GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,690
COMMITMENTS
   8,910    4,476    1,509   43,230   48,410   53,649   54,395    1,041      295

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,902)
     581      180     -275    1,596    1,986    1,902    1,891        0       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      8.2      2.8     79.0     88.5     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        6        8       35       42       46       53                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,113
COMMITMENTS
       0        0        0    7,113    7,113    7,113    7,113        0        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        297)
       0        0        0      297      297      297      297        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       15       19       15       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,909
COMMITMENTS
     698      174    1,029    7,608    8,299    9,335    9,502      574      407

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        729)
      31      145      163      634      447      828      755      -99      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.8     10.4     76.8     83.8     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        9       30       31       39       41                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,398
COMMITMENTS
   1,538      744      628    8,956    9,731   11,122   11,103      276      295

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        338)
     -11       40       23      279      264      291      327       47       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      6.5      5.5     78.6     85.4     97.6     97.4      2.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        4        7       35       42       44       52                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,730
COMMITMENTS
      40    1,381      213    6,924    5,380    7,177    6,974      553      756

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        498)
       0       88       23      482      337      505      448       -7       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     17.9      2.8     89.6     69.6     92.8     90.2      7.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        3       22       16       26       20                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,736
COMMITMENTS
     336      403       75    1,215    1,229    1,626    1,707      110       29

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        110)
      -5       55       35       60       13       90      103       20        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     23.2      4.3     70.0     70.8     93.7     98.3      6.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        2       13       16       17       22                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,106
COMMITMENTS
     439    5,780      502   22,102   16,824   23,043   23,106       63        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        613)
       0      140        0      613      473      613      613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     25.0      2.2     95.7     72.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        2       23       18       27       23                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,401
COMMITMENTS
     786    2,226      248    4,621    3,463    5,655    5,937      746      464

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        285)
     -70       35       21      244      200      195      256       90       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     34.8      3.9     72.2     54.1     88.3     92.8     11.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        8        5       24       24       30       33                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        5,351
COMMITMENTS
       0      906      345    4,299    3,777    4,644    5,028      707      323

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        292)
       0      110       40      248      131      288      281        4       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.9      6.4     80.3     70.6     86.8     94.0     13.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        5       18       18       23       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      412,448
COMMITMENTS
  80,399   53,266   72,202  213,546  256,306  366,147  381,774   46,301   30,674

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -8,275)
     216   -1,262   -7,110    1,243   -1,418   -5,651   -9,790   -2,624    1,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     12.9     17.5     51.8     62.1     88.8     92.6     11.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      48       45       66       86       84      175      160                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,227
COMMITMENTS
       0    1,075      250   41,930   42,954   42,180   44,279    6,047    3,948

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        867)
       0      150     -150      897    1,137      747    1,137      120     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.5     86.9     89.1     87.5     91.8     12.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        2       27       32       29       35                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,143,189
COMMITMENTS
 341,284  357,198  373,673  354,472  382,284  1069429  1113155   73,760   30,034

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    -41,682)
  -9,278  -24,489  -22,736   -3,247    6,111  -35,261  -41,114   -6,421     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     31.2     32.7     31.0     33.4     93.5     97.4      6.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     154       90      154       74       62      307      242                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      307,393
COMMITMENTS
 117,752  124,272   45,495  136,745  131,346  299,992  301,113    7,401    6,280

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     15,510)
  -1,023    3,580   11,039    5,953    2,153   15,969   16,772     -459   -1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     40.4     14.8     44.5     42.7     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       13       26       37       38       70       66                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      141,913
COMMITMENTS
  22,294   27,000   20,463   93,240   90,833  135,997  138,296    5,916    3,617

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     18,954)
   2,405    7,155    4,941   12,073    7,384   19,419   19,480     -465     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     19.0     14.4     65.7     64.0     95.8     97.5      4.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       16       23       31       30       58       57                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,393,751
COMMITMENTS
 635,730   56,419   92,037  632,596  1225300  1360363  1373756   33,388   19,995

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     43,903)
  29,687     -690   12,170    2,894   33,827   44,751   45,307     -848   -1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      4.0      6.6     45.4     87.9     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21        8       22       52       49       80       73                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      294,000
COMMITMENTS
   6,584   40,699   25,895  260,915  223,205  293,394  289,799      606    4,201

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,071)
     378      593      192      423      318      993    1,103       78      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     13.8      8.8     88.7     75.9     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       19       24       39       33       65       60                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       88,109
COMMITMENTS
  31,106   32,351   11,701   44,181   43,061   86,988   87,113    1,121      996

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,243)
    -860   -1,651      -85    1,883    2,586      938      850      305      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     36.7     13.3     50.1     48.9     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       17       23       23       19       51       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,890
COMMITMENTS
  12,911    2,397    3,495    2,726   13,827   19,132   19,719      758      171

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        148)
      89      -10      -49       83      207      123      148       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     12.1     17.6     13.7     69.5     96.2     99.1      3.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        3       12       12       11       30       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       54,136
COMMITMENTS
   5,663    3,905    7,284   40,683   42,470   53,630   53,659      506      477

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      4,559)
     546      424      810    3,047    3,351    4,403    4,585      156      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      7.2     13.5     75.1     78.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      12       14       14       44       60       64       82                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,116
COMMITMENTS
     427      848      143    2,009    1,951    2,579    2,942      537      174

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        256)
     -18       51      -18      275      213      239      246       17       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     27.2      4.6     64.5     62.6     82.8     94.4     17.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        8        4       25       24       33       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      178,021
COMMITMENTS
  26,980      210    1,080  149,919  176,731  177,979  178,021       42        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.1      0.6     84.2     99.3    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 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,755,586
COMMITMENTS
 380,690   15,860   26,250  2348646  2713476  2755586  2755586        0        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.6      1.0     85.2     98.5    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 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,440
COMMITMENTS
   3,825        0        0   43,573   47,440   47,398   47,440       42        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        171)
       0        0        0      171      171      171      171        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      0.0     91.8    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 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      925,237
COMMITMENTS
       0        0        0  925,237  925,237  925,237  925,237        0        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       42,592
COMMITMENTS
   1,760        0        0   40,744   42,592   42,504   42,592       88        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    -42,592)
  -1,760        0        0  -40,744  -42,592  -42,504  -42,592      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     95.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12        8       13        8                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,040
COMMITMENTS
     543      974      286   26,188   25,102   27,017   26,362       23      678

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        825)
     159      398      -46      689      455      802      807       23       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.6      1.1     96.8     92.8     99.9     97.5      0.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        4       21       26       25       31                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      136,848
COMMITMENTS
   8,505    1,800    4,498  123,160  129,911  136,163  136,209      685      639

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -1,576)
     456     -131      -28   -1,862   -1,599   -1,434   -1,758     -142      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.3      3.3     90.0     94.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      15        9       13       62       62       84       78                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       97,744
COMMITMENTS
  12,653    8,383        1   84,941   88,987   97,595   97,371      149      373

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,997)
      10     -768        0    1,939    2,897    1,949    2,129       48     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      8.6      0.0     86.9     91.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        1       26       30       31       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,454
COMMITMENTS
   1,993    1,335      460   33,747   33,971   36,200   35,766      254      688

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        988)
     -76      -43       -1    1,063    1,042      986      998        2      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      3.7      1.3     92.6     93.2     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        1        3       33       38       43       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,907
COMMITMENTS
   2,578       94      166   13,821   15,877   16,565   16,137      342      770

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        267)
      65       15      -15      247       57      297       57      -30      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.6      1.0     81.7     93.9     98.0     95.4      2.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       31       22       35       25                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,586
COMMITMENTS
     497      224      249   14,830   15,712   15,576   16,185    1,010      401

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        946)
     -45        0      100      911      811      966      911      -20       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.4      1.5     89.4     94.7     93.9     97.6      6.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        3       27       21       32       26                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,821,737
COMMITMENTS
 571,822  168,236  588,360  557,093  971,594  1717275  1728190  104,462   93,547

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     10,456)
  -6,708   -2,299   17,946   -5,267      495    5,971   16,142    4,485   -5,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      9.2     32.3     30.6     53.3     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     136       98      176       96      120      328      326                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,046
COMMITMENTS
  57,840   17,652    2,453   30,234   50,784   90,527   70,889   25,519   45,157

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        318)
    -182      738       82      212     -496      112      324      206       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     15.2      2.1     26.1     43.8     78.0     61.1     22.0     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        6        9       11       17       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,954
COMMITMENTS
  23,210   52,829   38,979   55,908   23,599  118,097  115,407    6,857    9,547

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -2,328)
   1,610      810   -5,015      910      688   -2,495   -3,517      167    1,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     42.3     31.2     44.7     18.9     94.5     92.4      5.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       15       29       18       18       51       49                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,615
COMMITMENTS
     285        0        0   11,315   11,600   11,600   11,600       15       15

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -1,355)
     -60        0        0   -1,280   -1,370   -1,340   -1,370      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     97.4     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       21       22       23       22                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,605
COMMITMENTS
  14,185    6,415      367    5,033   13,402   19,585   20,184    2,020    1,421

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -1,392)
  -1,891     -159      -11      515   -1,335   -1,387   -1,505       -5      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7     29.7      1.7     23.3     62.0     90.7     93.4      9.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      61       39        9       24       31       89       77                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       70,383
COMMITMENTS
  49,339   29,241    1,725   11,101   35,722   62,165   66,688    8,218    3,695

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        889)
   1,121    2,460      374     -747   -2,146      748      688      141      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     41.5      2.5     15.8     50.8     88.3     94.8     11.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
     138       57       23       33       34      184      102                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      422,262
COMMITMENTS
 135,992   75,839   65,950  195,083  262,865  397,025  404,654   25,237   17,608

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,198)
  -1,937    1,964   -1,554    5,209    1,466    1,718    1,876     -520     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     18.0     15.6     46.2     62.3     94.0     95.8      6.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      90       55       64       92      102      217      192                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,175
COMMITMENTS
   2,953    1,821      123    8,677    9,791   11,753   11,735    2,422    2,440

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -173)
       0     -850       60     -300      517     -240     -273       67      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     12.8      0.9     61.2     69.1     82.9     82.8     17.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        3       13       14       19       17                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,290
COMMITMENTS
   2,145      687    2,126    6,020    6,992   10,291    9,805      999    1,485

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        245)
     350        0       25     -130      190      245      215        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      6.1     18.8     53.3     61.9     91.2     86.8      8.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        5       14       14       20       20                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,573
COMMITMENTS
       0      722       95   13,388   12,851   13,483   13,668    1,090      905

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        555)
       0      550      -70      500       75      430      555      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.7     91.9     88.2     92.5     93.8      7.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       14       20       15       22                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,856
COMMITMENTS
   3,351    4,825      441   15,121   15,618   18,913   20,884    4,943    2,972

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,484)
     481      331      101    1,171    1,446    1,753    1,878     -269     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     20.2      1.8     63.4     65.5     79.3     87.5     20.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        3       15       17       21       21                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,401
COMMITMENTS
   8,131   17,743      888   10,349      692   19,368   19,323       33       78

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        -97)
    -108     -136      158     -147     -122      -97     -100        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     91.5      4.6     53.3      3.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        5        5       10        5       22       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,427
COMMITMENTS
   8,442    8,779    4,752    5,850    5,114   19,044   18,645      383      782

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:         71)
    -125     -245      -22      190      228       43      -39       28      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     45.2     24.5     30.1     26.3     98.0     96.0      2.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      22       16       25       14       15       48       46                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,431
COMMITMENTS
   2,832      150      180   33,003   36,020   36,015   36,350      416       81

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        865)
     -20     -150      105      780      910      865      865        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.4      0.5     90.6     98.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        1       26       15       30       17                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,615
COMMITMENTS
       0      445      420    3,195    2,750    3,615    3,615        0        0

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.3     11.6     88.4     76.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        5       14       10       19       15                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,075
COMMITMENTS
   1,403    1,152        0    3,660    3,905    5,063    5,057       12       18

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      145      145      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     22.7      0.0     72.1     76.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        0       13        9       17       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,158
COMMITMENTS
   1,144    5,522    1,005   16,768   13,394   18,917   19,921    1,241      237

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:         58)
    -229       45      -45      332       58       58       58        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     27.4      5.0     83.2     66.4     93.8     98.8      6.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        6        6       30       26       39       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,805
COMMITMENTS
     168    2,538       56    3,564    1,587    3,788    4,181    1,017      624

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:         62)
     -15       22        6      132      -14      123       14      -61       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     52.8      1.2     74.2     33.0     78.8     87.0     21.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        2       19       18       22       23                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,330
COMMITMENTS
     141      727      251    2,618    2,232    3,010    3,210      320      120

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     21.8      7.5     78.6     67.0     90.4     96.4      9.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        6        3        8       12       12       19                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,663
COMMITMENTS
   1,231    3,681      458    7,710    5,503    9,399    9,642      264       21

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        597)
      15      191      150      432      256      597      597        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     38.1      4.7     79.8     56.9     97.3     99.8      2.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        9        5       25       27       32       39                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,314
COMMITMENTS
     509      200      151      458      735    1,118    1,086      196      228

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:         80)
     -20      -90        0      120      170      100       80      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     15.2     11.5     34.9     55.9     85.1     82.6     14.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        6        3       10       15       21       22                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,533
COMMITMENTS
   2,139    4,540    2,520   11,305   10,468   15,964   17,528    5,569    4,005

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        712)
     179     -218      528     -392      173      315      483      397      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     21.1     11.7     52.5     48.6     74.1     81.4     25.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       14       17       19       22                  



Updated October 28, 2016