GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,595
COMMITMENTS
   7,054    1,725    1,530   32,740   38,207   41,324   41,462      271      133

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -7,929)
    -640     -411      -89   -7,123   -7,381   -7,852   -7,881      -77      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      4.1      3.7     78.7     91.9     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      11        4        8       36       41       49       51                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,359
COMMITMENTS
     836      160      556    7,927    8,959    9,319    9,675    1,040      684

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,470)
      81     -274     -235   -1,598   -1,279   -1,752   -1,788      282      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.5      5.4     76.5     86.5     90.0     93.4     10.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        7       27       31       34       39                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,717
COMMITMENTS
   2,547      183    1,129    9,427   12,076   13,103   13,388      614      329

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,524)
    -279      120      -60   -1,150   -1,589   -1,489   -1,529      -35        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      1.3      8.2     68.7     88.0     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        3        8       31       41       39       50                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,606
COMMITMENTS
     115      848      184    5,814    5,064    6,113    6,096      493      510

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,095)
     -54     -192      -10   -1,016     -924   -1,080   -1,126      -15       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     12.8      2.8     88.0     76.7     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        5       16       15       22       21                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,083
COMMITMENTS
     265    2,003      245   17,543   15,835   18,053   18,083       30        0

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,050)
      47     -366      -55   -2,012   -1,622   -2,020   -2,043      -30       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     11.1      1.4     97.0     87.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        5        4       21       22       27       29                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,301
COMMITMENTS
   2,369    2,763       64    5,262    5,232    7,695    8,059      606      242

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,481)
    -161      -32     -199   -1,151   -1,304   -1,511   -1,535       30       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     33.3      0.8     63.4     63.0     92.7     97.1      7.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7        6       14       21       22       31                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        6,175
COMMITMENTS
     818      737       87    4,607    5,217    5,512    6,041      663      134

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,229)
     -56       55     -149   -1,073   -1,152   -1,278   -1,246       49       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     11.9      1.4     74.6     84.5     89.3     97.8     10.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       19       17       28       21                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      441,504
COMMITMENTS
  79,313   52,286   81,315  238,173  272,501  398,801  406,103   42,703   35,401

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      5,021)
   1,222      131    3,809      295    3,852    5,326    7,792     -305   -2,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     11.8     18.4     53.9     61.7     90.3     92.0      9.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      46       40       68       81       91      171      167                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,242
COMMITMENTS
       0      425        0   23,431   27,875   23,431   28,300   10,811    5,942

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -7,341)
       0        0        0   -7,604   -6,495   -7,604   -6,495      263     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     68.4     81.4     68.4     82.6     31.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       18       14       19                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,439,033
COMMITMENTS
 353,984  371,527  511,085  499,000  514,467  1364069  1397078   74,964   41,955

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     60,779)
  17,001   11,681   35,372     -103   12,466   52,270   59,519    8,509    1,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     25.8     35.5     34.7     35.8     94.8     97.1      5.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     146      102      168       71       66      304      263                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      677,914
COMMITMENTS
  78,473   31,556  196,884  394,476  446,044  669,833  674,484    8,081    3,430

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     68,323)
  13,512    7,927   26,830   27,747   33,299   68,089   68,056      234      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      4.7     29.0     58.2     65.8     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      44       33       65       57       52      129      122                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      386,025
COMMITMENTS
 149,011  133,068   40,483  184,372  201,951  373,867  375,502   12,158   10,523

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -26,071)
  -6,652   -8,662   -5,259  -15,180  -13,634  -27,091  -27,555    1,020    1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     34.5     10.5     47.8     52.3     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       17       24       39       38       71       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      126,812
COMMITMENTS
  18,471   45,644   16,608   83,045   55,796  118,124  118,048    8,688    8,764

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -20,809)
  -8,578    3,248  -13,354      107  -11,446  -21,825  -21,552    1,016      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     36.0     13.1     65.5     44.0     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       13       18       26       24       46       45                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,286,763
COMMITMENTS
 683,122   23,078   79,761  492,503  1167267  1255386  1270106   31,377   16,657

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -51,693)
 -20,800  -14,189   -3,539  -25,925  -35,380  -50,264  -53,108   -1,429    1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.1      1.8      6.2     38.3     90.7     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22        7       21       45       46       74       67                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      278,823
COMMITMENTS
  19,347   53,811   27,867  227,903  191,504  275,117  273,182    3,706    5,641

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -34,454)
  -1,748   -8,995   -7,936  -26,152  -19,464  -35,836  -36,395    1,382    1,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     19.3     10.0     81.7     68.7     98.7     98.0      1.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9       15       17       33       26       54       46                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       69,650
COMMITMENTS
  21,910   27,730    8,144   38,437   32,733   68,491   68,607    1,159    1,043

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,451)
     375     -277   -1,354   -1,364     -752   -2,343   -2,383     -108      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     39.8     11.7     55.2     47.0     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       14       17       20       19       45       41                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,414
COMMITMENTS
   7,348    1,644      698    2,791    8,557   10,837   10,899      577      515

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,011)
  -1,509     -506     -166     -230   -1,344   -1,905   -2,016     -106        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.4     14.4      6.1     24.5     75.0     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        4        6        8       12       21       19                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:          893
COMMITMENTS
     277      274      266      349      354      892      893        2        0

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:         12)
       1       10       -1       12        3       11       12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     30.7     29.7     39.1     39.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        9        9       10        9       21       21                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,400
COMMITMENTS
     180      552       30    2,898    2,636    3,108    3,218      292      182

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -554)
     -30     -340        0     -501     -257     -531     -597      -23       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     16.2      0.9     85.2     77.5     91.4     94.6      8.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        2       12       12       15       17                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       50,325
COMMITMENTS
   6,461    2,292    8,190   35,346   39,666   49,997   50,148      328      177

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -8,157)
    -176     -917     -677   -7,275   -6,607   -8,128   -8,201      -29       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      4.6     16.3     70.2     78.8     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14       15       17       49       60       74       82                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,557
COMMITMENTS
     300      742      228    2,667    2,383    3,195    3,353      362      204

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -999)
    -331      190     -133     -451     -992     -915     -935      -84      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     20.9      6.4     75.0     67.0     89.8     94.3     10.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        7        6       22       20       29       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      219,211
COMMITMENTS
  10,362    4,643   13,618  195,150  200,867  219,131  219,128       80       83

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,307)
     802      516     -692   -1,397   -1,138   -1,287   -1,313      -20        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      2.1      6.2     89.0     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       19       22       21                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,704
COMMITMENTS
   1,414    1,868        0   24,110   23,464   25,524   25,332      180      372

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -5,541)
     -31     -234     -286   -5,203   -4,946   -5,520   -5,466      -21      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      7.3      0.0     93.8     91.3     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        0       22       26       26       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      108,920
COMMITMENTS
  11,032    2,257    1,917   95,174  104,562  108,123  108,736      797      184

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,010)
     313      -78       36   -1,410     -795   -1,061     -837       51     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      2.1      1.8     87.4     96.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      17       10       14       64       62       88       81                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       83,423
COMMITMENTS
  16,223    3,549      830   66,280   78,175   83,333   82,554       90      869

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,875)
    -678     -366      830   -3,051   -3,300   -2,899   -2,836       24      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4      4.3      1.0     79.5     93.7     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        6        1       24       29       31       36                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,113
COMMITMENTS
     264    1,272      886   31,878   30,155   33,028   32,313       85      800

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -4,343)
    -809      104      -18   -3,463   -4,386   -4,290   -4,300      -53      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.8      2.7     96.3     91.1     99.7     97.6      0.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        6        4       33       38       39       47                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,605
COMMITMENTS
     980       25      282    9,290    9,288   10,552    9,595       53    1,010

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,933)
    -692      -60       15   -1,271   -1,818   -1,948   -1,863       15      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      0.2      2.7     87.6     87.6     99.5     90.5      0.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        1        4       23       23       30       28                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,222
COMMITMENTS
     306      467      102   10,991   11,355   11,399   11,924      823      298

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,905)
     -54     -151      -82   -2,099   -1,654   -2,235   -1,887      330      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      3.8      0.8     89.9     92.9     93.3     97.6      6.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        2       18       18       21       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,970,177
COMMITMENTS
 662,548  199,988  1148932  1041155  1498488  2852635  2847409  117,542  122,768

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     33,987)
   6,268    1,716   39,465   -8,410  -24,016   37,322   17,165   -3,335   16,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      6.7     38.7     35.1     50.5     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      510)
     196      158      267      117      130      448      442                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      247,874
COMMITMENTS
 114,876   51,331   56,262   75,122  138,336  246,261  245,929    1,614    1,945

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        540)
   2,369      706      209   -2,010     -567      568      348      -28      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.3     20.7     22.7     30.3     55.8     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        7       19       22       28       30                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      118,733
COMMITMENTS
  55,111   16,119    1,255   42,429   45,674   98,795   63,048   19,938   55,685

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -9,726)
  -3,241   -3,562      228   -6,148  -11,761   -9,161  -15,095     -565    5,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4     13.6      1.1     35.7     38.5     83.2     53.1     16.8     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        3        4       12       14       18       20                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,530
COMMITMENTS
  23,963        0    6,875   33,515   51,410   64,353   58,285    9,177   15,245

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -8,762)
  -2,762        0   -2,176   -3,377   -5,824   -8,314   -8,000     -448     -762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6      0.0      9.3     45.6     69.9     87.5     79.3     12.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        6       17       17       23       23                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      142,741
COMMITMENTS
  16,295   49,316   50,596   64,178   33,994  131,069  133,906   11,672    8,835

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -14,215)
  -3,976   -6,494     -851   -7,789   -4,574  -12,616  -11,919   -1,600   -2,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     34.5     35.4     45.0     23.8     91.8     93.8      8.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       16       29       20       22       53       52                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,376
COMMITMENTS
   5,096   23,603    4,001   31,965   13,667   41,061   41,270      314      106

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,082)
     245   -1,457      319   -1,550       59     -986   -1,079      -95       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     57.0      9.7     77.3     33.0     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        5        7       19       13       30       22                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,263
COMMITMENTS
  65,063    5,788   17,819    7,309   65,144   90,190   88,750       72    1,512

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      3,225)
   4,964    1,207   -1,376     -357    3,080    3,231    2,911       -5      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.1      6.4     19.7      8.1     72.2     99.9     98.3      0.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        5       10       14       16       20                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,076
COMMITMENTS
     150        0        0   10,890   10,869   11,040   10,869       36      207

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45      -45      -45      -45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     98.3     98.1     99.7     98.1      0.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       18       21       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,906
COMMITMENTS
  26,736    5,788    1,160    4,642   26,427   32,538   33,375    2,368    1,531

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      1,616)
     984      500      331      153      727    1,468    1,558      148       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.6     16.6      3.3     13.3     75.7     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      84       50       20       25       41      119      104                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,385
COMMITMENTS
  42,364   15,757    1,837   12,621   44,005   56,823   61,599    7,562    2,786

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,382)
   1,877    2,755   -3,199   -1,011   -1,635   -2,333   -2,079      -49     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.8     24.5      2.9     19.6     68.3     88.3     95.7     11.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
     123       44       22       34       34      167       92                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      395,053
COMMITMENTS
 112,479   56,138   71,989  187,594  249,031  372,062  377,157   22,991   17,896

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        743)
   2,594   -3,553   -1,353     -756   10,307      485    5,401      258   -4,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     14.2     18.2     47.5     63.0     94.2     95.5      5.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      84       46       85       93      112      215      216                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,040
COMMITMENTS
     509      747    1,092    4,783    4,826    6,384    6,665    1,656    1,375

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,529)
     291     -431     -124   -1,159     -827     -992   -1,382     -537     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      9.3     13.6     59.5     60.0     79.4     82.9     20.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        4       12        9       17       14                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       14,240
COMMITMENTS
   6,844      442    1,460    5,506   11,598   13,810   13,500      430      740

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -3,864)
     288      230     -605   -3,395   -3,599   -3,712   -3,974     -152      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1      3.1     10.3     38.7     81.4     97.0     94.8      3.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        3       12       15       16       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,141
COMMITMENTS
     200      225      450   16,400   16,966   17,050   17,641    1,091      500

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,605)
  -1,625      -75      450   -1,150   -2,815   -2,325   -2,440     -280     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.2      2.5     90.4     93.5     94.0     97.2      6.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       18       18       20       20                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,781
COMMITMENTS
   1,023      100    2,450    5,523    6,937    8,996    9,487    1,785    1,294

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,822)
    -690       30     -544     -812     -528   -2,046   -1,042      224     -780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.9     22.7     51.2     64.3     83.4     88.0     16.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        5       20       22       26       27                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,808
COMMITMENTS
   6,022   11,806      375    6,180      531   12,577   12,712      231       96

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,294)
    -405   -1,197       77   -1,007     -177   -1,335   -1,297       41        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.0     92.2      2.9     48.3      4.1     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        6        3        8        3       18        9                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       16,194
COMMITMENTS
   5,565    4,973    4,701    5,031    5,918   15,297   15,592      897      602

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,543)
    -238     -505   -1,540   -1,013     -522   -2,791   -2,567      248       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.4     30.7     29.0     31.1     36.5     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22       14       23       11       11       41       41                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,642
COMMITMENTS
   1,403       73      375   25,597   27,194   27,375   27,642      267        0

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -9,808)
    -539     -342        0   -9,382   -9,466   -9,921   -9,808      113        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.3      1.4     92.6     98.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        2       30       14       35       16                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,985
COMMITMENTS
     375    1,830      650    4,960    3,505    5,985    5,985        0        0

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,100)
     -75     -525     -155     -770     -420   -1,000   -1,100     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     30.6     10.9     82.9     58.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        7        5       15       13       22       22                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,996
COMMITMENTS
   1,688    3,136      675   15,941   14,949   18,304   18,760      692      236

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,131)
    -219     -370      106     -980     -821   -1,093   -1,085      -38      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     16.5      3.6     83.9     78.7     96.4     98.8      3.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        5       25       23       31       32                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,446
COMMITMENTS
   1,146    1,876    1,423    6,581    5,851    9,150    9,150      296      296

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -868)
     321       -3       -5   -1,234     -934     -918     -942       50       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     19.9     15.1     69.7     61.9     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        9        7       20       26       30       37                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,381
COMMITMENTS
     215      448      218      748      555    1,181    1,221      200      160

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -563)
     -94      391     -255     -223     -699     -572     -563        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     32.4     15.8     54.2     40.2     85.5     88.4     14.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        4       11       11       18       18                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,961
COMMITMENTS
   1,921    7,512    4,286   16,269   11,022   22,476   22,820    5,485    5,141

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,474)
     407     -571      395   -2,663     -941   -1,861   -1,117      387     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     26.9     15.3     58.2     39.4     80.4     81.6     19.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        6       11       10       18       17                  



Updated April 7, 2017