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