GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,899
COMMITMENTS
   9,738    5,250    2,858   40,589   45,756   53,185   53,864      714       35

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,794)
    -166     -352      483    1,477    1,663    1,794    1,794        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      9.7      5.3     75.3     84.9     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        7        9       40       45       52       57                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,020
COMMITMENTS
       0        0        0    6,020    6,020    6,020    6,020        0        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       15       18       15       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,811
COMMITMENTS
     782       59    1,000    6,326    7,178    8,108    8,237      703      574

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        282)
      17        9       50      233      251      300      310      -18      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.7     11.3     71.8     81.5     92.0     93.5      8.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        2        7       29       28       36       36                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,984
COMMITMENTS
   1,338    1,305      521    8,825    8,864   10,684   10,690      300      294

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        741)
      34       62      120      593      579      747      761       -6      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     11.9      4.7     80.3     80.7     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        5        8       36       40       45       50                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,444
COMMITMENTS
     229    1,307      225    5,540    4,509    5,994    6,041      450      403

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        124)
     -20       86      -25      108       73       63      134       61      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     20.3      3.5     86.0     70.0     93.0     93.7      7.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        7        6       23       17       30       26                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,492
COMMITMENTS
     285      540       20    1,041      803    1,346    1,363      146      129

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        216)
     -10      -30       20      206      142      216      132        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     36.2      1.3     69.8     53.8     90.2     91.4      9.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        1       11       12       13       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,844
COMMITMENTS
     259    6,614    1,127   22,454   16,083   23,840   23,824        4       20

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        525)
       0      -93      375      150      243      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     27.7      4.7     94.2     67.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        3       26       16       30       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,857
COMMITMENTS
   1,047    3,635      418    5,831    3,353    7,296    7,406      561      451

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        659)
      18      206       19      593      428      630      653       29        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     46.3      5.3     74.2     42.7     92.9     94.3      7.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        8        6       26       22       35       32                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,771
COMMITMENTS
      30      686      357    3,734    3,550    4,121    4,593      650      178

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        474)
      20       21       30      424      428      474      479        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.4      7.5     78.3     74.4     86.4     96.3     13.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        5       20       20       25       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      400,134
COMMITMENTS
  69,246   52,792   79,328  207,219  232,031  355,793  364,151   44,341   35,983

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     14,795)
      86    1,162   11,049      896      273   12,031   12,484    2,764    2,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     13.2     19.8     51.8     58.0     88.9     91.0     11.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      44       47       52       84       87      162      155                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,936
COMMITMENTS
   3,150      225      250   36,399   40,976   39,799   41,451    7,137    5,485

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      2,085)
     350       75      -75    1,660    1,220    1,935    1,220      150      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.5      0.5     77.6     87.3     84.8     88.3     15.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       24       30       27       32                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,083,994
COMMITMENTS
 313,136  388,533  342,745  350,757  317,530  1006638  1048808   77,356   35,186

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     50,921)
  16,726   14,988   15,583   10,545   17,743   42,854   48,314    8,067    2,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     35.8     31.6     32.4     29.3     92.9     96.8      7.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     141       99      146       70       66      296      240                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      292,987
COMMITMENTS
 103,812  113,099   44,955  135,772  128,639  284,539  286,693    8,448    6,294

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      3,616)
  -2,186   -1,287    1,360    3,703    3,290    2,877    3,363      739      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     38.6     15.3     46.3     43.9     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       17       28       35       35       66       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      131,304
COMMITMENTS
  28,175   25,534   14,362   78,808   86,741  121,345  126,637    9,959    4,667

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        650)
   3,930      800      -90   -2,976     -488      864      222     -214      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     19.4     10.9     60.0     66.1     92.4     96.4      7.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       16       22       31       31       55       60                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,358,329
COMMITMENTS
 580,411   57,353   94,132  654,311  1185431  1328854  1336916   29,475   21,413

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     10,672)
  -3,853   -4,894    5,780    9,011   10,849   10,938   11,735     -266   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      4.2      6.9     48.2     87.3     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       10       24       50       48       77       77                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,813
COMMITMENTS
  14,821   61,214   25,015  269,724  220,878  309,560  307,107    3,253    5,706

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      7,453)
   1,221    1,851    1,611    2,201    3,289    5,033    6,751    2,420      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     19.6      8.0     86.2     70.6     99.0     98.2      1.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      15       16       20       34       33       61       57                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       94,652
COMMITMENTS
  36,170   33,442   13,361   43,856   46,754   93,387   93,557    1,265    1,095

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,606)
    -212      166     -306    2,151    1,671    1,633    1,531      -27       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     35.3     14.1     46.3     49.4     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19       16       24       22       20       51       50                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       20,048
COMMITMENTS
  13,371    3,839    3,298    2,893   12,771   19,562   19,908      486      140

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        609)
     491       55       70       48      424      609      549        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.7     19.1     16.5     14.4     63.7     97.6     99.3      2.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      15        5       13       13       11       33       24                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,558
COMMITMENTS
     102      484       95    1,950    1,731    2,147    2,310      411      248

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        162)
      15       55        5      137      122      157      182        5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     18.9      3.7     76.2     67.7     83.9     90.3     16.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        4       13       12       17       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       52,454
COMMITMENTS
   5,142    3,872    5,464   41,565   42,737   52,171   52,073      283      381

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      2,880)
    -878      313      -69    3,797    2,652    2,850    2,896       30      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.4     10.4     79.2     81.5     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      12       12       11       45       57       63       75                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,570
COMMITMENTS
     603      744      176    2,189    2,440    2,968    3,360      602      210

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:         25)
       4       85      -50       67        3       21       38        4      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     20.8      4.9     61.3     68.3     83.1     94.1     16.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        7        5       19       24       27       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      177,547
COMMITMENTS
  15,160      315    1,080  161,244  176,152  177,484  177,547       63        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,535)
    -200        0        0    1,735    1,535    1,535    1,535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.2      0.6     90.8     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       16       23       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,945,107
COMMITMENTS
 388,850   15,860   26,250  2530007  2902997  2945107  2945107        0        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -8,090)
       0        0        0   -8,090   -8,090   -8,090   -8,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      0.5      0.9     85.9     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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,253
COMMITMENTS
   3,825        0        0   44,365   48,253   48,190   48,253       63        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        168)
       0        0        0      168      168      168      168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.0     91.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       13       17       13                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      999,658
COMMITMENTS
       0        0        0  999,658  999,658  999,658  999,658        0        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -23,480)
       0        0        0  -23,480  -23,480  -23,480  -23,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       42,480
COMMITMENTS
   2,400        0        0   39,960   42,480   42,360   42,480      120        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -31,152)
  -1,760        0        0  -29,304  -31,152  -31,064  -31,152      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.0      0.0     94.1    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12        9       13        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,160
COMMITMENTS
      13      856       90   26,052   24,541   26,155   25,487        5      673

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        592)
      13      -44       -3      582      639      592      592        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.3     99.6     93.8    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        1       25       32       26       37                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      136,644
COMMITMENTS
   7,279    2,067    4,167  124,224  129,744  135,670  135,978      974      666

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        105)
     -12      554      -59      224     -233      153      262      -48     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.5      3.0     90.9     95.0     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      10       12       12       56       60       73       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       96,421
COMMITMENTS
  13,932    8,837        1   82,334   86,508   96,267   95,346      154    1,075

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        554)
      90      965        0      454     -361      544      604       10      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      9.2      0.0     85.4     89.7     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        1       26       31       31       37                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,154
COMMITMENTS
   1,949    1,668      262   33,707   33,824   35,918   35,754      236      400

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      2,019)
     114       33      118    1,784    1,878    2,016    2,029        3      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      4.6      0.7     93.2     93.6     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8        3        4       35       39       45       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,206
COMMITMENTS
   2,734    1,838      634   14,529   15,322   17,897   17,794      309      412

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        -66)
       0      210     -155       65     -116      -90      -61       24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     10.1      3.5     79.8     84.2     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        3       31       24       36       28                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,988
COMMITMENTS
     598      208      135   14,006   15,293   14,739   15,636    1,249      352

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        804)
      45       46      -23      739      736      761      759       43       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.3      0.8     87.6     95.7     92.2     97.8      7.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        3       25       19       30       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,811,705
COMMITMENTS
 533,133  254,260  518,286  657,846  943,677  1709265  1716223  102,440   95,482

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -17,915)
  -4,832   29,597  -26,051   10,383  -12,741  -20,500   -9,195    2,585   -8,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     14.0     28.6     36.3     52.1     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     141      106      157      101      118      324      316                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,855
COMMITMENTS
  61,662   13,898    1,432   31,057   60,008   94,151   75,338   20,704   39,517

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        837)
    -451      153    1,211     -259     -682      501      682      336      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7     12.1      1.2     27.0     52.2     82.0     65.6     18.0     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        4       10       13       17       21                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      138,040
COMMITMENTS
  15,961   53,765   48,247   67,083   27,417  131,291  129,429    6,749    8,611

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        336)
   2,498      432   -4,071      494    3,857   -1,079      218    1,415      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     38.9     35.0     48.6     19.9     95.1     93.8      4.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       16       29       18       20       50       50                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,790
COMMITMENTS
     120        0        0   11,640   11,790   11,760   11,790       30        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -1,088)
     -60        0        0   -1,013   -1,058   -1,073   -1,058      -15      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       17       19       18       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,674
COMMITMENTS
  18,489    5,969      401    3,433   17,351   22,323   23,721    2,351      953

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        197)
      84      431      170     -226      652       28    1,253      169   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     24.2      1.6     13.9     70.3     90.5     96.1      9.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      83       32        8       20       35      106       73                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       74,671
COMMITMENTS
  52,330   14,028    4,135   10,743   53,378   67,208   71,541    7,463    3,130

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -1,528)
  -1,958      795      195     -110   -2,858   -1,873   -1,868      345      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     18.8      5.5     14.4     71.5     90.0     95.8     10.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
     139       41       26       29       39      184       94                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      401,306
COMMITMENTS
 118,634   58,684   74,801  188,438  248,265  381,873  381,750   19,433   19,556

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      9,417)
   6,314    2,533    4,469     -837    1,643    9,946    8,645     -529      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     14.6     18.6     47.0     61.9     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      80       62       70       89      107      207      204                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,093
COMMITMENTS
   3,055    1,562       19    8,216    9,962   11,290   11,543    2,803    2,550

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        813)
       0      272        0      953      593      953      865     -140      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     11.1      0.1     58.3     70.7     80.1     81.9     19.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        2       11       12       16       15                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,945
COMMITMENTS
     977      770    1,370    6,745    6,478    9,092    8,618      853    1,327

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        472)
     -96       -5      425      577      302      906      722     -434     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.7     13.8     67.8     65.1     91.4     86.7      8.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        5       14       14       20       20                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,165
COMMITMENTS
       0      547      365   17,620   17,412   17,985   18,324    1,180      841

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,543)
    -395      147      140    2,003    1,330    1,748    1,617     -205      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      1.9     91.9     90.9     93.8     95.6      6.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       16       18       18       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,012
COMMITMENTS
   7,318   17,234      904   10,734      713   18,956   18,851       56      161

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        143)
      83       60        0       60       83      143      143        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     90.6      4.8     56.5      3.8     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        4        9        6       19       14                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,085
COMMITMENTS
   8,080    9,534    6,055    6,536    4,967   20,671   20,556      414      529

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        524)
     578       -1      -40      -25      655      513      614       11      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     45.2     28.7     31.0     23.6     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19       17       27       14       14       44       48                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,933
COMMITMENTS
   2,634      425      186   35,727   38,256   38,547   38,867      386       66

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,492)
     -48      -40       26    1,514    1,461    1,492    1,447        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      1.1      0.5     91.8     98.3     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       28       21       32       25                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,895
COMMITMENTS
       0      350      350    2,545    2,075    2,895    2,775        0      120

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.1     12.1     87.9     71.7    100.0     95.9      0.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        3       14       11       17       16                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,740
COMMITMENTS
   1,503    1,467        0    4,203    4,273    5,706    5,740       34        0

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     25.6      0.0     73.2     74.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        0       10        9       14       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,239
COMMITMENTS
   1,492    6,835      900   17,140   12,382   19,532   20,117      707      122

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:       -481)
     158   -1,424        0     -639    1,003     -481     -421        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     33.8      4.4     84.7     61.2     96.5     99.4      3.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        6        8       30       24       39       36                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,581
COMMITMENTS
     147    2,756       75    3,415    1,225    3,637    4,056      944      525

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:         53)
      50      112      -16        5       40       39      136       14      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     60.2      1.6     74.5     26.7     79.4     88.5     20.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        3       18       17       22       22                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,214
COMMITMENTS
     413      516      216    2,345    2,330    2,974    3,062      240      152

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        259)
      56      -70       68      195      261      319      259      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     16.1      6.7     73.0     72.5     92.5     95.3      7.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       12       13       16       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,938
COMMITMENTS
     999    2,415      144    6,471    5,296    7,614    7,855      324       83

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        549)
     338      -36       -7      218      598      549      555        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     30.4      1.8     81.5     66.7     95.9     99.0      4.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4       12        5       27       26       36       38                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,060
COMMITMENTS
     170      150      160      495      485      825      795      235      265

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     14.2     15.1     46.7     45.8     77.8     75.0     22.2     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        6       10       11       18       18                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,189
COMMITMENTS
   2,373    7,576      931   14,926   11,258   18,230   19,765    4,959    3,424

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,865)
     603      322      327    1,117    1,791    2,047    2,440     -182     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     32.7      4.0     64.4     48.5     78.6     85.2     21.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        3       17       19       20       24                  



Updated September 23, 2016