GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,962 COMMITMENTS 16,249 3,872 2,085 43,135 55,984 61,469 61,941 493 21 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,605) 245 55 422 938 1,128 1,605 1,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 6.2 3.4 69.6 90.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 9 4 39 44 44 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,149 COMMITMENTS 50 35 50 5,049 5,064 5,149 5,149 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 56) 0 0 0 56 56 56 56 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.7 1.0 98.1 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 17 21 19 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,336 COMMITMENTS 467 186 698 10,342 10,744 11,507 11,628 829 708 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 320) 92 0 -11 239 346 320 335 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.5 5.7 83.8 87.1 93.3 94.3 6.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 8 31 31 39 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,775 COMMITMENTS 532 92 60 1,465 1,996 2,057 2,148 718 627 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 124) 30 -15 0 266 167 296 152 -172 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 3.3 2.2 52.8 71.9 74.1 77.4 25.9 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 18 18 21 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,827 COMMITMENTS 724 222 721 6,822 7,442 8,267 8,385 560 442 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 283) 56 11 20 221 206 297 237 -14 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.5 8.2 77.3 84.3 93.7 95.0 6.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 7 7 33 37 40 48 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,686 COMMITMENTS 1,033 1,361 158 4,915 4,311 6,106 5,830 580 856 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 547) 200 230 11 336 304 547 545 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 20.4 2.4 73.5 64.5 91.3 87.2 8.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 7 5 30 27 41 35 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,576 COMMITMENTS 397 288 83 687 1,110 1,167 1,481 409 95 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 45) 15 -35 10 0 60 25 35 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 18.3 5.3 43.6 70.4 74.0 94.0 26.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 3 11 13 16 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,540 COMMITMENTS 95 9,889 1,417 31,833 22,234 33,345 33,540 195 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 136) 0 -351 550 -453 -63 97 136 39 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 29.5 4.2 94.9 66.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 23 21 27 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,805 COMMITMENTS 802 1,552 189 3,079 2,854 4,070 4,595 735 210 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 222) 55 129 68 54 20 177 217 45 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 32.3 3.9 64.1 59.4 84.7 95.6 15.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 5 5 15 14 23 23 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,988 COMMITMENTS 0 211 479 4,183 4,087 4,662 4,777 326 211 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 20) 0 -6 5 20 25 25 24 -5 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 9.6 83.9 81.9 93.5 95.8 6.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 15 16 17 18 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 352,075 COMMITMENTS 66,685 74,741 50,494 187,660 198,542 304,839 323,777 47,236 28,298 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -10,836) -3,930 -1,779 -6,601 -2,693 -3,956 -13,224 -12,336 2,388 1,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 21.2 14.3 53.3 56.4 86.6 92.0 13.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 43 46 53 72 74 146 147 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,523 COMMITMENTS 0 2,024 0 39,714 47,155 39,714 49,179 12,809 3,344 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 936) 0 1,014 0 813 786 813 1,800 123 -864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 75.6 89.8 75.6 93.6 24.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 20 25 20 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 983,234 COMMITMENTS 259,901 462,162 290,956 363,783 195,851 914,640 948,969 68,594 34,265 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -45,507) -2,187 -20,904 -11,504 -28,912 -14,056 -42,603 -46,464 -2,904 957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 47.0 29.6 37.0 19.9 93.0 96.5 7.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 89 103 123 54 48 220 206 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 400,861 COMMITMENTS 214,387 167,676 56,702 124,595 170,723 395,684 395,101 5,177 5,760 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,291) 1,772 1,745 -1,866 2,054 3,287 1,960 3,166 1,331 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.5 41.8 14.1 31.1 42.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 13 28 33 36 65 65 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 105,210 COMMITMENTS 16,615 30,962 16,342 63,816 52,870 96,773 100,174 8,437 5,036 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,100) -430 469 1,877 5,450 5,670 6,897 8,016 203 -916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 29.4 15.5 60.7 50.3 92.0 95.2 8.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 13 22 22 20 45 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,750,387 COMMITMENTS 777,233 49,185 166,931 764,294 1498095 1708458 1714211 41,929 36,176 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 66,143) 32,262 -2,320 16,334 21,724 51,435 70,320 65,449 -4,177 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 2.8 9.5 43.7 85.6 97.6 97.9 2.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 29 10 32 56 54 94 88 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 549,387 COMMITMENTS 55,738 146,428 89,494 400,683 310,446 545,915 546,368 3,472 3,019 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,465) 5,044 9,554 967 1,454 -3,322 7,465 7,199 0 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 26.7 16.3 72.9 56.5 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 17 24 30 38 33 75 67 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 122,938 COMMITMENTS 67,834 52,109 19,282 35,060 50,462 122,176 121,853 762 1,085 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -937) -271 641 -569 196 -557 -644 -485 -293 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 42.4 15.7 28.5 41.0 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 18 17 19 20 19 48 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,963 COMMITMENTS 20,942 16,762 2,741 9,460 13,810 33,143 33,313 820 650 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 155) 295 -10 10 -150 100 155 100 0 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 49.4 8.1 27.9 40.7 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 15 14 12 13 32 34 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,368 COMMITMENTS 230 461 120 3,868 3,592 4,218 4,173 150 195 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -70) 60 0 -50 -80 -20 -70 -70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 10.6 2.7 88.6 82.2 96.6 95.5 3.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 4 16 15 20 21 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 56,467 COMMITMENTS 3,613 2,111 3,947 48,590 50,105 56,150 56,163 317 304 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,458) 959 144 199 2,355 3,135 3,513 3,478 -55 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.7 7.0 86.1 88.7 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 12 10 10 48 60 65 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,056 COMMITMENTS 812 346 332 2,507 3,156 3,651 3,834 405 222 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 217) 70 21 -27 167 178 210 172 7 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 8.5 8.2 61.8 77.8 90.0 94.5 10.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 5 4 23 29 31 36 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,338 COMMITMENTS 894 0 132 12,772 13,080 13,798 13,212 540 1,126 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 0.9 89.1 91.2 96.2 92.1 3.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 16 12 19 13 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 126,228 COMMITMENTS 2,995 2,130 2,540 120,693 121,558 126,228 126,228 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.7 2.0 95.6 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 19 20 21 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,755,128 COMMITMENTS 0 247,960 0 2755128 2507168 2755128 2755128 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 20 14 20 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,349 COMMITMENTS 1,000 0 2,985 42,364 43,364 46,349 46,349 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 6.4 91.4 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 14 12 16 13 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,599 COMMITMENTS 0 0 0 17,428 17,599 17,428 17,599 171 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 7 15 7 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,247,821 COMMITMENTS 109,974 0 70,560 1067287 1177261 1247821 1247821 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.0 5.7 85.5 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 16 9 18 10 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,019 COMMITMENTS 380 40 7 13,507 13,820 13,894 13,867 125 152 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,375) -126 40 -149 1,650 1,484 1,375 1,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.3 0.0 96.3 98.6 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 23 23 25 25 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 73,195 COMMITMENTS 1,015 8,336 748 70,637 63,466 72,400 72,550 795 645 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 6,198) -20 386 1 6,125 5,756 6,106 6,143 92 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 11.4 1.0 96.5 86.7 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 3 8 6 51 49 58 60 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,550 COMMITMENTS 2,681 3,587 1,220 21,320 20,350 25,221 25,157 329 393 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 441) 40 141 -31 594 344 603 454 -162 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 14.0 4.8 83.4 79.6 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 5 3 32 30 37 36 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,034 COMMITMENTS 205 2,436 896 10,862 8,467 11,963 11,799 71 235 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 46) 0 90 0 35 -90 35 0 11 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 20.2 7.4 90.3 70.4 99.4 98.0 0.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 22 20 26 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,186 COMMITMENTS 0 463 69 9,309 9,357 9,378 9,889 808 297 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 725) 0 0 0 621 668 621 668 104 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.7 91.4 91.9 92.1 97.1 7.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 19 20 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,614,397 COMMITMENTS 502,001 154,010 501,608 534,528 880,746 1538137 1536364 76,260 78,033 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -6,801) -2,614 -7,174 6,113 -7,487 -11,809 -3,988 -12,870 -2,813 6,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 9.5 31.1 33.1 54.6 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 119 113 152 85 101 279 308 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,418 COMMITMENTS 68,808 9,284 2,838 54,535 86,458 126,181 98,580 14,237 41,838 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 4,158) 2,415 529 21 7,449 5,148 9,885 5,698 -5,727 -1,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 6.6 2.0 38.8 61.6 89.9 70.2 10.1 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 5 3 15 18 22 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,955 COMMITMENTS 5,683 62,567 51,650 70,045 13,776 127,378 127,993 6,577 5,962 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,109) -100 -4,024 1,360 777 4,634 2,037 1,970 72 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 46.7 38.6 52.3 10.3 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 12 21 17 13 41 35 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,699 COMMITMENTS 0 0 0 9,504 9,654 9,504 9,654 195 45 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,309) 0 0 0 -1,504 -1,339 -1,504 -1,339 195 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 99.5 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 14 17 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,284 COMMITMENTS 22,574 4,791 327 5,946 23,757 28,847 28,875 1,437 1,409 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,200) 156 -385 -936 -455 -126 -1,235 -1,447 35 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.5 15.8 1.1 19.6 78.4 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 69 35 8 32 39 105 79 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,424 COMMITMENTS 53,503 24,327 618 12,286 43,815 66,407 68,760 6,017 3,664 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,583) 402 885 86 612 292 1,100 1,263 483 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.9 33.6 0.9 17.0 60.5 91.7 94.9 8.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 114 52 10 29 29 146 89 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 373,339 COMMITMENTS 108,002 57,904 67,224 176,295 231,170 351,521 356,298 21,818 17,041 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -16,993) -2,180 3,091 -2,815 -11,587 -15,797 -16,582 -15,521 -411 -1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 15.5 18.0 47.2 61.9 94.2 95.4 5.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 71 53 70 71 88 186 172 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,439 COMMITMENTS 4,993 1,240 973 6,725 10,006 12,691 12,219 2,748 3,220 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 827) 846 -107 145 0 837 991 875 -164 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 8.0 6.3 43.6 64.8 82.2 79.1 17.8 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 2 6 9 13 18 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 13,401 COMMITMENTS 70 420 895 10,782 10,547 11,747 11,862 1,654 1,539 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -140) -30 125 -125 -489 -224 -644 -224 504 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 3.1 6.7 80.5 78.7 87.7 88.5 12.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 16 15 19 18 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,054 COMMITMENTS 5,722 2,418 4,288 10,035 14,423 20,045 21,129 4,009 2,925 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -220) 455 -186 -400 -303 1,426 -248 840 28 -1,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 10.1 17.8 41.7 60.0 83.3 87.8 16.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 6 14 17 20 25 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,671 COMMITMENTS 942 1,351 180 3,989 3,528 5,111 5,059 2,560 2,612 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 402) 20 238 10 583 291 613 539 -211 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 17.6 2.3 52.0 46.0 66.6 65.9 33.4 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 15 17 20 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,281 COMMITMENTS 15,028 17,156 60 6,045 4,065 21,133 21,281 148 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,570) 772 1,495 0 798 75 1,570 1,570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.6 80.6 0.3 28.4 19.1 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 5 2 11 8 21 13 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,394 COMMITMENTS 7,939 7,620 4,710 3,319 3,606 15,968 15,936 426 458 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,118) 618 488 130 260 360 1,008 978 110 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 46.5 28.7 20.2 22.0 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 16 22 23 8 8 38 40 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,406 COMMITMENTS 5,472 0 150 29,769 35,256 35,391 35,406 15 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 0.0 0.4 84.1 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 1 22 24 26 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,530 COMMITMENTS 1,844 1,215 605 5,081 5,710 7,530 7,530 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 16.1 8.0 67.5 75.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 4 10 10 16 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,407 COMMITMENTS 1,297 3,726 554 13,099 11,967 14,950 16,247 1,457 160 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 368) -66 287 66 368 0 368 353 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 22.7 3.4 79.8 72.9 91.1 99.0 8.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 7 5 23 22 28 33 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,300 COMMITMENTS 1,716 2,205 695 11,475 11,043 13,886 13,943 414 357 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 774) 367 -103 20 314 990 701 907 73 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 15.4 4.9 80.2 77.2 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 9 7 22 26 32 38 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,879 COMMITMENTS 770 478 132 695 999 1,597 1,609 282 270 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 260) 48 58 22 170 244 240 324 20 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 25.4 7.0 37.0 53.2 85.0 85.6 15.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 10 2 15 20 26 30 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,390 COMMITMENTS 1,992 2,554 304 9,566 9,464 11,862 12,322 528 68 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 20.6 2.5 77.2 76.4 95.7 99.5 4.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 4 10 11 16 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,735 COMMITMENTS 3,608 4,155 1,055 23,898 22,731 28,561 27,941 5,174 5,794 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,206) 0 957 376 847 902 1,223 2,235 -17 -1,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 12.3 3.1 70.8 67.4 84.7 82.8 15.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 4 19 22 23 27
Updated May 29, 2015