GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    47,157:     7,377      2,339      1,280     38,166     43,373     46,823     46,992:       334        165
Old  :    47,157:     7,377      2,339      1,280     38,166     43,373     46,823     46,992:       334        165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     1,264:       535        180         19        710      1,065      1,264      1,264:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        5.0        2.7       80.9       92.0       99.3       99.7:       0.7        0.3
Old  :     100.0:      15.6        5.0        2.7       80.9       92.0       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        11          5         10         35         44         48         57:
Old  :        63:        11          5         10         35         44         48         57:
Other:         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  :                 36.1       35.4       56.2       50.6       21.9       25.2       32.9       34.7
Old  :                 36.1       35.4       56.2       50.6       21.9       25.2       32.9       34.7
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    10,839:       745        445        788      8,522      9,225     10,055     10,458:       784        381
Old  :    10,839:       745        445        788      8,522      9,225     10,055     10,458:       784        381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       182:         4         15        126        148        107        278        248:       -96        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        4.1        7.3       78.6       85.1       92.8       96.5:       7.2        3.5
Old  :     100.0:       6.9        4.1        7.3       78.6       85.1       92.8       96.5:       7.2        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5          3          9         33         34         42         43:
Old  :        43:         5          3          9         33         34         42         43:
Other:         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  :                 31.5       32.0       49.3       51.1       13.7       16.4       19.2       24.8
Old  :                 31.5       32.0       49.3       51.1       13.7       16.4       19.2       24.8
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    13,949:     1,954         35      1,214     10,139     12,251     13,307     13,500:       642        449
Old  :    13,949:     1,954         35      1,214     10,139     12,251     13,307     13,500:       642        449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       895:       540         -5         34        235        784        809        813:        86         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        0.3        8.7       72.7       87.8       95.4       96.8:       4.6        3.2
Old  :     100.0:      14.0        0.3        8.7       72.7       87.8       95.4       96.8:       4.6        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7          2          8         32         37         40         46:
Old  :        47:         7          2          8         32         37         40         46:
Other:         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  :                 43.7       36.5       64.1       57.2       16.5       17.1       20.5       22.6
Old  :                 43.7       36.5       64.1       57.2       16.5       17.1       20.5       22.6
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     7,223:       159        819        152      6,402      5,679      6,713      6,650:       510        573
Old  :     7,223:       159        819        152      6,402      5,679      6,713      6,650:       510        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       211:         5         48        -28        228        195        205        215:         6         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       11.3        2.1       88.6       78.6       92.9       92.1:       7.1        7.9
Old  :     100.0:       2.2       11.3        2.1       88.6       78.6       92.9       92.1:       7.1        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          5          3         17         16         22         22:
Old  :        33:         3          5          3         17         16         22         22:
Other:         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  :                 42.1       55.6       73.5       73.2       39.4       48.8       62.8       60.8
Old  :                 42.1       55.6       73.5       73.2       39.4       48.8       62.8       60.8
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     1,891:       140        449          0      1,654      1,247      1,794      1,696:        97        195
Old  :     1,891:       140        449          0      1,654      1,247      1,794      1,696:        97        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       350:        60        250          0        290         80        350        330:         0         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       23.7        0.0       87.5       65.9       94.9       89.7:       5.1       10.3
Old  :     100.0:       7.4       23.7        0.0       87.5       65.9       94.9       89.7:       5.1       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          4          0         13         11         17         15:
Old  :        25:         4          4          0         13         11         17         15:
Other:         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  :                 51.1       50.4       81.1       70.1       46.3       45.5       67.3       59.5
Old  :                 51.1       50.4       81.1       70.1       46.3       45.5       67.3       59.5
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,669:       278      2,329        240     19,091     17,093     19,609     19,662:        60          7
Old  :    19,669:       278      2,329        240     19,091     17,093     19,609     19,662:        60          7
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       -65:        60         75          0       -115       -140        -55        -65:       -10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       11.8        1.2       97.1       86.9       99.7      100.0:       0.3        0.0
Old  :     100.0:       1.4       11.8        1.2       97.1       86.9       99.7      100.0:       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
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          5          3         25         21         30         27:
Old  :        41:         3          5          3         25         21         30         27:
Other:         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  :                 44.3       48.7       68.7       70.5       28.0       34.4       42.3       47.5
Old  :                 44.3       48.7       68.7       70.5       28.0       34.4       42.3       47.5
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     8,581:     1,669      2,390        278      6,131      5,720      8,078      8,388:       503        193
Old  :     8,581:     1,669      2,390        278      6,131      5,720      8,078      8,388:       503        193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       586:       196        408         65        305        113        566        586:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       27.9        3.2       71.4       66.7       94.1       97.8:       5.9        2.2
Old  :     100.0:      19.4       27.9        3.2       71.4       66.7       94.1       97.8:       5.9        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         5          6          7         17         26         26         35:
Old  :        45:         5          6          7         17         26         26         35:
Other:         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  :                 56.5       51.8       76.9       67.2       54.6       51.4       72.6       66.7
Old  :                 56.5       51.8       76.9       67.2       54.6       51.4       72.6       66.7
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 metric tons                                                           :
     :          :                                                                            :
All  :     6,455:       814        605        221      4,854      5,378      5,889      6,204:       566        251
Old  :     6,455:       814        605        221      4,854      5,378      5,889      6,204:       566        251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       186:        80        -30          9         73        253        162        232:        24        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        9.4        3.4       75.2       83.3       91.2       96.1:       8.8        3.9
Old  :     100.0:      12.6        9.4        3.4       75.2       83.3       91.2       96.1:       8.8        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          3          4         20         20         28         24:
Old  :        30:         5          3          4         20         20         28         24:
Other:         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  :                 37.9       63.0       58.3       78.7       31.7       47.7       46.3       56.4
Old  :                 37.9       63.0       58.3       78.7       31.7       47.7       46.3       56.4
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   444,493:    80,669     49,091     89,503    231,451    269,346    401,623    407,940:    42,870     36,553
Old  :   444,493:    80,669     49,091     89,503    231,451    269,346    401,623    407,940:    42,870     36,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    30,068:      -535      6,045     10,996     20,309      8,230     30,769     25,270:      -701      4,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       11.0       20.1       52.1       60.6       90.4       91.8:       9.6        8.2
Old  :     100.0:      18.1       11.0       20.1       52.1       60.6       90.4       91.8:       9.6        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        52         39         69         89         91        183        168:
Old  :       202:        52         39         69         89         91        183        168:
Other:         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  :                 12.3       15.5       21.7       26.5       10.9        8.7       17.4       15.1
Old  :                 12.3       15.5       21.7       26.5       10.9        8.7       17.4       15.1
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :    16,819:     2,189          0      1,277     11,635     13,775     15,101     15,052:     1,718      1,767
Old  :    16,819:     2,189          0      1,277     11,635     13,775     15,101     15,052:     1,718      1,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       316:       -84          0         84        145       -143        145        -59:       171        375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        0.0        7.6       69.2       81.9       89.8       89.5:      10.2       10.5
Old  :     100.0:      13.0        0.0        7.6       69.2       81.9       89.8       89.5:      10.2       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          0          4         13         14         17         18:
Old  :        20:         3          0          4         13         14         17         18:
Other:         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  :                 52.7       40.1       69.8       68.1       36.5       31.9       42.9       41.8
Old  :                 52.7       40.1       69.8       68.1       36.5       31.9       42.9       41.8
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    38,180:         0        425          0     27,839     31,485     27,839     31,910:    10,341      6,270
Old  :    38,180:         0        425          0     27,839     31,485     27,839     31,910:    10,341      6,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       644:         0          0          0     -1,101       -266     -1,101       -266:     1,745        910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.1        0.0       72.9       82.5       72.9       83.6:      27.1       16.4
Old  :     100.0:       0.0        1.1        0.0       72.9       82.5       72.9       83.6:      27.1       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          1          0         15         25         15         26:
Old  :        27:         0          1          0         15         25         15         26:
Other:         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  :                 41.5       42.5       62.7       58.5       31.3       27.0       40.2       38.5
Old  :                 41.5       42.5       62.7       58.5       31.3       27.0       40.2       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,377,093:   339,184    375,651    494,963    476,935    464,375  1,311,083  1,334,989:    66,010     42,104
Old  : 1,377,093:   339,184    375,651    494,963    476,935    464,375  1,311,083  1,334,989:    66,010     42,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -6,045:       201    -19,449     -1,761     -1,602     13,193     -3,163     -8,018:    -2,882      1,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       27.3       35.9       34.6       33.7       95.2       96.9:       4.8        3.1
Old  :     100.0:      24.6       27.3       35.9       34.6       33.7       95.2       96.9:       4.8        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       133        107        167         70         65        296        260:
Old  :       331:       133        107        167         70         65        296        260:
Other:         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  :                 19.6       25.4       32.5       40.4        8.7       18.7       13.9       25.5
Old  :                 19.6       25.4       32.5       40.4        8.7       18.7       13.9       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   665,238:    67,561     28,783    199,210    391,342    434,005    658,114    661,999:     7,124      3,239
Old  :   665,238:    67,561     28,783    199,210    391,342    434,005    658,114    661,999:     7,124      3,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    29,658:     5,003      6,437     10,535     13,289     12,274     28,828     29,247:       830        411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        4.3       29.9       58.8       65.2       98.9       99.5:       1.1        0.5
Old  :     100.0:      10.2        4.3       29.9       58.8       65.2       98.9       99.5:       1.1        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        49         29         68         61         57        136        128:
Old  :       141:        49         29         68         61         57        136        128:
Other:         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  :                 32.4       28.5       49.9       44.1        9.6        5.5       13.1        9.7
Old  :                 32.4       28.5       49.9       44.1        9.6        5.5       13.1        9.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   384,315:   142,941    133,757     45,526    183,221    193,733    371,688    373,015:    12,627     11,300
Old  :   384,315:   142,941    133,757     45,526    183,221    193,733    371,688    373,015:    12,627     11,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     7,240:     3,725       -171      2,304        500      5,260      6,529      7,393:       711       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       34.8       11.8       47.7       50.4       96.7       97.1:       3.3        2.9
Old  :     100.0:      37.2       34.8       11.8       47.7       50.4       96.7       97.1:       3.3        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        18         18         26         37         37         70         66:
Old  :        76:        18         18         26         37         37         70         66:
Other:         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  :                 57.8       47.8       66.7       62.8       57.3       44.5       60.6       54.0
Old  :                 57.8       47.8       66.7       62.8       57.3       44.5       60.6       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   123,601:    23,923     29,370     22,151     68,293     63,809    114,367    115,330:     9,234      8,271
Old  :   123,601:    23,923     29,370     22,151     68,293     63,809    114,367    115,330:     9,234      8,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     5,149:     1,035      2,026      2,431      1,929      1,182      5,395      5,639:      -246       -490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       23.8       17.9       55.3       51.6       92.5       93.3:       7.5        6.7
Old  :     100.0:      19.4       23.8       17.9       55.3       51.6       92.5       93.3:       7.5        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        13         12         22         22         22         45         46:
Old  :        50:        13         12         22         22         22         45         46:
Other:         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  :                 23.5       45.2       40.8       61.7       16.4       31.8       28.3       41.7
Old  :                 23.5       45.2       40.8       61.7       16.4       31.8       28.3       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,298,508:   666,379     35,262     82,841    519,397  1,164,083  1,268,617  1,282,186:    29,891     16,322
Old  : 1,298,508:   666,379     35,262     82,841    519,397  1,164,083  1,268,617  1,282,186:    29,891     16,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     4,009:     2,339     -2,013        438        858      5,536      3,635      3,961:       374         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3        2.7        6.4       40.0       89.6       97.7       98.7:       2.3        1.3
Old  :     100.0:      51.3        2.7        6.4       40.0       89.6       97.7       98.7:       2.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        19          9         21         47         47         75         68:
Old  :        82:        19          9         21         47         47         75         68:
Other:         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  :                 54.3       38.5       68.0       63.0       51.5       36.5       61.5       59.7
Old  :                 54.3       38.5       68.0       63.0       51.5       36.5       61.5       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   299,911:    31,215     54,323     25,825    239,562    215,487    296,602    295,635:     3,309      4,276
Old  :   299,911:    31,215     54,323     25,825    239,562    215,487    296,602    295,635:     3,309      4,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    11,024:       277      1,439      1,139     11,796      8,830     13,212     11,408:    -2,188       -384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       18.1        8.6       79.9       71.9       98.9       98.6:       1.1        1.4
Old  :     100.0:      10.4       18.1        8.6       79.9       71.9       98.9       98.6:       1.1        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        15         13         22         35         29         61         53:
Old  :        66:        15         13         22         35         29         61         53:
Other:         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  :                 30.2       57.2       50.0       68.0       28.6       55.5       46.0       62.1
Old  :                 30.2       57.2       50.0       68.0       28.6       55.5       46.0       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                            Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    70,477:    21,755     28,734      9,025     38,430     31,280     69,210     69,039:     1,267      1,438
Old  :    70,477:    21,755     28,734      9,025     38,430     31,280     69,210     69,039:     1,267      1,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :      -100:      -560        357       -501        723        -14       -338       -158:       238         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       40.8       12.8       54.5       44.4       98.2       98.0:       1.8        2.0
Old  :     100.0:      30.9       40.8       12.8       54.5       44.4       98.2       98.0:       1.8        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        16         13         17         18         18         43         39:
Old  :        51:        16         13         17         18         18         43         39:
Other:         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  :                 44.9       59.0       66.9       73.5       33.7       42.7       50.4       52.4
Old  :                 44.9       59.0       66.9       73.5       33.7       42.7       50.4       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                           Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    12,745:     8,182      1,920        889      2,981      9,326     12,052     12,135:       693        610
Old  :    12,745:     8,182      1,920        889      2,981      9,326     12,052     12,135:       693        610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        39:        40         20         35        -11        -36         64         19:       -25         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2       15.1        7.0       23.4       73.2       94.6       95.2:       5.4        4.8
Old  :     100.0:      64.2       15.1        7.0       23.4       73.2       94.6       95.2:       5.4        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          3          5          9         12         21         18:
Old  :        26:        10          3          5          9         12         21         18:
Other:         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  :                 53.3       54.3       75.4       79.4       49.9       46.2       66.0       63.0
Old  :                 53.3       54.3       75.4       79.4       49.9       46.2       66.0       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 TONS)                                                  :
     :          :                                                                            :
All  :       846:       283        260        265        296        320        845        846:         1          0
Old  :       846:       283        260        265        296        320        845        846:         1          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        35:        -6         65        -11         52        -19         35         35:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       30.8       31.4       35.0       37.9       99.8      100.0:       0.2        0.0
Old  :     100.0:      33.5       30.8       31.4       35.0       37.9       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          7          9         10          9         21         21:
Old  :        25:         7          7          9         10          9         21         21:
Other:         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  :                 56.2       52.2       78.1       77.0       33.2       30.8       39.3       38.9
Old  :                 56.2       52.2       78.1       77.0       33.2       30.8       39.3       38.9
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 CUBIC METERS)                                                         :
     :          :                                                                            :
All  :     3,875:       225        852          0      3,375      2,894      3,600      3,746:       275        129
Old  :     3,875:       225        852          0      3,375      2,894      3,600      3,746:       275        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       127:        -5         12          0         75         85         70         97:        57         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       22.0        0.0       87.1       74.7       92.9       96.7:       7.1        3.3
Old  :     100.0:       5.8       22.0        0.0       87.1       74.7       92.9       96.7:       7.1        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          5          0         12         14         14         19:
Old  :        23:         2          5          0         12         14         14         19:
Other:         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  :                 45.7       43.3       76.2       69.8       28.5       25.0       38.2       36.4
Old  :                 45.7       43.3       76.2       69.8       28.5       25.0       38.2       36.4
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    54,650:     6,769      2,192      9,351     38,189     42,957     54,309     54,501:       341        150
Old  :    54,650:     6,769      2,192      9,351     38,189     42,957     54,309     54,501:       341        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :      -210:      -875        537       -236        874       -530       -237       -229:        27         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        4.0       17.1       69.9       78.6       99.4       99.7:       0.6        0.3
Old  :     100.0:      12.4        4.0       17.1       69.9       78.6       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        12         17         19         54         68         79         92:
Old  :       103:        12         17         19         54         68         79         92:
Other:         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  :                 26.7       29.0       44.0       46.5       11.0       13.3       17.6       18.6
Old  :                 26.7       29.0       44.0       46.5       11.0       13.3       17.6       18.6
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     3,409:       334        325        396      2,147      2,383      2,877      3,104:       532        305
Old  :     3,409:       334        325        396      2,147      2,383      2,877      3,104:       532        305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       681:       -76        109         90        647        510        661        709:        20        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        9.5       11.6       63.0       69.9       84.4       91.1:      15.6        8.9
Old  :     100.0:       9.8        9.5       11.6       63.0       69.9       84.4       91.1:      15.6        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          7          7         15         17         23         27:
Old  :        32:         4          7          7         15         17         23         27:
Other:         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  :                 46.1       34.2       60.3       58.8       31.0       31.3       42.7       50.0
Old  :                 46.1       34.2       60.3       58.8       31.0       31.3       42.7       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                               Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours-5MW per                                    :
     :          :                                                                            :
All  :   217,409:     9,597      4,046     14,090    193,605    199,202    217,293    217,338:       117         71
Old  :   217,409:     9,597      4,046     14,090    193,605    199,202    217,293    217,338:       117         71
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     3,392:        21      2,268          4      3,366      1,122      3,391      3,393:         1         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        1.9        6.5       89.1       91.6       99.9      100.0:       0.1        0.0
Old  :     100.0:       4.4        1.9        6.5       89.1       91.6       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          1         22         18         23         20:
Old  :        26:         1          1          1         22         18         23         20:
Other:         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  :                 56.1       73.0       84.2       88.6       30.5       36.6       35.6       38.6
Old  :                 56.1       73.0       84.2       88.6       30.5       36.6       35.6       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    28,530:     1,108      1,894        285     26,935     25,775     28,328     27,954:       202        576
Old  :    28,530:     1,108      1,894        285     26,935     25,775     28,328     27,954:       202        576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       799:        82        212          0        716        578        798        790:         1          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        6.6        1.0       94.4       90.3       99.3       98.0:       0.7        2.0
Old  :     100.0:       3.9        6.6        1.0       94.4       90.3       99.3       98.0:       0.7        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          2          1         21         24         25         27:
Old  :        38:         4          2          1         21         24         25         27:
Other:         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  :                 70.6       60.2       84.1       80.4       67.7       57.9       76.5       71.3
Old  :                 70.6       60.2       84.1       80.4       67.7       57.9       76.5       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                            Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :   106,312:    10,088      2,155      1,382     93,990    102,503    105,460    106,040:       852        272
Old  :   106,312:    10,088      2,155      1,382     93,990    102,503    105,460    106,040:       852        272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     3,502:     1,066        258        210      2,218      3,034      3,494      3,502:         8          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        2.0        1.3       88.4       96.4       99.2       99.7:       0.8        0.3
Old  :     100.0:       9.5        2.0        1.3       88.4       96.4       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        17         10         11         58         58         79         75:
Old  :        94:        17         10         11         58         58         79         75:
Other:         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       40.2       49.2       60.0       21.7       37.2       31.3       43.2
Old  :                 33.9       40.2       49.2       60.0       21.7       37.2       31.3       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                   Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    86,999:    16,481      4,205          0     70,452     81,886     86,933     86,091:        66        908
Old  :    86,999:    16,481      4,205          0     70,452     81,886     86,933     86,091:        66        908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       718:       360        -45          0        358        803        718        758:         0        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        4.8        0.0       81.0       94.1       99.9       99.0:       0.1        1.0
Old  :     100.0:      18.9        4.8        0.0       81.0       94.1       99.9       99.0:       0.1        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         6          5          0         26         31         32         36:
Old  :        44:         6          5          0         26         31         32         36:
Other:         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  :                 53.2       57.0       77.4       73.4       37.2       38.3       47.9       45.8
Old  :                 53.2       57.0       77.4       73.4       37.2       38.3       47.9       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                 Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    34,545:     1,038      1,138      1,168     32,216     31,361     34,422     33,667:       123        878
Old  :    34,545:     1,038      1,138      1,168     32,216     31,361     34,422     33,667:       123        878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     1,618:       117         26        678        887      1,102      1,682      1,806:       -64       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        3.3        3.4       93.3       90.8       99.6       97.5:       0.4        2.5
Old  :     100.0:       3.0        3.3        3.4       93.3       90.8       99.6       97.5:       0.4        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         5          4          4         30         32         37         39:
Old  :        46:         5          4          4         30         32         37         39:
Other:         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  :                 51.9       45.3       73.2       66.0       40.9       34.7       52.2       46.7
Old  :                 51.9       45.3       73.2       66.0       40.9       34.7       52.2       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    11,957:     1,452         85        282     10,195     10,295     11,929     10,662:        28      1,295
Old  :    11,957:     1,452         85        282     10,195     10,295     11,929     10,662:        28      1,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        17:         0          0          0         17        -41         17        -41:         0         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        0.7        2.4       85.3       86.1       99.8       89.2:       0.2       10.8
Old  :     100.0:      12.1        0.7        2.4       85.3       86.1       99.8       89.2:       0.2       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          2          3         22         20         28         25:
Old  :        36:         6          2          3         22         20         28         25:
Other:         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  :                 63.4       49.2       78.3       71.4       49.1       42.1       58.1       51.0
Old  :                 63.4       49.2       78.3       71.4       49.1       42.1       58.1       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                    Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    13,726:       387        517        220     12,464     12,594     13,071     13,331:       655        395
Old  :    13,726:       387        517        220     12,464     12,594     13,071     13,331:       655        395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       539:        20         18          8        601        438        629        464:       -90         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        3.8        1.6       90.8       91.8       95.2       97.1:       4.8        2.9
Old  :     100.0:       2.8        3.8        1.6       90.8       91.8       95.2       97.1:       4.8        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          3          3         23         19         28         24:
Old  :        35:         4          3          3         23         19         28         24:
Other:         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       60.1       79.2       78.2       34.7       45.3       46.4       52.8
Old  :                 61.5       60.1       79.2       78.2       34.7       45.3       46.4       52.8
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 3,052,948:   679,461    179,302  1,168,081  1,069,487  1,589,950  2,917,030  2,937,334:   135,918    115,615
Old  : 3,052,948:   679,461    179,302  1,168,081  1,069,487  1,589,950  2,917,030  2,937,334:   135,918    115,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   249,722:   -11,970     43,788    150,010     96,619     31,900    234,659    225,698:    15,063     24,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        5.9       38.3       35.0       52.1       95.5       96.2:       4.5        3.8
Old  :     100.0:      22.3        5.9       38.3       35.0       52.1       95.5       96.2:       4.5        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       227        133        276        118        132        465        442:
Old  :       518:       227        133        276        118        132        465        442:
Other:         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  :                 12.5       12.3       21.8       21.6        9.1        8.4       13.2       13.6
Old  :                 12.5       12.3       21.8       21.6        9.1        8.4       13.2       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   240,566:   104,762     49,921     47,789     86,419    141,133    238,970    238,843:     1,596      1,723
Old  :   240,566:   104,762     49,921     47,789     86,419    141,133    238,970    238,843:     1,596      1,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     9,782:     4,395      8,300      2,030      3,145     -1,853      9,570      8,476:       212      1,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       20.8       19.9       35.9       58.7       99.3       99.3:       0.7        0.7
Old  :     100.0:      43.5       20.8       19.9       35.9       58.7       99.3       99.3:       0.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          6          6         19         21         26         29:
Old  :        32:         3          6          6         19         21         26         29:
Other:         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  :                 72.4       69.2       86.9       83.8       52.9       46.9       58.4       54.1
Old  :                 72.4       69.2       86.9       83.8       52.9       46.9       58.4       54.1
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   124,773:    57,766     19,727        636     47,323     55,849    105,725     76,212:    19,048     48,561
Old  :   124,773:    57,766     19,727        636     47,323     55,849    105,725     76,212:    19,048     48,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       219:      -358       -586          0        486      2,719        128      2,133:        91     -1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       15.8        0.5       37.9       44.8       84.7       61.1:      15.3       38.9
Old  :     100.0:      46.3       15.8        0.5       37.9       44.8       84.7       61.1:      15.3       38.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         5          4          3         15         15         21         21:
Old  :        28:         5          4          3         15         15         21         21:
Other:         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  :                 51.8       28.9       78.0       45.2       51.6       28.8       77.3       44.3
Old  :                 51.8       28.9       78.0       45.2       51.6       28.8       77.3       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    84,625:    27,393          0      9,301     38,258     59,187     74,952     68,487:     9,673     16,138
Old  :    84,625:    27,393          0      9,301     38,258     59,187     74,952     68,487:     9,673     16,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     5,735:     1,328          0      2,188        760      3,352      4,275      5,539:     1,459        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        0.0       11.0       45.2       69.9       88.6       80.9:      11.4       19.1
Old  :     100.0:      32.4        0.0       11.0       45.2       69.9       88.6       80.9:      11.4       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         7          0          7         19         19         26         26:
Old  :        26:         7          0          7         19         19         26         26:
Other:         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  :                 46.0       40.9       63.7       57.6       34.4       30.5       46.2       42.7
Old  :                 46.0       40.9       63.7       57.6       34.4       30.5       46.2       42.7
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   152,748:    23,106     54,972     52,243     63,795     34,622    139,143    141,836:    13,604     10,911
Old  :   152,748:    23,106     54,972     52,243     63,795     34,622    139,143    141,836:    13,604     10,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     5,659:     2,097      2,113       -615      2,940      2,378      4,421      3,876:     1,237      1,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       36.0       34.2       41.8       22.7       91.1       92.9:       8.9        7.1
Old  :     100.0:      15.1       36.0       34.2       41.8       22.7       91.1       92.9:       8.9        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        16         16         26         19         21         49         50:
Old  :        55:        16         16         26         19         21         49         50:
Other:         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  :                 38.8       39.0       53.1       52.1       29.0       32.0       36.0       40.0
Old  :                 38.8       39.0       53.1       52.1       29.0       32.0       36.0       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    47,352:     5,215     25,451      4,850     36,996     16,915     47,061     47,216:       291        136
Old  :    47,352:     5,215     25,451      4,850     36,996     16,915     47,061     47,216:       291        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -1,352:      -338      1,943       -402       -604     -1,873     -1,344       -332:        -8     -1,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       53.7       10.2       78.1       35.7       99.4       99.7:       0.6        0.3
Old  :     100.0:      11.0       53.7       10.2       78.1       35.7       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         7          6          7         22         14         33         23:
Old  :        35:         7          6          7         22         14         33         23:
Other:         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  :                 51.8       74.6       70.3       88.6       47.7       66.5       64.4       76.9
Old  :                 51.8       74.6       70.3       88.6       47.7       66.5       64.4       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                             Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    96,129:    67,384      4,893     20,698      7,914     69,115     95,996     94,706:       134      1,424
Old  :    96,129:    67,384      4,893     20,698      7,914     69,115     95,996     94,706:       134      1,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    13,309:     7,126        -87      4,492      1,645      8,872     13,263     13,277:        46         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.1        5.1       21.5        8.2       71.9       99.9       98.5:       0.1        1.5
Old  :     100.0:      70.1        5.1       21.5        8.2       71.9       99.9       98.5:       0.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          3          5         10         15         15         20:
Old  :        22:         2          3          5         10         15         15         20:
Other:         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  :                 91.4       59.7       97.3       83.8       71.2       53.5       71.2       64.2
Old  :                 91.4       59.7       97.3       83.8       71.2       53.5       71.2       64.2
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    12,109:       150          0          0     11,905     11,902     12,055     11,902:        54        207
Old  :    12,109:       150          0          0     11,905     11,902     12,055     11,902:        54        207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       265:         0          0          0        265        265        265        265:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.0        0.0       98.3       98.3       99.6       98.3:       0.4        1.7
Old  :     100.0:       1.2        0.0        0.0       98.3       98.3       99.6       98.3:       0.4        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          0          0         23         21         24         21:
Old  :        31:         1          0          0         23         21         24         21:
Other:         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  :                 55.9       61.6       74.8       80.8       49.2       56.6       65.9       72.3
Old  :                 55.9       61.6       74.8       80.8       49.2       56.6       65.9       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    28,589:    20,933      4,339        778      5,087     22,136     26,798     27,253:     1,791      1,336
Old  :    28,589:    20,933      4,339        778      5,087     22,136     26,798     27,253:     1,791      1,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       -81:      -445        -24        128        363       -229         46       -126:      -127         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.2       15.2        2.7       17.8       77.4       93.7       95.3:       6.3        4.7
Old  :     100.0:      73.2       15.2        2.7       17.8       77.4       93.7       95.3:       6.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        59         39         17         26         39         96         86:
Old  :       152:        59         39         17         26         39         96         86:
Other:         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  :                 29.7       35.6       44.9       50.9       29.7       35.6       44.8       50.8
Old  :                 29.7       35.6       44.9       50.9       29.7       35.6       44.8       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    68,697:    39,593     11,464      6,888     14,982     47,126     61,464     65,479:     7,234      3,218
Old  :    68,697:    39,593     11,464      6,888     14,982     47,126     61,464     65,479:     7,234      3,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -1,851:    -3,651      5,336        545      1,466     -8,412     -1,640     -2,531:      -211        679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6       16.7       10.0       21.8       68.6       89.5       95.3:      10.5        4.7
Old  :     100.0:      57.6       16.7       10.0       21.8       68.6       89.5       95.3:      10.5        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       114         49         30         36         40        170        104:
Old  :       225:       114         49         30         36         40        170        104:
Other:         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  :                 17.9       36.1       27.9       49.8       17.7       35.7       26.7       48.6
Old  :                 17.9       36.1       27.9       49.8       17.7       35.7       26.7       48.6
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   409,447:   114,243     59,008     79,529    192,066    250,973    385,838    389,511:    23,608     19,936
Old  :   409,447:   114,243     59,008     79,529    192,066    250,973    385,838    389,511:    23,608     19,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -6,748:      -510      3,353         29     -6,346     -9,238     -6,826     -5,856:        79       -891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       14.4       19.4       46.9       61.3       94.2       95.1:       5.8        4.9
Old  :     100.0:      27.9       14.4       19.4       46.9       61.3       94.2       95.1:       5.8        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        84         47         80         98        116        216        214:
Old  :       261:        84         47         80         98        116        216        214:
Other:         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  :                 16.8       13.1       26.9       24.2       13.6        9.6       19.6       15.6
Old  :                 16.8       13.1       26.9       24.2       13.6        9.6       19.6       15.6
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1000 U.S. Barrels)                                                        :
     :          :                                                                            :
All  :    17,013:     6,190        295      2,041      8,200     14,047     16,431     16,383:       582        630
Old  :    17,013:     6,190        295      2,041      8,200     14,047     16,431     16,383:       582        630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        18:       -67          0        -50        135         -7         18        -57:         0         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        1.7       12.0       48.2       82.6       96.6       96.3:       3.4        3.7
Old  :     100.0:      36.4        1.7       12.0       48.2       82.6       96.6       96.3:       3.4        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          3          5         14         17         19         22:
Old  :        22:         2          3          5         14         17         19         22:
Other:         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  :                 64.5       55.6       80.2       73.7       42.8       36.1       44.4       42.4
Old  :                 64.5       55.6       80.2       73.7       42.8       36.1       44.4       42.4
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    19,101:     1,545          0         50     15,935     18,256     17,530     18,306:     1,571        795
Old  :    19,101:     1,545          0         50     15,935     18,256     17,530     18,306:     1,571        795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       200:      -275          0          0        350        175         75        175:       125         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        0.0        0.3       83.4       95.6       91.8       95.8:       8.2        4.2
Old  :     100.0:       8.1        0.0        0.3       83.4       95.6       91.8       95.8:       8.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          0          1         15         15         18         16:
Old  :        22:         3          0          1         15         15         18         16:
Other:         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  :                 50.8       62.8       72.8       81.4       46.1       59.4       61.1       72.0
Old  :                 50.8       62.8       72.8       81.4       46.1       59.4       61.1       72.0
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :    10,730:     1,886         70      2,162      5,424      6,596      9,472      8,828:     1,258      1,902
Old  :    10,730:     1,886         70      2,162      5,424      6,596      9,472      8,828:     1,258      1,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        45:       107          0        -35        -59         55         13         20:        32         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        0.7       20.1       50.5       61.5       88.3       82.3:      11.7       17.7
Old  :     100.0:      17.6        0.7       20.1       50.5       61.5       88.3       82.3:      11.7       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          1          7         18         18         25         25:
Old  :        26:         5          1          7         18         18         25         25:
Other:         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  :                 36.0       33.6       52.2       50.3       20.0       17.1       26.7       21.0
Old  :                 36.0       33.6       52.2       50.3       20.0       17.1       26.7       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                                                    Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20 SHORT TONS)                                               :
     :          :                                                                            :
All  :    13,233:     6,062     12,140        472      6,535        523     13,069     13,135:       164         98
Old  :    13,233:     6,062     12,140        472      6,535        523     13,069     13,135:       164         98
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       633:       495        539         84         53         42        632        665:         1        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8       91.7        3.6       49.4        4.0       98.8       99.3:       1.2        0.7
Old  :     100.0:      45.8       91.7        3.6       49.4        4.0       98.8       99.3:       1.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          7          3         10          5         20         12:
Old  :        24:         7          7          3         10          5         20         12:
Other:         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  :                 72.8       91.4       85.4       98.9       72.8       88.7       85.4       94.5
Old  :                 72.8       91.4       85.4       98.9       72.8       88.7       85.4       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE                                           Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500 DRY METRIC TONS)                                         :
     :          :                                                                            :
All  :    16,862:     5,876      5,771      5,240      5,159      5,190     16,275     16,201:       587        661
Old  :    16,862:     5,876      5,771      5,240      5,159      5,190     16,275     16,201:       587        661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       599:       -37       -204        486        113        263        562        545:        37         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       34.2       31.1       30.6       30.8       96.5       96.1:       3.5        3.9
Old  :     100.0:      34.8       34.2       31.1       30.6       30.8       96.5       96.1:       3.5        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        22         17         22         13         11         43         42:
Old  :        54:        22         17         22         13         11         43         42:
Other:         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  :                 26.4       30.9       43.9       49.8       16.1       21.6       27.8       33.0
Old  :                 26.4       30.9       43.9       49.8       16.1       21.6       27.8       33.0
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    34,255:     1,926        815        375     31,639     33,065     33,940     34,255:       315          0
Old  :    34,255:     1,926        815        375     31,639     33,065     33,940     34,255:       315          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     1,974:      -100          0          0      1,913      1,974      1,813      1,974:       161          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        2.4        1.1       92.4       96.5       99.1      100.0:       0.9        0.0
Old  :     100.0:       5.6        2.4        1.1       92.4       96.5       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          3          2         27         15         33         19:
Old  :        38:         5          3          2         27         15         33         19:
Other:         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  :                 42.1       66.3       62.2       91.8       30.2       59.1       48.5       68.5
Old  :                 42.1       66.3       62.2       91.8       30.2       59.1       48.5       68.5
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     6,285:       400      2,080        780      5,005      3,425      6,185      6,285:       100          0
Old  :     6,285:       400      2,080        780      5,005      3,425      6,185      6,285:       100          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       175:        25         25        -50        200        200        175        175:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       33.1       12.4       79.6       54.5       98.4      100.0:       1.6        0.0
Old  :     100.0:       6.4       33.1       12.4       79.6       54.5       98.4      100.0:       1.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          7          6         14         12         23         20:
Old  :        30:         4          7          6         14         12         23         20:
Other:         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  :                 66.4       56.7       82.3       75.7       57.0       43.7       64.2       56.6
Old  :                 66.4       56.7       82.3       75.7       57.0       43.7       64.2       56.6
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    17,458:     2,845      3,133        368     13,456     13,641     16,669     17,142:       789        316
Old  :    17,458:     2,845      3,133        368     13,456     13,641     16,669     17,142:       789        316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        91:        75          0          0        -12         57         63         57:        28         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       17.9        2.1       77.1       78.1       95.5       98.2:       4.5        1.8
Old  :     100.0:      16.3       17.9        2.1       77.1       78.1       95.5       98.2:       4.5        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7          4          5         24         24         33         31:
Old  :        42:         7          4          5         24         24         33         31:
Other:         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  :                 32.9       37.6       52.1       59.8       25.5       31.6       39.3       47.9
Old  :                 32.9       37.6       52.1       59.8       25.5       31.6       39.3       47.9
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 BARREL                                                               :
     :          :                                                                            :
All  :     4,950:         0      1,465         36      3,137      2,436      3,173      3,937:     1,777      1,013
Old  :     4,950:         0      1,465         36      3,137      2,436      3,173      3,937:     1,777      1,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        31:         0         50          0       -116       -107       -116        -57:       147         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       29.6        0.7       63.4       49.2       64.1       79.5:      35.9       20.5
Old  :     100.0:       0.0       29.6        0.7       63.4       49.2       64.1       79.5:      35.9       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          5          1         14         14         15         19:
Old  :        21:         0          5          1         14         14         15         19:
Other:         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  :                 38.8       53.0       53.5       66.5       29.9       43.9       36.8       51.1
Old  :                 38.8       53.0       53.5       66.5       29.9       43.9       36.8       51.1
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,143:       390      1,431      1,232      7,234      6,170      8,856      8,833:       287        310
Old  :     9,143:       390      1,431      1,232      7,234      6,170      8,856      8,833:       287        310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       723:      -277        -49        184        818        479        725        614:        -2        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       15.7       13.5       79.1       67.5       96.9       96.6:       3.1        3.4
Old  :     100.0:       4.3       15.7       13.5       79.1       67.5       96.9       96.6:       3.1        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6         10          9         20         22         31         36:
Old  :        42:         6         10          9         20         22         31         36:
Other:         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  :                 52.0       31.6       72.8       49.4       48.7       28.5       59.0       40.0
Old  :                 52.0       31.6       72.8       49.4       48.7       28.5       59.0       40.0
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 METRIC TONS)                                                          :
     :          :                                                                            :
All  :     1,809:       297         55        520        831      1,084      1,648      1,659:       161        150
Old  :     1,809:       297         55        520        831      1,084      1,648      1,659:       161        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       307:      -118          0        212        277        114        371        326:       -64        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        3.0       28.7       45.9       59.9       91.1       91.7:       8.9        8.3
Old  :     100.0:      16.4        3.0       28.7       45.9       59.9       91.1       91.7:       8.9        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          1          5         10         14         17         20:
Old  :        29:         7          1          5         10         14         17         20:
Other:         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       49.8       64.8       65.0       24.6       30.7       39.8       42.8
Old  :                 43.0       49.8       64.8       65.0       24.6       30.7       39.8       42.8
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    27,427:     1,101      7,970      3,669     18,186     10,487     22,956     22,126:     4,471      5,301
Old  :    27,427:     1,101      7,970      3,669     18,186     10,487     22,956     22,126:     4,471      5,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     1,912:         0       -159        708      1,277        844      1,985      1,393:       -73        519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       29.1       13.4       66.3       38.2       83.7       80.7:      16.3       19.3
Old  :     100.0:       4.0       29.1       13.4       66.3       38.2       83.7       80.7:      16.3       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          6          6         13         14         19         21:
Old  :        23:         1          6          6         13         14         19         21:
Other:         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  :                 40.1       37.3       59.0       61.3       34.5       25.2       47.6       42.3
Old  :                 40.1       37.3       59.0       61.3       34.5       25.2       47.6       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 17, 2017