GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
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     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    49,524:    35,838     40,973      1,625      2,215      2,400         96          0        435      7,598      2,136      1,184:      348       181
Old  :    49,524:    35,838     40,973      1,625      2,215      2,400         96          0        435      7,598      2,136      1,184:      348       181
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       668:       375        652         25        -43       -129          0          0          0        255         44        128:       14        16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       82.7        3.3        4.5        4.8        0.2        0.0        0.9       15.3        4.3        2.4:      0.7       0.4
Old  :     100.0:      72.4       82.7        3.3        4.5        4.8        0.2        0.0        0.9       15.3        4.3        2.4:      0.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        27         35          .          8          7          .          0          .         10          4          7:
Old  :        62:        27         35          .          8          7          .          0          .         10          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       36.3       58.6       52.1       21.8       27.7       34.0       37.0
Old  :                 38.2       36.3       58.6       52.1       21.8       27.7       34.0       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
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     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,829:     8,075      8,783        272        277      1,178          0          0        142        755        434        649:      758       366
Old  :    11,829:     8,075      8,783        272        277      1,178          0          0        142        755        434        649:      758       366
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       783:       747        794          0         -5         22          0          0        -90         25        -11         78:        1        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       74.2        2.3        2.3       10.0        0.0        0.0        1.2        6.4        3.7        5.5:      6.4       3.1
Old  :     100.0:      68.3       74.2        2.3        2.3       10.0        0.0        0.0        1.2        6.4        3.7        5.5:      6.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        27         28          .          4          7          0          0          .          5          .          8:
Old  :        44:        27         28          .          4          7          0          0          .          5          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       33.0       50.7       53.0       13.8       16.6       19.1       24.3
Old  :                 33.4       33.0       50.7       53.0       13.8       16.6       19.1       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    15,241:     9,527     12,788        302        129        748          0          0          0      2,826         63      1,189:      649       324
Old  :    15,241:     9,527     12,788        302        129        748          0          0          0      2,826         63      1,189:      649       324
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       728:       409        846         35         10        -64          0          0          0        397         28        -60:       11       -32
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       83.9        2.0        0.8        4.9        0.0        0.0        0.0       18.5        0.4        7.8:      4.3       2.1
Old  :     100.0:      62.5       83.9        2.0        0.8        4.9        0.0        0.0        0.0       18.5        0.4        7.8:      4.3       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        31         37          4          .          6          0          0          0          6          .          8:
Old  :        53:        31         37          4          .          6          0          0          0          6          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       35.4       63.8       57.8       20.1       19.1       24.5       25.0
Old  :                 43.6       35.4       63.8       57.8       20.1       19.1       24.5       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A17
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     7,701:     5,355      3,058      1,355      2,810        120          0          0          0        169      1,040        194:      508       479
Old  :     7,701:     5,355      3,058      1,355      2,810        120          0          0          0        169      1,040        194:      508       479
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       300:       289        209          0         60          0          0          0          0         -5         85         36:      -20       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       39.7       17.6       36.5        1.6        0.0        0.0        0.0        2.2       13.5        2.5:      6.6       6.2
Old  :     100.0:      69.5       39.7       17.6       36.5        1.6        0.0        0.0        0.0        2.2       13.5        2.5:      6.6       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        15         13          .          4          .          0          0          0          .          7          6:
Old  :        36:        15         13          .          4          .          0          0          0          .          7          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       50.3       74.2       67.7       38.4       47.0       64.4       60.3
Old  :                 42.3       50.3       74.2       67.7       38.4       47.0       64.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A19
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     2,261:     1,618      1,267         96          0        126          0          0          0        240        579         94:       87       195
Old  :     2,261:     1,618      1,267         96          0        126          0          0          0        240        579         94:       87       195
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       215:       106         76          0          0          0          0          0          0         40         50         94:      -25        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       56.0        4.2        0.0        5.6        0.0        0.0        0.0       10.6       25.6        4.2:      3.8       8.6
Old  :     100.0:      71.6       56.0        4.2        0.0        5.6        0.0        0.0        0.0       10.6       25.6        4.2:      3.8       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         11          .          0          .          0          0          0          5          4          .:
Old  :        27:        12         11          .          0          .          0          0          0          5          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       51.0       76.1       69.1       44.6       46.3       64.2       60.7
Old  :                 48.6       51.0       76.1       69.1       44.6       46.3       64.2       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    20,133:    13,771     14,594      3,321        400      2,463          0          0          0        218      2,369        300:       60         7
Old  :    20,133:    13,771     14,594      3,321        400      2,463          0          0          0        218      2,369        300:       60         7
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       278:       203        158        -20          0         95          0          0          0          0         25          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       72.5       16.5        2.0       12.2        0.0        0.0        0.0        1.1       11.8        1.5:      0.3       0.0
Old  :     100.0:      68.4       72.5       16.5        2.0       12.2        0.0        0.0        0.0        1.1       11.8        1.5:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        20         19          7          .          .          0          0          0          .          6          .:
Old  :        41:        20         19          7          .          .          0          0          0          .          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       47.4       67.7       68.4       26.6       31.2       41.2       44.1
Old  :                 43.9       47.4       67.7       68.4       26.6       31.2       41.2       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-021A35
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     9,782:     6,224      4,796         26      1,577        163          0          0          0      2,530      2,795        263:      576       188
Old  :     9,782:     6,224      4,796         26      1,577        163          0          0          0      2,530      2,795        263:      576       188
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       840:       237        650        -15         10          0          0          0          0        648        225        -50:       20         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.6       49.0        0.3       16.1        1.7        0.0        0.0        0.0       25.9       28.6        2.7:      5.9       1.9
Old  :     100.0:      63.6       49.0        0.3       16.1        1.7        0.0        0.0        0.0       25.9       28.6        2.7:      5.9       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        16         20          .          7          .          0          0          0          5          7          8:
Old  :        47:        16         20          .          7          .          0          0          0          5          7          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       48.3       75.8       63.8       57.4       47.8       72.3       63.0
Old  :                 58.5       48.3       75.8       63.8       57.4       47.8       72.3       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A56
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000 metric tons                                                                                                        :
     :          :    Positions                                                                                                           :
All  :     7,404:     4,852      6,217        676          0        152        600          0          0        274        682        236:      614       117
Old  :     7,404:     4,852      6,217        676          0        152        600          0          0        274        682        236:      614       117
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       607:       541        626         20          0         -4          0          0          0          5        -15          0:       45         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       84.0        9.1        0.0        2.1        8.1        0.0        0.0        3.7        9.2        3.2:      8.3       1.6
Old  :     100.0:      65.5       84.0        9.1        0.0        2.1        8.1        0.0        0.0        3.7        9.2        3.2:      8.3       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        16         17          4          0          .          .          0          0          5          4          5:
Old  :        34:        16         17          4          0          .          .          0          0          5          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       60.0       61.4       76.6       29.9       44.0       42.9       53.3
Old  :                 43.0       60.0       61.4       76.6       29.9       44.0       42.9       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   418,596:   137,331    241,843     78,543      4,343     13,360     38,688     20,809     33,466     41,675     34,208     33,323:   42,210    37,244
Old  :   418,596:   137,331    241,843     78,543      4,343     13,360     38,688     20,809     33,466     41,675     34,208     33,323:   42,210    37,244
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :    -2,175:     3,398      4,110     -1,114        -52       -943       -401       -123     -1,794        356         98     -3,043:    1,366      -428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.8       57.8       18.8        1.0        3.2        9.2        5.0        8.0       10.0        8.2        8.0:     10.1       8.9
Old  :     100.0:      32.8       57.8       18.8        1.0        3.2        9.2        5.0        8.0       10.0        8.2        8.0:     10.1       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       197:        61         69         21          .         14         29         20         35         18         23         36:
Old  :       197:        61         69         21          .         14         29         20         35         18         23         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       18.1       23.7       28.7       12.1        9.4       18.7       16.0
Old  :                 13.7       18.1       23.7       28.7       12.1        9.4       18.7       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-02265J
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1000 BARRELS)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    18,597:     7,623      9,464      2,583      2,214      3,059          0          0          0      1,974          0      1,492:    1,866     2,368
Old  :    18,597:     7,623      9,464      2,583      2,214      3,059          0          0          0      1,974          0      1,492:    1,866     2,368
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     1,098:       200        -21        457         27        494          0          0          0       -145          0        145:      -53       453
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.0       50.9       13.9       11.9       16.4        0.0        0.0        0.0       10.6        0.0        8.0:     10.0      12.7
Old  :     100.0:      41.0       50.9       13.9       11.9       16.4        0.0        0.0        0.0       10.6        0.0        8.0:     10.0      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         10          .          .          5          0          0          0          .          0          4:
Old  :        21:         9         10          .          .          5          0          0          0          .          0          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       36.8       65.2       64.0       30.7       28.4       41.0       37.8
Old  :                 45.4       36.8       65.2       64.0       30.7       28.4       41.0       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-022A13
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    41,583:    25,932     32,627      4,560      1,200        543          0          0          0          0        425          0:   10,548     6,788
Old  :    41,583:    25,932     32,627      4,560      1,200        543          0          0          0          0        425          0:   10,548     6,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     2,381:     1,584      1,388         50          0          0          0          0          0          0          0          0:      747       993
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.4       78.5       11.0        2.9        1.3        0.0        0.0        0.0        0.0        1.0        0.0:     25.4      16.3
Old  :     100.0:      62.4       78.5       11.0        2.9        1.3        0.0        0.0        0.0        0.0        1.0        0.0:     25.4      16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         21          .          .          .          0          0          0          0          .          0:
Old  :        28:        15         21          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       42.9       55.0       61.1       24.7       25.3       33.9       34.6
Old  :                 36.2       42.9       55.0       61.1       24.7       25.3       33.9       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :     5,135:       768      4,347        314        272          0      1,783          0         92      1,556         26        273:      349       125
Old  :     5,135:       768      4,347        314        272          0      1,783          0         92      1,556         26        273:      349       125
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       318:       359        563          0        -28          0         54          0          9        196          6       -208:      -92       -24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       84.7        6.1        5.3        0.0       34.7        0.0        1.8       30.3        0.5        5.3:      6.8       2.4
Old  :     100.0:      15.0       84.7        6.1        5.3        0.0       34.7        0.0        1.8       30.3        0.5        5.3:      6.8       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:         9         10          .          .          0         12          0          .          5          .          .:
Old  :        33:         9         10          .          .          0         12          0          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       77.9       69.5       90.7       44.1       72.2       63.5       80.1
Old  :                 50.1       77.9       69.5       90.7       44.1       72.2       63.5       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-025608
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(100 CUBIC METERS)                                                                                                      :
     :          :    Positions                                                                                                           :
All  :     3,954:     3,259      2,863        110          0         30          0          0          0        210        892         30:      315       139
Old  :     3,954:     3,259      2,863        110          0         30          0          0          0        210        892         30:      315       139
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :        39:         4        -21          0          0          0          0          0          0        -15         30         20:       30        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       72.4        2.8        0.0        0.8        0.0        0.0        0.0        5.3       22.6        0.8:      8.0       3.5
Old  :     100.0:      82.4       72.4        2.8        0.0        0.8        0.0        0.0        0.0        5.3       22.6        0.8:      8.0       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         13          .          0          .          0          0          0          .          5          .:
Old  :        23:        11         13          .          0          .          0          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       42.6       74.2       69.4       24.7       25.4       34.3       35.0
Old  :                 44.2       42.6       74.2       69.4       24.7       25.4       34.3       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    55,425:    39,358     42,780      1,423      1,178        795      5,930      1,289      3,020        604      2,320      3,938:      357       105
Old  :    55,425:    39,358     42,780      1,423      1,178        795      5,930      1,289      3,020        604      2,320      3,938:      357       105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     2,824:     3,274      2,198        -65         87         -6       -364        114         -4        -55        403         41:        3        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       77.2        2.6        2.1        1.4       10.7        2.3        5.4        1.1        4.2        7.1:      0.6       0.2
Old  :     100.0:      71.0       77.2        2.6        2.1        1.4       10.7        2.3        5.4        1.1        4.2        7.1:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       105:        45         62          4          .          4          9          .          4          4         16         12:
Old  :       105:        45         62          4          .          4          9          .          4          4         16         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       34.0       45.3       48.9       16.7       17.1       23.3       22.7
Old  :                 27.9       34.0       45.3       48.9       16.7       17.1       23.3       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-03265J
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     4,556:     3,055      2,912         45        445         18          0         56         61        631        496        300:      446       268
Old  :     4,556:     3,055      2,912         45        445         18          0         56         61        631        496        300:      446       268
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       531:       315        378          0         90        -20          0         20          0        255         69         -7:      -12         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       63.9        1.0        9.8        0.4        0.0        1.2        1.3       13.8       10.9        6.6:      9.8       5.9
Old  :     100.0:      67.1       63.9        1.0        9.8        0.4        0.0        1.2        1.3       13.8       10.9        6.6:      9.8       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        21         19          .          .          .          0          .          .          6          5          7:
Old  :        39:        21         19          .          .          .          0          .          .          6          5          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       30.9       60.2       55.1       37.3       26.4       48.1       47.2
Old  :                 46.7       30.9       60.2       55.1       37.3       26.4       48.1       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE                                                                                                  Code-067411
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   604,651:   263,195    237,295     29,609     68,447     51,638     44,270     20,242     48,538     40,219     50,960    113,239:   13,943    14,292
Old  :   604,651:   263,195    237,295     29,609     68,447     51,638     44,270     20,242     48,538     40,219     50,960    113,239:   13,943    14,292
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     2,048:     9,672      6,323      1,046        509      2,157       -554     -4,394     -6,280     -1,769      5,258     -1,392:     -832      -133
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.5       39.2        4.9       11.3        8.5        7.3        3.3        8.0        6.7        8.4       18.7:      2.3       2.4
Old  :     100.0:      43.5       39.2        4.9       11.3        8.5        7.3        3.3        8.0        6.7        8.4       18.7:      2.3       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       158:        46         48         12         11         19         15         14         15         19         30         47:
Old  :       158:        46         48         12         11         19         15         14         15         19         30         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       23.3       36.2       36.6       15.3       16.0       21.6       21.7
Old  :                 23.8       23.3       36.2       36.6       15.3       16.0       21.6       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 2,222,462:   410,098    663,212    196,032    353,007    172,205    345,055    134,810    379,578    302,926    115,091    312,596:  103,972    91,963
Old  : 2,222,462:   410,098    663,212    196,032    353,007    172,205    345,055    134,810    379,578    302,926    115,091    312,596:  103,972    91,963
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :    28,256:    -6,297    -14,599     12,069     -2,977     -3,714    -16,201      6,953     33,188      5,153      2,436      6,308:   -2,250       661
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.5       29.8        8.8       15.9        7.7       15.5        6.1       17.1       13.6        5.2       14.1:      4.7       4.1
Old  :     100.0:      18.5       29.8        8.8       15.9        7.7       15.5        6.1       17.1       13.6        5.2       14.1:      4.7       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       455:        58         74         25         23         40         65         66         74        107         62        112:
Old  :       455:        58         74         25         23         40         65         66         74        107         62        112:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       13.4       26.8       24.3       12.6       10.6       17.9       17.3
Old  :                 15.3       13.4       26.8       24.3       12.6       10.6       17.9       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   128,459:    25,486     22,108     21,420     33,656      1,671          0          0          0     58,352     19,681      1,027:   20,503    50,316
Old  :   128,459:    25,486     22,108     21,420     33,656      1,671          0          0          0     58,352     19,681      1,027:   20,503    50,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     2,149:       732        564        132         24         54          0          0          0        413        -54         19:      799     1,542
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.8       17.2       16.7       26.2        1.3        0.0        0.0        0.0       45.4       15.3        0.8:     16.0      39.2
Old  :     100.0:      19.8       17.2       16.7       26.2        1.3        0.0        0.0        0.0       45.4       15.3        0.8:     16.0      39.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        10         10          .          6          6          0          0          0          5          4          4:
Old  :        29:        10         10          .          6          6          0          0          0          5          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       28.2       76.8       44.1       50.0       27.9       75.7       43.1
Old  :                 50.6       28.2       76.8       44.1       50.0       27.9       75.7       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   136,237:    10,014     14,278     42,457      2,285      7,684      2,200     24,582      4,457     16,587     32,206     39,780:   13,058    10,965
Old  :   136,237:    10,014     14,278     42,457      2,285      7,684      2,200     24,582      4,457     16,587     32,206     39,780:   13,058    10,965
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     2,032:     1,029      1,654      1,632     -1,648      1,589          0       -307       -353     -2,732       -947        534:      333     1,510
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.4       10.5       31.2        1.7        5.6        1.6       18.0        3.3       12.2       23.6       29.2:      9.6       8.0
Old  :     100.0:       7.4       10.5       31.2        1.7        5.6        1.6       18.0        3.3       12.2       23.6       29.2:      9.6       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:         8         11          6          .          8          .          4          4         14         14         21:
Old  :        55:         8         11          6          .          8          .          4          4         14         14         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       40.0       55.5       55.0       31.2       34.0       39.0       41.8
Old  :                 40.6       40.0       55.5       55.0       31.2       34.0       39.0       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN HVY CRUDE NET ENRGY  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-067A49
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,121:     9,320      5,869      1,090      4,520        525          0          0          0        150          0          0:       36       207
Old  :    11,121:     9,320      5,869      1,090      4,520        525          0          0          0        150          0          0:       36       207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       160:       190        175          0         60        -30          0          0          0          0          0          0:        0       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       52.8        9.8       40.6        4.7        0.0        0.0        0.0        1.3        0.0        0.0:      0.3       1.9
Old  :     100.0:      83.8       52.8        9.8       40.6        4.7        0.0        0.0        0.0        1.3        0.0        0.0:      0.3       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         10          .          7          .          0          0          0          .          0          0:
Old  :        31:        16         10          .          7          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       64.4       81.6       84.2       58.2       63.0       75.9       79.3
Old  :                 61.4       64.4       81.6       84.2       58.2       63.0       75.9       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB)  - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-111659
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   389,740:   114,980    215,663     55,172      3,824     16,999     56,536     38,987     35,230     53,422     21,704     35,061:   22,340    22,272
Old  :   389,740:   114,980    215,663     55,172      3,824     16,999     56,536     38,987     35,230     53,422     21,704     35,061:   22,340    22,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :    -7,822:    -3,135     -5,223        657     -1,640        289     -1,130      1,701     -1,492       -951       -966     -1,403:     -657       912
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.5       55.3       14.2        1.0        4.4       14.5       10.0        9.0       13.7        5.6        9.0:      5.7       5.7
Old  :     100.0:      29.5       55.3       14.2        1.0        4.4       14.5       10.0        9.0       13.7        5.6        9.0:      5.7       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       264:        71         89         18          8         19         48         31         44         32         24         37:
Old  :       264:        71         89         18          8         19         48         31         44         32         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       13.5       28.8       23.0       15.1        7.9       21.5       14.0
Old  :                 18.7       13.5       28.8       23.0       15.1        7.9       21.5       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :     9,569:     5,542      5,328        375        300         25          0          0        508        218      1,178        708:    2,193     1,522
Old  :     9,569:     5,542      5,328        375        300         25          0          0        508        218      1,178        708:    2,193     1,522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       466:        25        100        250          0          0          0          0          0       -358        -25        383:      166         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.9       55.7        3.9        3.1        0.3        0.0        0.0        5.3        2.3       12.3        7.4:     22.9      15.9
Old  :     100.0:      57.9       55.7        3.9        3.1        0.3        0.0        0.0        5.3        2.3       12.3        7.4:     22.9      15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          9          .          .          .          0          0          .          .          .          .:
Old  :        20:         9          9          .          .          .          0          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       43.6       67.2       63.8       48.1       41.9       52.5       55.6
Old  :                 50.4       43.6       67.2       63.8       48.1       41.9       52.5       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A11
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1000 U.S. Barrels)                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    18,104:     7,621     11,867        270      2,320      1,010          0          0          0      6,556        212      2,065:      582       630
Old  :    18,104:     7,621     11,867        270      2,320      1,010          0          0          0      6,556        212      2,065:      582       630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       626:       350        535          0          0          0          0          0          0        202         17         74:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.1       65.5        1.5       12.8        5.6        0.0        0.0        0.0       36.2        1.2       11.4:      3.2       3.5
Old  :     100.0:      42.1       65.5        1.5       12.8        5.6        0.0        0.0        0.0       36.2        1.2       11.4:      3.2       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         13          .          .          4          0          0          0          .          .          5:
Old  :        22:        11         13          .          .          4          0          0          0          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       52.4       76.9       72.8       42.2       36.2       43.6       41.6
Old  :                 61.5       52.4       76.9       72.8       42.2       36.2       43.6       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A31
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    20,746:    17,550     19,781          0          0          0          0          0          0      1,825        300          0:    1,371       665
Old  :    20,746:    17,550     19,781          0          0          0          0          0          0      1,825        300          0:    1,371       665
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       875:       670      1,015          0          0          0       -160          0          0        240        -50          0:      125       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       95.3        0.0        0.0        0.0        0.0        0.0        0.0        8.8        1.4        0.0:      6.6       3.2
Old  :     100.0:      84.6       95.3        0.0        0.0        0.0        0.0        0.0        0.0        8.8        1.4        0.0:      6.6       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        17         16          0          0          0          0          0          0          .          .          0:
Old  :        24:        17         16          0          0          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       61.6       71.3       78.0       44.1       59.5       60.3       70.9
Old  :                 48.0       61.6       71.3       78.0       44.1       59.5       60.3       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-111A47
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :    12,603:     4,700      6,343        530         17      1,105          0          0        720      1,713         70      2,274:    1,561     2,074
Old  :    12,603:     4,700      6,343        530         17      1,105          0          0        720      1,713         70      2,274:    1,561     2,074
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     1,073:       398        500        167          0        -20          0          0        320       -147          0        210:      145        63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.3       50.3        4.2        0.1        8.8        0.0        0.0        5.7       13.6        0.6       18.0:     12.4      16.5
Old  :     100.0:      37.3       50.3        4.2        0.1        8.8        0.0        0.0        5.7       13.6        0.6       18.0:     12.4      16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         17          .          .          4          0          0          .          5          .          6:
Old  :        28:        16         17          .          .          4          0          0          .          5          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       28.7       52.8       45.3       17.4       14.7       24.0       20.6
Old  :                 33.9       28.7       52.8       45.3       17.4       14.7       24.0       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    37,450:    25,787     36,660      9,192          0          0          0          0          0      1,942        415        375:      154         0
Old  :    37,450:    25,787     36,660      9,192          0          0          0          0          0      1,942        415        375:      154         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       654:       513        654        185          0          0          0          0          0        -44          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       97.9       24.5        0.0        0.0        0.0        0.0        0.0        5.2        1.1        1.0:      0.4       0.0
Old  :     100.0:      68.9       97.9       24.5        0.0        0.0        0.0        0.0        0.0        5.2        1.1        1.0:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         14          7          0          0          0          0          0          6          .          .:
Old  :        40:        21         14          7          0          0          0          0          0          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       68.0       58.9       93.2       28.2       64.8       47.7       73.0
Old  :                 39.3       68.0       58.9       93.2       28.2       64.8       47.7       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     7,085:     3,535      3,135      1,585        180        610          0        225          0        450      2,130        805:      100         0
Old  :     7,085:     3,535      3,135      1,585        180        610          0        225          0        450      2,130        805:      100         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       400:        75         50        175          0         50          0        225          0         50         25         75:      -25       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       44.2       22.4        2.5        8.6        0.0        3.2        0.0        6.4       30.1       11.4:      1.4       0.0
Old  :     100.0:      49.9       44.2       22.4        2.5        8.6        0.0        3.2        0.0        6.4       30.1       11.4:      1.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        10         10          5          .          4          0          .          0          4          7          6:
Old  :        34:        10         10          5          .          4          0          .          0          4          7          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       54.2       78.5       71.3       54.8       43.0       63.3       55.9
Old  :                 63.2       54.2       78.5       71.3       54.8       43.0       63.3       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565A
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,221:     2,605      4,124      1,155         65         75          0          0          0      1,306        792         50:       30       115
Old  :     5,221:     2,605      4,124      1,155         65         75          0          0          0      1,306        792         50:       30       115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       120:        75          5        -75         40         75          0          0          0         25          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       79.0       22.1        1.2        1.4        0.0        0.0        0.0       25.0       15.2        1.0:      0.6       2.2
Old  :     100.0:      49.9       79.0       22.1        1.2        1.4        0.0        0.0        0.0       25.0       15.2        1.0:      0.6       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7          8          .          .          .          0          0          0          5          .          .:
Old  :        20:         7          8          .          .          .          0          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       75.6       90.0       93.7       43.5       37.9       56.5       54.3
Old  :                 61.1       75.6       90.0       93.7       43.5       37.9       56.5       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86565C
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    20,127:     9,603     10,681      4,506      2,277      2,812          0        450          0      1,907      3,056        569:      730       282
Old  :    20,127:     9,603     10,681      4,506      2,277      2,812          0        450          0      1,907      3,056        569:      730       282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     1,174:     1,116        588        534          0        -84          0        450          0       -593         19        201:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.7       53.1       22.4       11.3       14.0        0.0        2.2        0.0        9.5       15.2        2.8:      3.6       1.4
Old  :     100.0:      47.7       53.1       22.4       11.3       14.0        0.0        2.2        0.0        9.5       15.2        2.8:      3.6       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        14         14          8          6          9          0          .          0          7          4          6:
Old  :        44:        14         14          8          6          9          0          .          0          7          4          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       35.6       48.7       58.5       20.1       28.9       32.2       43.8
Old  :                 31.9       35.6       48.7       58.5       20.1       28.9       32.2       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86565G
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 BARREL                                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,050:     2,211      2,288        798         83        198          0          0          0          0      1,550         63:    1,780       868
Old  :     5,050:     2,211      2,288        798         83        198          0          0          0          0      1,550         63:    1,780       868
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :        -2:       -69        -57         11          5         24          0          0          0          0         40         12:       20       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.8       45.3       15.8        1.6        3.9        0.0        0.0        0.0        0.0       30.7        1.2:     35.2      17.2
Old  :     100.0:      43.8       45.3       15.8        1.6        3.9        0.0        0.0        0.0        0.0       30.7        1.2:     35.2      17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         12          .          .          4          0          0          0          0          5          .:
Old  :        22:        11         12          .          .          4          0          0          0          0          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       53.7       51.8       67.5       29.6       43.5       36.5       52.3
Old  :                 36.7       53.7       51.8       67.5       29.6       43.5       36.5       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,314:     7,020      5,252        206        944        589          0          0          0        825      1,879      1,428:      246       222
Old  :    10,314:     7,020      5,252        206        944        589          0          0          0        825      1,879      1,428:      246       222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :       372:       264        140          0         27        -27          0          0          0        -57         62        197:       -5       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       50.9        2.0        9.2        5.7        0.0        0.0        0.0        8.0       18.2       13.8:      2.4       2.2
Old  :     100.0:      68.1       50.9        2.0        9.2        5.7        0.0        0.0        0.0        8.0       18.2       13.8:      2.4       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        18         19          .          4          5          0          0          0          6         10          9:
Old  :        45:        18         19          .          4          5          0          0          0          6         10          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       31.6       73.3       49.9       46.8       25.0       59.7       37.0
Old  :                 50.7       31.6       73.3       49.9       46.8       25.0       59.7       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-86665E
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(100 METRIC TONS)                                                                                                       :
     :          :    Positions                                                                                                           :
All  :     1,944:       742      1,179        194         40         35          0          0          0        309         57        473:      191       160
Old  :     1,944:       742      1,179        194         40         35          0          0          0        309         57        473:      191       160
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :        80:        30        120          0         10          0          0          0          0         60        -10        -50:       40        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.2       60.6       10.0        2.1        1.8        0.0        0.0        0.0       15.9        2.9       24.3:      9.8       8.2
Old  :     100.0:      38.2       60.6       10.0        2.1        1.8        0.0        0.0        0.0       15.9        2.9       24.3:      9.8       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         9         13          .          .          .          0          0          0          6          .          5:
Old  :        30:         9         13          .          .          .          0          0          0          6          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       50.9       59.9       65.1       24.2       34.0       40.7       46.6
Old  :                 40.4       50.9       59.9       65.1       24.2       34.0       40.7       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR  - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-967654
Disaggregated Commitments of Traders - Futures Only, March 28, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    29,435:    13,753      7,706      3,406      2,484      1,773          0          0          0      1,514      8,083      3,891:    5,098     5,498
Old  :    29,435:    13,753      7,706      3,406      2,484      1,773          0          0          0      1,514      8,083      3,891:    5,098     5,498
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 21, 2017                                                                   :
     :     1,517:       831         74       -599        763        499          0          0          0        413       -188        104:      269       265
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.7       26.2       11.6        8.4        6.0        0.0        0.0        0.0        5.1       27.5       13.2:     17.3      18.7
Old  :     100.0:      46.7       26.2       11.6        8.4        6.0        0.0        0.0        0.0        5.1       27.5       13.2:     17.3      18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9          9          .          .          .          0          0          0          .          5          6:
Old  :        22:         9          9          .          .          .          0          0          0          .          5          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       40.1       59.1       63.8       32.0       27.4       44.4       43.3
Old  :                 38.5       40.1       59.1       63.8       32.0       27.4       44.4       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 

Updated June 6, 2017