GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,358 COMMITMENTS 2,356 1,010 220 23,703 25,117 26,279 26,347 79 11 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -4,314) -1,365 -167 50 -3,064 -4,194 -4,379 -4,311 65 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 3.8 0.8 89.9 95.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 4 1 32 45 34 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,495 COMMITMENTS 0 0 0 5,465 5,477 5,465 5,477 30 18 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,473) 0 -35 0 -1,475 -1,410 -1,475 -1,445 2 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 18 17 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,128 COMMITMENTS 692 290 226 8,552 8,875 9,470 9,391 658 737 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,323) -268 -31 42 -1,003 -1,323 -1,229 -1,312 -94 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 2.9 2.2 84.4 87.6 93.5 92.7 6.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 7 31 33 39 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,254 COMMITMENTS 65 260 60 2,512 2,141 2,637 2,461 617 793 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,089) 15 -93 -76 -854 -875 -915 -1,044 -174 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.0 1.8 77.2 65.8 81.0 75.6 19.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 2 22 25 24 30 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,021 COMMITMENTS 296 92 60 3,046 3,288 3,402 3,440 619 581 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -997) -71 -161 -2 -896 -866 -969 -1,029 -28 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.3 1.5 75.8 81.8 84.6 85.6 15.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 27 28 30 31 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,777 COMMITMENTS 0 236 0 5,697 5,541 5,697 5,777 80 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,186) 0 -99 0 -2,166 -2,087 -2,166 -2,186 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 0.0 98.6 95.9 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 17 17 17 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,419 COMMITMENTS 105 325 227 6,695 6,659 7,027 7,211 392 208 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,099) -35 -280 -108 -1,020 -742 -1,163 -1,130 64 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.4 3.1 90.2 89.8 94.7 97.2 5.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 5 4 29 28 34 35 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,503 COMMITMENTS 0 215 30 1,343 1,142 1,373 1,387 130 116 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -710) -45 -117 -85 -480 -512 -610 -714 -100 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.3 2.0 89.4 76.0 91.4 92.3 8.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 14 9 15 13 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,666 COMMITMENTS 232 2,893 0 25,434 22,752 25,666 25,645 0 21 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -3,044) -13 -993 0 -2,695 -2,048 -2,708 -3,041 -336 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 11.3 0.0 99.1 88.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 0 35 17 36 19 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,177 COMMITMENTS 157 976 124 4,260 3,780 4,541 4,880 636 297 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,035) 5 -147 -21 -996 -872 -1,012 -1,040 -23 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 18.9 2.4 82.3 73.0 87.7 94.3 12.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 4 18 19 22 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 257,686 COMMITMENTS 47,669 59,787 30,116 142,887 141,769 220,672 231,672 37,014 26,014 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -13,216) -8,955 -2,634 -233 912 -12,025 -8,276 -14,892 -4,940 1,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 23.2 11.7 55.5 55.0 85.6 89.9 14.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 35 34 38 75 81 133 133 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 986,495 COMMITMENTS 297,303 384,154 323,114 294,307 251,168 914,724 958,436 71,771 28,059 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 6,162) 6,125 9,633 -4,954 4,416 2,218 5,587 6,897 575 -735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 38.9 32.8 29.8 25.5 92.7 97.2 7.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 126 54 99 62 58 237 174 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 438,814 COMMITMENTS 194,942 119,351 74,966 164,831 239,823 434,739 434,140 4,075 4,674 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -23,821) -8,200 -12,738 -2,524 -11,761 -8,306 -22,485 -23,568 -1,336 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 27.2 17.1 37.6 54.7 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 11 23 26 31 56 55 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 70,016 COMMITMENTS 3,574 30,677 8,406 53,387 26,688 65,367 65,771 4,649 4,245 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -8,458) -2,179 127 -3,393 -3,087 -4,857 -8,659 -8,123 201 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 43.8 12.0 76.2 38.1 93.4 93.9 6.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 8 10 16 16 26 26 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,916,125 COMMITMENTS 898,712 35,883 307,961 669,431 1539741 1876104 1883585 40,021 32,540 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -85,297) -50,527 3,294 -15,140 -20,877 -72,799 -86,544 -84,645 1,247 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 1.9 16.1 34.9 80.4 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 33 11 32 65 64 105 100 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 682,114 COMMITMENTS 11,589 207,350 108,293 553,289 362,769 673,171 678,412 8,943 3,702 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -38,912) -9,629 -8,254 -15,169 -14,794 -15,663 -39,592 -39,086 680 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 30.4 15.9 81.1 53.2 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 19 24 37 35 65 61 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 81,022 COMMITMENTS 49,327 40,200 11,787 18,837 27,437 79,951 79,424 1,071 1,598 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,491) 2,159 1,352 -731 -3,408 -3,185 -1,980 -2,564 -511 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 49.6 14.5 23.2 33.9 98.7 98.0 1.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 17 19 27 15 17 46 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 29,463 COMMITMENTS 16,442 20,183 2,320 10,286 6,601 29,048 29,104 415 359 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,356) -171 -435 -694 -1,426 -1,065 -2,291 -2,194 -65 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 68.5 7.9 34.9 22.4 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 14 15 14 14 34 33 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,956 COMMITMENTS 7,189 3,225 2,651 30,682 34,717 40,522 40,593 434 363 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -6,499) -1,287 -682 -21 -5,163 -5,731 -6,471 -6,434 -28 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 7.9 6.5 74.9 84.8 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 11 7 5 50 55 62 67 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,670 COMMITMENTS 559 817 25 3,002 2,748 3,586 3,590 84 80 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,098) -199 -47 -33 -1,871 -1,903 -2,103 -1,983 5 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 22.3 0.7 81.8 74.9 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 5 1 21 25 24 31 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,323 COMMITMENTS 220 509 414 16,932 16,408 17,566 17,331 757 992 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,154) 0 -259 20 -1,108 -923 -1,088 -1,162 -66 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.8 2.3 92.4 89.5 95.9 94.6 4.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 25 22 28 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,485 COMMITMENTS 0 432 1,028 6,932 7,696 7,960 9,156 2,525 1,329 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 95) 0 -50 -20 224 230 204 160 -109 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 9.8 66.1 73.4 75.9 87.3 24.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 14 13 16 15 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,828 COMMITMENTS 681 1,705 0 19,019 17,612 19,700 19,317 128 511 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,100) -105 -105 0 -1,995 -1,995 -2,100 -2,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 8.6 0.0 95.9 88.8 99.4 97.4 0.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 11 14 12 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 410,564 COMMITMENTS 7,475 30,795 0 403,089 379,769 410,564 410,564 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -41,232) -408 -408 0 -40,824 -40,824 -41,232 -41,232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 7.5 0.0 98.2 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 12 15 13 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 346,497 COMMITMENTS 33,647 0 0 312,850 346,497 346,497 346,497 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -15,096) -3,672 0 0 -11,424 -15,096 -15,096 -15,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.0 0.0 90.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 11 11 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,971 COMMITMENTS 0 0 0 45,567 45,717 45,567 45,717 404 254 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,961) 0 0 0 -2,940 -2,961 -2,940 -2,961 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.4 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 14 11 14 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 745,065 COMMITMENTS 0 0 0 745,065 745,065 745,065 745,065 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -42,840) 0 0 0 -42,840 -42,840 -42,840 -42,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 15 14 15 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 146,379 COMMITMENTS 2,565 1,126 4,714 138,846 140,539 146,125 146,379 254 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -3,628) -5,305 21 2,524 -847 -6,173 -3,628 -3,628 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.8 3.2 94.9 96.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 24 26 26 28 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,772,615 COMMITMENTS 5,506 308,720 0 2767109 2463895 2772615 2772615 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 992,304) 1,224 94,000 -1,224 992,304 899,528 992,304 992,304 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 11.1 0.0 99.8 88.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 25 24 26 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,261 COMMITMENTS 0 4,910 1,280 19,958 14,816 21,238 21,006 23 255 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -855) 0 -441 0 -855 -414 -855 -855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.1 6.0 93.9 69.7 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 14 12 15 14 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,058 COMMITMENTS 0 1,932 1,280 51,778 49,846 53,058 53,058 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -3,581) 0 -462 0 -3,581 -3,119 -3,581 -3,581 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 2.4 97.6 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 14 18 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,977 COMMITMENTS 5,299 0 2,560 64,820 70,417 72,679 72,977 298 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 4,292) 3,904 -850 -1,700 2,088 6,863 4,292 4,313 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 3.5 88.8 96.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 24 20 26 21 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,111 COMMITMENTS 1,997 0 2,268 38,697 40,694 42,962 42,962 149 149 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,491) -210 0 0 -1,260 -1,470 -1,470 -1,470 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 5.3 89.8 94.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 18 18 19 19 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,763 COMMITMENTS 105 0 0 40,658 40,614 40,763 40,614 0 149 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,394) 0 0 0 -2,394 -2,373 -2,394 -2,373 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 22 14 23 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 332,798 COMMITMENTS 25,036 11,850 23,480 284,282 297,468 332,798 332,798 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -24,912) -2,856 0 0 -22,056 -24,912 -24,912 -24,912 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 3.6 7.1 85.4 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 12 15 14 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 944,881 COMMITMENTS 90,846 0 27,530 826,505 917,351 944,881 944,881 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -21,392) 4,080 0 -4,080 -21,392 -17,312 -21,392 -21,392 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 2.9 87.5 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 18 20 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,742,200 COMMITMENTS 284,480 0 0 1457720 1742200 1742200 1742200 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 90,224) 89,104 0 -47,040 48,160 137,264 90,224 90,224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 0.0 0.0 83.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 21 16 23 16 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 656,541 COMMITMENTS 241,594 0 0 414,947 656,541 656,541 656,541 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -28,560) -7,344 0 0 -21,216 -28,560 -28,560 -28,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 0.0 0.0 63.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 17 17 17 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 481,183 COMMITMENTS 0 0 0 481,183 481,183 481,183 481,183 0 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -27,336) 0 0 0 -27,336 -27,336 -27,336 -27,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 17 15 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,416 COMMITMENTS 250 1,655 397 23,319 21,617 23,966 23,669 450 747 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,454) 0 471 0 1,451 688 1,451 1,159 3 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.8 1.6 95.5 88.5 98.2 96.9 1.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 1 35 34 37 38 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,785 COMMITMENTS 300 2,308 593 12,499 10,430 13,392 13,331 393 454 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,207) 0 151 -147 -1,322 -1,199 -1,469 -1,195 262 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 16.7 4.3 90.7 75.7 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 25 19 29 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,340 COMMITMENTS 0 705 59 4,596 4,304 4,655 5,068 685 272 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -810) 0 267 -10 -825 -1,023 -835 -766 25 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.2 1.1 86.1 80.6 87.2 94.9 12.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 17 15 19 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,664,043 COMMITMENTS 520,556 103,971 527,345 503,713 945,287 1551614 1576603 112,429 87,440 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 28,443) -5,579 972 4,828 25,602 21,684 24,851 27,484 3,592 959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 6.2 31.7 30.3 56.8 93.2 94.7 6.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 128 77 146 89 105 295 276 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,122 COMMITMENTS 57,369 10,303 1,054 50,400 84,624 108,823 95,981 32,299 45,141 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -9,776) -7,118 -2,176 768 -10,134 -10,688 -16,484 -12,096 6,708 2,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 7.3 0.7 35.7 60.0 77.1 68.0 22.9 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 3 11 15 16 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,767 COMMITMENTS 16,978 35,379 40,063 30,716 14,257 87,757 89,699 7,010 5,068 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 4,712) 576 -810 4,070 923 2,156 5,569 5,416 -857 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 37.3 42.3 32.4 15.0 92.6 94.7 7.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 8 18 10 11 30 30 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,140 COMMITMENTS 90 0 0 13,915 14,122 14,005 14,122 135 18 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 98.4 99.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 10 17 10 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,058 COMMITMENTS 30,066 6,357 578 7,291 32,926 37,935 39,861 3,123 1,197 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,517) 632 511 -496 -1,475 -1,383 -1,339 -1,368 -178 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.2 15.5 1.4 17.8 80.2 92.4 97.1 7.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 98 32 11 26 39 129 77 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,875 COMMITMENTS 52,226 6,420 865 11,399 60,232 64,490 67,517 5,385 2,358 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -429) -698 -817 200 183 358 -315 -259 -114 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 9.2 1.2 16.3 86.2 92.3 96.6 7.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 110 29 11 28 39 140 78 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,878 COMMITMENTS 113,068 50,850 47,566 122,720 193,350 283,354 291,766 23,524 15,112 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -22,351) 2,048 1,707 -9,150 -14,120 -14,024 -21,222 -21,467 -1,129 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 16.6 15.5 40.0 63.0 92.3 95.1 7.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 83 43 53 76 95 190 165 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,843 COMMITMENTS 5,437 6,803 255 5,000 3,685 10,692 10,743 151 100 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,181) -162 -918 -115 -882 -125 -1,159 -1,158 -22 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 62.7 2.4 46.1 34.0 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 13 3 4 6 4 19 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 4,333 COMMITMENTS 2,699 2,793 720 222 503 3,641 4,016 692 317 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -629) -321 -341 -172 -188 16 -681 -497 52 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.3 64.5 16.6 5.1 11.6 84.0 92.7 16.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 12 8 2 2 12 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,387 COMMITMENTS 250 769 450 5,649 5,072 6,349 6,291 38 96 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,215) -950 -390 0 -1,287 -1,825 -2,237 -2,215 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 12.0 7.0 88.4 79.4 99.4 98.5 0.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 21 19 25 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,523 COMMITMENTS 3,659 442 475 55,959 59,470 60,093 60,387 430 136 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -7,647) -622 -118 150 -6,927 -7,653 -7,399 -7,621 -248 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.7 0.8 92.5 98.3 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 3 2 34 37 42 42 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,220 COMMITMENTS 5,460 0 100 8,531 14,087 14,091 14,187 129 33 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,718) -710 -100 0 -1,004 -1,608 -1,714 -1,708 -4 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 0.0 0.7 60.0 99.1 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 0 1 11 12 16 13 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,516 COMMITMENTS 845 0 0 33,656 34,516 34,501 34,516 15 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -3,277) -175 0 0 -2,994 -3,277 -3,169 -3,277 -108 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 27 17 29 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,360 COMMITMENTS 443 2,780 325 7,542 5,080 8,310 8,185 50 175 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,167) -28 -380 -92 -1,047 -670 -1,167 -1,142 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 33.3 3.9 90.2 60.8 99.4 97.9 0.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 5 2 20 19 27 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,071 COMMITMENTS 2,028 4,689 988 19,657 16,991 22,673 22,668 398 403 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,721) 35 -746 25 -1,711 -849 -1,651 -1,570 -70 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 20.3 4.3 85.2 73.6 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 6 5 35 29 43 39 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,200 COMMITMENTS 1,813 1,425 235 14,028 14,437 16,076 16,097 124 103 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -2,026) 28 -166 -112 -1,995 -1,748 -2,079 -2,026 53 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 8.8 1.5 86.6 89.1 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 6 4 24 28 34 38 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,015 COMMITMENTS 610 800 220 1,072 915 1,902 1,935 113 80 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -440) 115 -190 -135 -453 -100 -473 -425 33 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 39.7 10.9 53.2 45.4 94.4 96.0 5.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 7 4 12 11 22 20 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,382 COMMITMENTS 2,620 555 527 15,531 17,993 18,678 19,075 704 307 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,469) -280 171 -41 -1,128 -1,574 -1,449 -1,444 -20 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 2.9 2.7 80.1 92.8 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 14 16 18 20 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,967 COMMITMENTS 2,280 2,951 977 29,617 28,015 32,874 31,943 3,093 4,024 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -7,084) -1,426 272 25 -5,366 -6,742 -6,767 -6,445 -317 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 8.2 2.7 82.3 77.9 91.4 88.8 8.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 3 18 22 23 27
Updated June 6, 2014