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