Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    45,893                :
: Positions                                                                                                    :
:   33,521    38,171     1,540     1,742     2,395        96         0       435     6,746     2,159       826 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -5,390    -5,187        51       209      -460         0         0         0      -528      -938       -61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      83.2       3.4       3.8       5.2       0.2       0.0       0.9      14.7       4.7       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       24        35         5         6         6         .         0         .        10         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    10,657                :
: Positions                                                                                                    :
:    7,105     7,758       259       350     1,010         0         0       152       741       430       510 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -378      -278       -10       -53       -68         0       -80        12       -23       214      -357 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      72.8       2.4       3.3       9.5       0.0       0.0       1.4       7.0       4.0       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        27         .         5         7         0         0         .         5         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is    13,054                :
: Positions                                                                                                    :
:    8,936    10,599       209       109       759         0         0         0     1,414        40     1,180 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -2,261    -1,833      -126        -2       -68         0         0         0       483      -150      -301 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      81.2       1.6       0.8       5.8       0.0       0.0       0.0      10.8       0.3       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        30         4         .         6         0         0         0         7         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A17                                                    Open Interest is     7,012                :
: Positions                                                                                                    :
:    4,732     2,612     1,320     2,750       122         0         0         0       154       771       180 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -1,623      -433      -138      -304       -21         0         0         0         7      -750       -79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      37.3      18.8      39.2       1.7       0.0       0.0       0.0       2.2      11.0       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        10         .         4         .         0         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A19                                                    Open Interest is     1,541                :
: Positions                                                                                                    :
:    1,142     1,041        96         0       126         0         0         0        80       199         0 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:      -66      -175        51         0       -51         0         0         0      -140        34      -109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      67.6       6.2       0.0       8.2       0.0       0.0       0.0       5.2      12.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         .         0         .         0         0         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    19,734                :
: Positions                                                                                                    :
:   13,767    14,465     3,071       400     2,368         0         0         0       218     2,254       240 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -2,819    -2,074        10       -92      -148         0         0         0       -58      -724       -97 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      73.3      15.6       2.0      12.0       0.0       0.0       0.0       1.1      11.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        16         7         .         .         0         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                    :
CFTC Code #021A35                                                    Open Interest is     7,995                :
: Positions                                                                                                    :
:    5,737     3,914         0     1,604        89         0         0         0     1,473     1,982       213 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -854      -937       -15        53       -76         0         0         0      -158      -131       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      49.0       0.0      20.1       1.1       0.0       0.0       0.0      18.4      24.8       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       13        18         0         8         .         0         0         0         4         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   1000 metric tons                               :
CFTC Code #021A56                                                    Open Interest is     6,269                :
: Positions                                                                                                    :
:    4,004     4,969       621         0       156       600         0         0       134       635       212 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -148      -369       -60         0        -6         0         0         0       -66        54       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      79.3       9.9       0.0       2.5       9.6       0.0       0.0       2.1      10.1       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        15         4         0         4         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   393,821                :
: Positions                                                                                                    :
:  115,743   235,187    74,560     4,222    11,023    41,337     9,566    33,914    42,011    36,436    32,722 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:  -10,253   -13,478     1,540       382     1,425    -4,073    -4,269     2,735    -2,097    -2,177       377 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.4      59.7      18.9       1.1       2.8      10.5       2.4       8.6      10.7       9.3       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   191                     :
:       65        68        20         .        14        36        12        35        17        20        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    16,503                :
: Positions                                                                                                    :
:    6,693     9,123     2,139     2,137     2,658         0         0         0     2,273         0     1,193 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -2,101       -79     2,130      -423    -1,424         0         0         0       363         0      -374 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.6      55.3      13.0      12.9      16.1       0.0       0.0       0.0      13.8       0.0       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         .         .         5         0         0         0         .         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                       :
CFTC Code #022A13                                                    Open Interest is    37,536                :
: Positions                                                                                                    :
:   24,002    29,973     4,360     1,200       578         0         0         0         0       425         0 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -9,494    -9,195       387      -375      -470         0         0         0      -290       150      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      79.9      11.6       3.2       1.5       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        23         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     4,571                :
: Positions                                                                                                    :
:      479     3,587       314       258         0     1,341         0       113     1,464         0       473 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:       35       248        13       -37      -110       -52         0        30       147       -49      -223 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      78.5       6.9       5.6       0.0      29.3       0.0       2.5      32.0       0.0      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        5        13         .         .         0         9         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE   (100 CUBIC METERS)                              :
CFTC Code #025608                                                    Open Interest is     3,748                :
: Positions                                                                                                    :
:    3,190     2,779        80         0        30         0         0         0       230       840         0 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -504      -341        20         0         0         0         0         0        43      -235        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      74.1       2.1       0.0       0.8       0.0       0.0       0.0       6.1      22.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         0         .         0         0         0         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    51,924                :
: Positions                                                                                                    :
:   34,268    40,188     1,484       879       776     6,966       750     3,388       686     1,786     4,042 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -6,249    -5,011       237      -500      -307      -269       368       461        25    -1,185       201 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      77.4       2.9       1.7       1.5      13.4       1.4       6.5       1.3       3.4       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       43        59         .         .         4         8         .         5         5        15        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                  :
CFTC Code #03265J                                                    Open Interest is     2,728                :
: Positions                                                                                                    :
:    1,480     1,754         0        99        20         0        56        61       410       160       245 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -404    -1,109      -242      -183      -106         0       -19         0      -689       -99       -61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      64.3       0.0       3.6       0.7       0.0       2.1       2.2      15.0       5.9       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        16         0         .         .         0         .         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #067411                                                    Open Interest is   608,829                :
: Positions                                                                                                    :
:  253,919   245,242    29,386    61,714    55,500    53,715    28,219    51,984    38,570    40,602   108,702 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -172        76     2,486    -1,639    -6,742      -823     7,520    -3,234     3,238       158     1,237 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.7      40.3       4.8      10.1       9.1       8.8       4.6       8.5       6.3       6.7      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   153                     :
:       41        43        12         8        18        17        14        19        22        26        45 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 2,137,532                :
: Positions                                                                                                    :
:  342,230   662,690   158,759   373,798   181,967   418,346    61,168   364,601   263,830   112,483   300,759 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   11,179     1,498       909        73    -6,952   -10,822       602     6,932     2,717     8,022     9,251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.0      31.0       7.4      17.5       8.5      19.6       2.9      17.1      12.3       5.3      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   429                     :
:       59        77        27        20        40        74        36        70       100        61       112 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   124,554                :
: Positions                                                                                                    :
:   24,010    20,288    21,516    31,531     1,311         0         0         0    58,124    20,313       636 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -2,707    -1,202      -603      -777       -18    -2,220         0         0       560      -891      -258 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.3      16.3      17.3      25.3       1.1       0.0       0.0       0.0      46.7      16.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        8         8         .         5         5         0         0         0         5         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is   128,785                :
: Positions                                                                                                    :
:   10,098    10,879    36,968     5,151     3,883     2,251    22,499     4,961    17,851    31,744    40,587 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -3,113    -3,642    -2,520     1,211    -1,168      -330       277     1,359       440    -3,282    -1,913 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.8       8.4      28.7       4.0       3.0       1.7      17.5       3.9      13.9      24.6      31.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:        8        10         4         5         7         .         .         4        13        16        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CANADIAN HVY CRUDE NET ENRGY  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #067A49                                                    Open Interest is    11,844                :
: Positions                                                                                                    :
:    9,975     6,372     1,035     4,635       630         0         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:      425       215         0       270         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      53.8       8.7      39.1       5.3       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        12         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB)  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                :
CFTC Code #111659                                                    Open Interest is   410,660                :
: Positions                                                                                                    :
:  127,253   236,798    54,278     5,336    15,662    59,347    28,730    42,748    55,708    27,990    33,056 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:    7,543    10,457     3,103        69     1,123      -513     8,095     3,903     1,018   -10,336     5,902 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.0      57.7      13.2       1.3       3.8      14.5       7.0      10.4      13.6       6.8       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   260                     :
:       75        90        18         9        19        53        24        40        28        24        38 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE   (1000 U.S. Barrels)                            :
CFTC Code #111A11                                                    Open Interest is    16,995                :
: Positions                                                                                                    :
:    6,835    10,624       270     2,470       960         0         0         0     6,257       295     2,091 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -1,484    -1,679      -388       650      -715         0         0         0       783      -155    -1,158 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.2      62.5       1.6      14.5       5.6       0.0       0.0       0.0      36.8       1.7      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        13         .         .         4         0         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #111A31                                                    Open Interest is    18,901                :
: Positions                                                                                                    :
:   15,585    18,081         0         0         0       160         0         0     1,660         0        50 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -4,385    -3,395         0      -180         0        10         0         0       560         0      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      95.7       0.0       0.0       0.0       0.8       0.0       0.0       8.8       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        15         0         0         0         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                       :
CFTC Code #111A47                                                    Open Interest is    10,685                :
: Positions                                                                                                    :
:    4,101     5,439       323        43     1,059         0         0       160     1,779        70     2,037 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:      881     1,130      -340        10       433         0         0    -2,040      -240       -88      -244 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      50.9       3.0       0.4       9.9       0.0       0.0       1.5      16.6       0.7      19.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         .         .         4         0         0         .         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    32,281                :
: Positions                                                                                                    :
:   21,902    31,074     7,807         0        17         0         0         0     2,026       815       375 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -3,015    -3,635      -132         0       -37         0         0         0      -516       -77      -173 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      96.3      24.2       0.0       0.1       0.0       0.0       0.0       6.3       2.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        14         7         0         .         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     6,110                :
: Positions                                                                                                    :
:    3,060     2,585     1,205       100       540         0         0         0       375     2,055       830 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -345       -50       345         0      -465         0         0         0       125       165      -370 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.1      42.3      19.7       1.6       8.8       0.0       0.0       0.0       6.1      33.6      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        8         8         5         .         .         0         0         0         .         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86565C                                                    Open Interest is    17,367                :
: Positions                                                                                                    :
:    7,038     8,375     3,498     2,277     2,932         0         0         0     2,770     3,133       368 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -491        20       122      -124      -540         0         0         0      -130      -315        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.5      48.2      20.1      13.1      16.9       0.0       0.0       0.0      15.9      18.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       12        13         8         6         9         0         0         0         7         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE   1,000 BARREL                                    :
CFTC Code #86565G                                                    Open Interest is     4,919                :
: Positions                                                                                                    :
:    2,087     2,281       904         0       262         0         0         0         0     1,415        36 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -299      -230       125         0        15         0         0         0       -94      -124       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      46.4      18.4       0.0       5.3       0.0       0.0       0.0       0.0      28.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         4         0         4         0         0         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is     8,420                :
: Positions                                                                                                    :
:    5,625     4,189       206       917       585         0       100         0       667     1,380     1,048 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -1,598    -1,120      -101        -6      -166      -225       100         0       275      -682      -112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      49.8       2.4      10.9       6.9       0.0       1.2       0.0       7.9      16.4      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       16        16         .         4         5         0         .         0         6        10         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE   (100 METRIC TONS)                              :
CFTC Code #86665E                                                    Open Interest is     1,502                :
: Positions                                                                                                    :
:      375       905       144        30        35         0         0         0       415        55       308 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:     -350      -310      -123        30       -30         0         0         0      -322      -375       114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.0      60.3       9.6       2.0       2.3       0.0       0.0       0.0      27.6       3.7      20.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        5        10         .         .         .         0         0         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #967654                                                    Open Interest is    25,515                :
: Positions                                                                                                    :
:   11,384     8,174     4,672       616       853         0         0         0     1,101     8,129     2,961 :
:                                                                                                              :
: Changes from:     February 28, 2017                                                                          :
:   -3,450    -2,614       -79       297      -410      -155         0         0        25      -470    -2,103 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.6      32.0      18.3       2.4       3.3       0.0       0.0       0.0       4.3      31.9      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        11         .         .         .         0         0         0         .         6         6 :
----------------------------------------------------------------------------------------------------------------



Updated March 10, 2017