.4     12.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        5       18       18       23       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      404,780
COMMITMENTS
  74,638   59,202   75,589  209,676  240,340  359,903  375,131   44,877   29,649

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -6,170)
   1,682    3,183     -861   -5,649   -5,880   -4,828   -3,558   -1,342   -2,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     14.6     18.7     51.8     59.4     88.9     92.7     11.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      49       40       64       82       88      167      162                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,053
COMMITMENTS
   2,975      475      350   47,382   52,937   50,707   53,762    8,346    5,291

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -7,746)
   1,050   -1,050        0   -7,252   -6,243   -6,202   -7,293   -1,544     -453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.8      0.6     80.2     89.6     85.9     91.0     14.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       23       28       25       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,092,326
COMMITMENTS
 257,103  393,874  312,342  444,290  348,806  1013735  1055022   78,591   37,304

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -2,750)
  -6,664  -10,133    8,015   -2,487    2,999   -1,135      881   -1,614   -3,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     36.1     28.6     40.7     31.9     92.8     96.6      7.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     127      109      154       65       60      286      243                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      812,987
COMMITMENTS
  59,479   40,740  263,545  483,214  505,686  806,238  809,971    6,749    3,016

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      2,716)
  -1,337      610    1,773    2,517      476    2,953    2,859     -237     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      5.0     32.4     59.4     62.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      52       31       64       57       58      133      129                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      288,087
COMMITMENTS
  99,573  120,295   45,764  128,655  113,628  273,991  279,687   14,095    8,400

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -28,559)
  -7,378  -13,490   -5,304  -16,825  -10,402  -29,507  -29,196      948      637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     41.8     15.9     44.7     39.4     95.1     97.1      4.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       15       25       30       33       60       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      121,224
COMMITMENTS
  20,719   24,436   15,170   76,023   76,729  111,912  116,335    9,312    4,889

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      5,607)
     673    2,765      769    4,339    2,982    5,781    6,516     -174     -909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     20.2     12.5     62.7     63.3     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       22       23       26       25       50       55                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       17,146
COMMITMENTS
   1,712    4,215    9,112    6,134    3,774   16,958   17,101      188       45

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,718)
    -241     -269     -663     -803     -782   -1,707   -1,713      -11       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     24.6     53.1     35.8     22.0     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        7        9       11       10       24       20                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,395,895
COMMITMENTS
 593,897   49,912   98,028  674,465  1217641  1366390  1365581   29,505   30,314

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -53,268)
  -7,454    2,170  -24,763  -14,533  -28,881  -46,750  -51,474   -6,518   -1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5      3.6      7.0     48.3     87.2     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28        9       26       48       48       81       78                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      328,312
COMMITMENTS
  20,447   64,099   34,044  270,537  224,971  325,028  323,114    3,284    5,198

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      7,405)
      17      279    2,514    4,669    4,562    7,200    7,355      205       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     19.5     10.4     82.4     68.5     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       18       23       33       31       60       58                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      122,171
COMMITMENTS
  51,392   50,278   22,380   47,363   48,452  121,134  121,110    1,037    1,061

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        645)
  -2,575     -114    2,200      803   -1,441      428      645      217        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.1     41.2     18.3     38.8     39.7     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      20       16       26       21       19       53       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,964
COMMITMENTS
  11,636    3,453    2,248    3,106   11,742   16,990   17,443      974      521

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:         82)
       5       45      301     -195     -285      111       61      -29       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.8     19.2     12.5     17.3     65.4     94.6     97.1      5.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        6       13       10        9       28       23                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,689
COMMITMENTS
   1,287    2,296    3,430    4,972    3,964    9,689    9,689        0        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        391)
     179       35      197       15      159      391      391        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     23.7     35.4     51.3     40.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        8       13       12       12       29       27                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,469
COMMITMENTS
      20      471      100    2,183    1,640    2,303    2,211      166      258

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -491)
      20      -54       10     -523     -583     -493     -627        2      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     19.1      4.1     88.4     66.4     93.3     89.6      6.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       13       12       16       17                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,471
COMMITMENTS
   4,798    1,892    7,438   40,933   43,790   53,169   53,120      302      350

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -8,980)
  -1,134     -376     -667   -7,189   -7,952   -8,990   -8,994        9       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      3.5     13.9     76.6     81.9     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       10       12       47       60       68       77                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,954
COMMITMENTS
     468      598      145    1,747    1,974    2,360    2,717      594      237

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -445)
      93     -181     -138     -190      -75     -235     -394     -210      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     20.2      4.9     59.1     66.8     79.9     92.0     20.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        6        6       18       21       27       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      252,389
COMMITMENTS
  18,857      535    4,656  228,769  247,198  252,282  252,389      107        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -8,349)
     -28     -100       53   -8,354   -8,302   -8,329   -8,349      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      0.2      1.8     90.6     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       22       17       24       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,242,036
COMMITMENTS
 392,770   15,860   30,010  2819256  3196166  3242036  3242036        0        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:   -214,565)
   4,240        0   -4,240 -214,565 -210,325 -214,565 -214,565        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      0.5      0.9     87.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       17       19       19                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,039,322
COMMITMENTS
       0        0        0  1039322  1039322  1039322  1039322        0        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -41,552)
       0        0        0  -41,552  -41,552  -41,552  -41,552        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      196,768
COMMITMENTS
       0    3,440        0  196,424  193,328  196,424  196,768      344        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    187,648)
    -480    3,440        0  187,808  184,208  187,328  187,648      320        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     99.8     98.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11        9       11       10                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,907
COMMITMENTS
      52      829      322   21,764   20,609   22,138   21,760      769    1,147

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -6,558)
     -48       31      186   -6,453   -6,511   -6,315   -6,294     -243     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.6      1.4     95.0     90.0     96.6     95.0      3.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        2       23       29       25       34                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      149,677
COMMITMENTS
   8,390    2,655    2,832  137,255  143,248  148,477  148,735    1,200      942

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -674)
     184       15      367   -1,321   -1,107     -770     -725       96       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      1.8      1.9     91.7     95.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14       13       11       56       55       75       74                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       73,222
COMMITMENTS
  13,646    5,106        0   59,387   66,872   73,033   71,978      189    1,244

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -3,760)
       0       24        0   -3,710   -3,741   -3,710   -3,717      -50      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      7.0      0.0     81.1     91.3     99.7     98.3      0.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        0       22       25       27       28                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,457
COMMITMENTS
   1,170    1,614      552   26,524   25,934   28,246   28,100      211      357

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -4,263)
    -135      561     -592   -3,512   -4,206   -4,239   -4,237      -24      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      5.7      1.9     93.2     91.1     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        4       32       35       38       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,261
COMMITMENTS
   2,059    2,660      412   13,302   12,713   15,773   15,785      488      476

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,508)
    -135     -195       19   -1,398   -1,456   -1,514   -1,632        6      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     16.4      2.5     81.8     78.2     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        4       28       27       34       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,711
COMMITMENTS
     199      116       36   13,172   13,787   13,407   13,939    1,304      772

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,477)
     -61      -10      -69   -1,422   -1,595   -1,552   -1,674       75      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.8      0.2     89.5     93.7     91.1     94.8      8.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       25       16       27       17                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,496,120
COMMITMENTS
 529,658  183,596  935,177  922,323  1276576  2387158  2395349  108,962  100,772

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     39,092)
   6,108    6,315   35,735   -6,301   -3,219   35,542   38,830    3,551      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      7.4     37.5     37.0     51.1     95.6     96.0      4.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     180      121      229      103      124      389      385                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      230,773
COMMITMENTS
  84,609   40,296   73,711   71,255  113,427  229,575  227,434    1,198    3,339

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     23,287)
   6,488      350   11,063    5,660   11,404   23,211   22,818       77      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     17.5     31.9     30.9     49.2     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        5        5       17       16       24       23                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,340
COMMITMENTS
  65,561   14,525      472   31,597   60,354   97,630   75,351   21,710   43,989

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -9,843)
  -7,787     -331     -207     -217   -5,203   -8,211   -5,741   -1,632   -4,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.9     12.2      0.4     26.5     50.6     81.8     63.1     18.2     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        3        7       11       13       18                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,544
COMMITMENTS
   1,754      128    2,889    7,264    8,828   11,906   11,845      637      699

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,116)
      33       10     -257     -863     -815   -1,088   -1,061      -29      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      1.0     23.0     57.9     70.4     94.9     94.4      5.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        6       11       12       20       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,980
COMMITMENTS
  23,019    1,482   11,019   55,148   71,246   89,186   83,747    5,794   11,234

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -9,080)
  -1,032       59   -2,297   -5,640   -5,868   -8,969   -8,106     -111     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      1.6     11.6     58.1     75.0     93.9     88.2      6.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        7       21       21       28       28                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      182,243
COMMITMENTS
   6,706   53,589   83,375   84,100   37,640  174,181  174,604    8,062    7,639

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -10,442)
  -2,191   -1,089   -5,060   -2,175   -2,957   -9,425   -9,106   -1,017   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     29.4     45.7     46.1     20.7     95.6     95.8      4.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       16       26       21       19       50       45                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      151,142
COMMITMENTS
  72,233   15,374   58,559   19,435   76,731  150,227  150,665      914      477

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     11,385)
   7,619        3    3,370      330    9,391   11,319   12,764       66   -1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.8     10.2     38.7     12.9     50.8     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        8        9       12       18       20                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,513
COMMITMENTS
     300       60        0   13,123   13,453   13,423   13,513       90        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.4      0.0     97.1     99.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       24       20       25       21                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,138
COMMITMENTS
  14,421    7,405      538    6,511   13,883   21,469   21,825    1,668    1,313

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        352)
       9   -2,443      118       19    2,965      146      640      206     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.3     32.0      2.3     28.1     60.0     92.8     94.3      7.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      65       37       15       30       34      101       82                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,424
COMMITMENTS
  47,557   10,720    1,464    8,812   51,073   57,833   63,257    7,590    2,167

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      1,247)
   3,457   -3,877   -1,699     -895    7,113      863    1,537      384     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.7     16.4      2.2     13.5     78.1     88.4     96.7     11.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
     154       35       24       28       39      193       88                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,801
COMMITMENTS
 105,739   53,925   63,842  197,273  246,963  366,854  364,730   20,948   23,071

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -18,536)
    -732    9,471   -5,692  -11,057  -24,230  -17,481  -20,452   -1,055    1,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     13.9     16.5     50.9     63.7     94.6     94.1      5.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      76       56       66       91      101      198      199                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,147
COMMITMENTS
   1,753    3,306      214    6,961    5,215    8,928    8,735    2,219    2,412

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -2,733)
      87       85     -459   -1,882   -2,037   -2,254   -2,411     -479     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     29.7      1.9     62.4     46.8     80.1     78.4     19.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        6        3       11        8       16       15                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,252
COMMITMENTS
   1,320      275      135   10,612   11,536   12,067   11,946    1,185    1,306

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,665)
     170        0      -45   -1,990   -1,395   -1,865   -1,440      200     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      2.1      1.0     80.1     87.1     91.1     90.1      8.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       17       15       20       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,388
COMMITMENTS
   8,291   17,476    1,013   10,084      746   19,388   19,235        0      153

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -2,602)
    -276   -1,405     -908   -1,388     -280   -2,572   -2,593      -30       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8     90.1      5.2     52.0      3.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9        5       12        7       22       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,937
COMMITMENTS
   8,296    8,430    6,395    4,707    4,726   19,398   19,551      539      386

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -2,188)
    -765    1,054   -1,594      211   -1,673   -2,148   -2,213      -40       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6     42.3     32.1     23.6     23.7     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      19       16       24       11        9       41       40                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       10,050
COMMITMENTS
   2,024    1,929    5,916    2,032    2,160    9,972   10,005       78       45

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -922)
    -683     -312     -210      -73     -417     -966     -939       44       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     19.2     58.9     20.2     21.5     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       10       12        7        6       20       21                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,446
COMMITMENTS
   2,978      890       20   34,108   36,476   37,106   37,386      340       60

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -4,196)
    -170        0        0   -4,051   -4,251   -4,221   -4,251       25       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      2.4      0.1     91.1     97.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        1       21       19       24       22                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,600
COMMITMENTS
      25    1,325       50    2,525    1,225    2,600    2,600        0        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -200)
      25      -50        0     -225     -150     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     51.0      1.9     97.1     47.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        2       10        7       12       12                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,855
COMMITMENTS
   1,664    2,147        0    5,111    4,708    6,775    6,855       80        0

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -458)
    -196     -170        0     -257     -288     -453     -458       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     31.3      0.0     74.6     68.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        0       11        8       14       11                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,654
COMMITMENTS
   1,941    8,533      386   15,373    9,303   17,700   18,222      954      432

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,015)
    -356     -523     -248     -455     -225   -1,059     -996       44      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     45.7      2.1     82.4     49.9     94.9     97.7      5.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        8        3       27       21       33       30                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,856
COMMITMENTS
      35    2,840      106    3,812    1,306    3,953    4,252      903      604

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -599)
      -4     -568        1     -611     -105     -614     -672       15       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     58.5      2.2     78.5     26.9     81.4     87.6     18.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       19       17       21       21                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,062
COMMITMENTS
     547    1,718      908    6,413    5,171    7,868    7,797      194      265

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,087)
    -269     -478     -101     -661     -449   -1,031   -1,028      -56      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     21.3     11.3     79.5     64.1     97.6     96.7      2.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        9        8       23       16       34       28                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:          975
COMMITMENTS
     445      280      130      205      475      780      885      195       90

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -454)
    -345       30       20      -94     -332     -419     -282      -35     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.6     28.7     13.3     21.0     48.7     80.0     90.8     20.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        4        5       10       13       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,399
COMMITMENTS
   2,285    9,816      621   17,640    9,877   20,546   20,314    4,853    5,085

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -2,369)
    -492      539   -1,162     -589     -872   -2,243   -1,495     -126     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     38.6      2.4     69.5     38.9     80.9     80.0     19.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        1       17       15       22       17                  



Updated July 8, 2016