GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,205 COMMITMENTS 17,461 4,083 1,508 38,767 52,575 57,736 58,166 469 39 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,757) 1,212 211 -577 -4,368 -3,409 -3,733 -3,775 -24 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 7.0 2.6 66.6 90.3 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 7 4 36 44 41 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,743 COMMITMENTS 100 0 0 3,643 3,743 3,743 3,743 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,406) 50 -35 -50 -1,406 -1,321 -1,406 -1,406 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 16 21 18 21 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,480 COMMITMENTS 530 189 564 9,591 10,097 10,685 10,850 795 630 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -856) 63 3 -134 -751 -647 -822 -778 -34 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.6 4.9 83.5 88.0 93.1 94.5 6.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 5 30 30 36 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,119 COMMITMENTS 359 25 106 1,099 1,481 1,564 1,612 555 507 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -656) -173 -67 46 -366 -515 -493 -536 -163 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 1.2 5.0 51.9 69.9 73.8 76.1 26.2 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 16 14 20 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,572 COMMITMENTS 547 316 503 5,924 6,276 6,974 7,095 598 477 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,255) -177 94 -218 -898 -1,166 -1,293 -1,290 38 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 4.2 6.6 78.2 82.9 92.1 93.7 7.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 6 5 32 36 37 45 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,502 COMMITMENTS 958 1,208 70 3,995 3,390 5,023 4,668 479 834 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,184) -75 -153 -88 -920 -921 -1,083 -1,162 -101 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 22.0 1.3 72.6 61.6 91.3 84.8 8.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 6 4 28 25 38 31 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,128 COMMITMENTS 64 9,481 1,745 28,142 18,902 29,951 30,128 177 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,412) -31 -408 328 -3,691 -3,332 -3,394 -3,412 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 31.5 5.8 93.4 62.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 23 20 26 22 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,455 COMMITMENTS 456 1,241 134 2,256 1,966 2,846 3,341 609 114 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,350) -346 -311 -55 -823 -888 -1,224 -1,254 -126 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 35.9 3.9 65.3 56.9 82.4 96.7 17.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 4 3 15 12 21 19 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 342,066 COMMITMENTS 65,847 70,931 48,843 179,885 193,648 294,575 313,422 47,491 28,644 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -10,009) -838 -3,810 -1,651 -7,775 -4,894 -10,264 -10,355 255 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 20.7 14.3 52.6 56.6 86.1 91.6 13.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 44 48 57 73 77 151 153 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,660 COMMITMENTS 0 1,486 0 35,219 41,442 35,219 42,928 10,441 2,732 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -6,863) 0 -538 0 -4,495 -5,713 -4,495 -6,251 -2,368 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 77.1 90.8 77.1 94.0 22.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 20 23 20 25 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,019,431 COMMITMENTS 282,007 519,459 275,421 393,435 184,183 950,863 979,063 68,568 40,368 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 36,197) 22,106 57,297 -15,535 29,652 -11,668 36,223 30,094 -26 6,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 51.0 27.0 38.6 18.1 93.3 96.0 6.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 83 117 126 59 50 227 225 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 393,344 COMMITMENTS 210,997 169,350 54,408 124,415 163,727 389,820 387,485 3,524 5,859 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -7,517) -3,390 1,674 -2,294 -180 -6,996 -5,864 -7,616 -1,653 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 43.1 13.8 31.6 41.6 99.1 98.5 0.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 17 25 31 33 62 60 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 97,657 COMMITMENTS 16,185 25,847 16,565 56,187 49,252 88,937 91,664 8,720 5,993 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -7,553) -430 -5,115 223 -7,629 -3,618 -7,836 -8,510 283 957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 26.5 17.0 57.5 50.4 91.1 93.9 8.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 13 21 16 17 40 39 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,691,379 COMMITMENTS 751,805 48,332 149,985 739,893 1458740 1641683 1657057 49,696 34,322 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -59,008) -25,428 -853 -16,946 -24,401 -39,355 -66,775 -57,154 7,767 -1,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 2.9 8.9 43.7 86.2 97.1 98.0 2.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 29 8 29 52 53 88 84 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 515,707 COMMITMENTS 48,839 117,302 82,683 380,647 313,397 512,169 513,382 3,538 2,325 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -33,680) -6,899 -29,126 -6,811 -20,036 2,951 -33,746 -32,986 66 -694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 22.7 16.0 73.8 60.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 19 21 31 36 32 73 66 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 118,124 COMMITMENTS 62,302 46,439 23,593 31,363 46,474 117,258 116,506 866 1,618 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -4,814) -5,532 -5,670 4,311 -3,697 -3,988 -4,918 -5,347 104 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 39.3 20.0 26.6 39.3 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 15 19 20 19 47 44 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,606 COMMITMENTS 18,392 15,020 2,728 8,721 12,203 29,841 29,951 765 655 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,357) -2,550 -1,742 -13 -739 -1,607 -3,302 -3,362 -55 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 49.1 8.9 28.5 39.9 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 15 13 10 12 29 32 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,754 COMMITMENTS 140 318 60 3,364 3,116 3,564 3,494 190 260 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -614) -90 -143 -60 -504 -476 -654 -679 40 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 8.5 1.6 89.6 83.0 94.9 93.1 5.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 16 17 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,421 COMMITMENTS 3,307 1,723 3,440 39,332 40,991 46,079 46,154 342 267 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -10,046) -306 -388 -507 -9,258 -9,114 -10,071 -10,009 25 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 3.7 7.4 84.7 88.3 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 11 11 10 49 59 66 74 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,673 COMMITMENTS 506 163 253 1,591 2,061 2,350 2,477 323 196 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,383) -306 -183 -79 -916 -1,095 -1,301 -1,357 -82 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 6.1 9.5 59.5 77.1 87.9 92.7 12.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 3 4 20 26 27 31 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 121,548 COMMITMENTS 2,795 2,030 2,540 116,062 116,978 121,397 121,548 151 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -4,680) -200 -100 0 -4,631 -4,580 -4,831 -4,680 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.7 2.1 95.5 96.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 16 19 18 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,686,016 COMMITMENTS 0 231,000 0 2686016 2455016 2686016 2686016 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -69,112) 0 -16,960 0 -69,112 -52,152 -69,112 -69,112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 0.0 100.0 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 14 19 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,029 COMMITMENTS 1,080 0 2,785 40,164 41,244 44,029 44,029 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -2,320) 80 0 -200 -2,200 -2,120 -2,320 -2,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 6.3 91.2 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 11 12 13 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,168,957 COMMITMENTS 92,590 0 70,560 1005807 1098397 1168957 1168957 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -78,864) -17,384 0 0 -61,480 -78,864 -78,864 -78,864 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 6.0 86.0 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 15 7 17 8 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,282 COMMITMENTS 268 40 7 14,892 15,115 15,167 15,162 115 120 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,263) -112 0 0 1,385 1,295 1,273 1,295 -10 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.3 0.0 97.4 98.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 1 22 22 24 24 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,901 COMMITMENTS 1,097 8,734 891 72,040 64,603 74,028 74,228 873 673 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,706) 82 398 143 1,403 1,137 1,628 1,678 78 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 11.7 1.2 96.2 86.3 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 3 7 6 51 49 58 59 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,873 COMMITMENTS 2,666 4,030 1,006 20,866 19,518 24,538 24,554 335 319 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -677) -15 443 -214 -454 -832 -683 -603 6 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 16.2 4.0 83.9 78.5 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 5 3 31 30 36 36 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,876 COMMITMENTS 145 2,102 921 9,752 7,645 10,818 10,668 58 208 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,158) -60 -334 25 -1,110 -822 -1,145 -1,131 -13 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 19.3 8.5 89.7 70.3 99.5 98.1 0.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 21 19 25 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,618 COMMITMENTS 0 563 51 8,819 8,782 8,870 9,396 748 222 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -568) 0 100 -18 -490 -575 -508 -493 -60 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.5 91.7 91.3 92.2 97.7 7.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 20 21 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,651,499 COMMITMENTS 494,450 154,932 535,722 541,163 881,118 1571335 1571772 80,164 79,727 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 37,102) -7,551 922 34,114 6,635 372 33,198 35,408 3,904 1,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 9.4 32.4 32.8 53.4 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 111 110 152 86 105 280 304 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,129 COMMITMENTS 67,305 8,481 2,851 51,141 83,121 121,297 94,453 12,832 39,676 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -6,289) -1,503 -803 13 -3,394 -3,337 -4,884 -4,127 -1,405 -2,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 6.3 2.1 38.1 62.0 90.4 70.4 9.6 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 4 4 16 18 23 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,032 COMMITMENTS 4,556 62,700 55,616 70,288 13,744 130,460 132,060 6,572 4,972 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,077) -1,127 133 3,966 243 -32 3,082 4,067 -5 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 45.8 40.6 51.3 10.0 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 14 21 19 16 43 40 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,057 COMMITMENTS 0 0 0 10,057 10,042 10,057 10,042 0 15 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 358) 0 0 0 553 388 553 388 -195 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 21 18 21 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,149 COMMITMENTS 23,178 6,359 205 4,507 21,162 27,890 27,726 1,259 1,423 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,135) 604 1,568 -122 -1,439 -2,595 -957 -1,149 -178 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 21.8 0.7 15.5 72.6 95.7 95.1 4.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 67 49 3 25 28 94 78 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,650 COMMITMENTS 55,445 30,528 900 14,438 41,011 70,783 72,439 5,867 4,211 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,226) 1,942 6,201 282 2,152 -2,804 4,376 3,679 -150 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.3 39.8 1.2 18.8 53.5 92.3 94.5 7.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 122 64 13 32 31 159 105 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 356,325 COMMITMENTS 111,735 53,869 68,879 153,416 217,703 334,030 340,451 22,295 15,874 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -17,014) 3,733 -4,035 1,655 -22,879 -13,467 -17,491 -15,847 477 -1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 15.1 19.3 43.1 61.1 93.7 95.5 6.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 81 45 68 67 91 185 173 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,111 COMMITMENTS 3,684 527 799 4,795 8,141 9,278 9,467 2,833 2,644 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,328) -1,309 -713 -174 -1,930 -1,865 -3,413 -2,752 85 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 4.4 6.6 39.6 67.2 76.6 78.2 23.4 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 4 10 12 16 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 10,237 COMMITMENTS 387 0 808 8,164 8,256 9,359 9,064 878 1,173 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,164) 317 -420 -87 -2,618 -2,291 -2,388 -2,798 -776 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 7.9 79.7 80.6 91.4 88.5 8.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 4 15 15 19 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,548 COMMITMENTS 4,658 2,771 2,994 9,476 12,620 17,128 18,385 3,420 2,163 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,506) -1,064 353 -1,294 -559 -1,803 -2,917 -2,744 -589 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 13.5 14.6 46.1 61.4 83.4 89.5 16.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 6 14 16 20 23 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,298 COMMITMENTS 13,927 15,174 25 5,215 4,099 19,167 19,298 131 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,983) -1,101 -1,982 -35 -830 34 -1,966 -1,983 -17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.2 78.6 0.1 27.0 21.2 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 4 1 10 9 19 13 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 14,920 COMMITMENTS 6,883 7,628 4,352 3,259 2,581 14,494 14,561 426 359 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,474) -1,056 8 -358 -60 -1,025 -1,474 -1,375 0 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 51.1 29.2 21.8 17.3 97.1 97.6 2.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 22 24 8 8 39 42 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,320 COMMITMENTS 5,202 0 150 26,908 32,170 32,260 32,320 60 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,086) -270 0 0 -2,861 -3,086 -3,131 -3,086 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.0 0.5 83.3 99.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 22 23 26 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,558 COMMITMENTS 1,381 3,520 361 12,515 11,571 14,257 15,452 1,301 106 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -849) 84 -206 -193 -584 -396 -693 -795 -156 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 22.6 2.3 80.4 74.4 91.6 99.3 8.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 6 5 23 21 28 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,548 COMMITMENTS 1,431 2,166 576 10,235 9,462 12,242 12,204 306 344 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,752) -285 -39 -119 -1,240 -1,581 -1,644 -1,739 -108 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 17.3 4.6 81.6 75.4 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 7 7 20 24 30 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,287 COMMITMENTS 460 245 50 485 769 995 1,064 292 223 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -592) -310 -233 -82 -210 -230 -602 -545 10 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 19.0 3.9 37.7 59.8 77.3 82.7 22.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 5 1 11 14 18 19 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,403 COMMITMENTS 1,962 1,886 266 8,668 9,190 10,896 11,342 507 61 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -987) -30 -668 -38 -898 -274 -966 -980 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 16.5 2.3 76.0 80.6 95.6 99.5 4.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 4 10 11 16 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,482 COMMITMENTS 2,794 3,241 1,664 21,157 20,665 25,615 25,570 5,867 5,912 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -2,253) -814 -914 609 -2,741 -2,066 -2,946 -2,371 693 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 10.3 5.3 67.2 65.6 81.4 81.2 18.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 4 17 17 21 22
Updated June 5, 2015