GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 361,700 COMMITMENTS 67,123 70,263 60,039 185,478 201,222 312,640 331,523 49,060 30,177 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -8,477) -526 -3,974 -1,089 -7,290 -3,816 -8,905 -8,880 428 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 19.4 16.6 51.3 55.6 86.4 91.7 13.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 44 49 59 74 79 153 157 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 1,057,579 COMMITMENTS 281,144 519,238 307,544 396,479 187,602 985,167 1014384 72,413 43,195 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 49,856) 21,067 56,728 -3,023 30,935 -10,673 48,979 43,032 877 6,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 49.1 29.1 37.5 17.7 93.2 95.9 6.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 90 120 141 59 52 244 234 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED 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: 904,138 COMMITMENTS 71,206 59,571 293,411 533,385 546,595 898,001 899,578 6,137 4,561 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 64,961) 3,868 3,629 32,787 27,894 28,143 64,549 64,559 412 402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 6.6 32.5 59.0 60.5 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 42 32 59 51 50 117 117 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED 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: 399,577 COMMITMENTS 211,483 169,345 56,002 126,266 166,711 393,751 392,057 5,826 7,520 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -8,213) -4,090 1,890 -2,305 16 -7,792 -6,379 -8,206 -1,834 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.9 42.4 14.0 31.6 41.7 98.5 98.1 1.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 17 26 31 33 63 60 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 118,450 COMMITMENTS 62,302 46,765 23,593 31,363 46,474 117,258 116,832 1,192 1,618 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -4,488) -5,532 -5,344 4,311 -3,697 -3,988 -4,918 -5,021 430 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 39.5 19.9 26.5 39.2 99.0 98.6 1.0 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 OPTION AND FUTURES COMBINED 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 TRADER 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 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED 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 TONS) OPEN INTEREST: 4,337 COMMITMENTS 1,178 1,916 1,286 1,867 1,132 4,331 4,334 6 3 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -456) -55 -14 -242 -159 -200 -455 -455 -1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 44.2 29.6 43.1 26.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 6 13 12 8 26 22 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 50,008 COMMITMENTS 2,791 1,377 5,671 41,171 42,672 49,633 49,719 374 289 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -10,766) -566 -680 -477 -9,762 -9,548 -10,806 -10,706 40 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 2.8 11.3 82.3 85.3 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 11 11 54 63 72 79 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 2,686,043 COMMITMENTS 0 231,000 0 2686043 2455016 2686043 2686016 0 27 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -69,111) 0 -16,960 0 -69,111 -52,152 -69,111 -69,112 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 2,361,865 COMMITMENTS 508,258 124,871 911,102 851,673 1231724 2271032 2267696 90,834 94,169 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 79,778) 3,190 276 53,129 20,227 21,407 76,546 74,813 3,232 4,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 5.3 38.6 36.1 52.2 96.2 96.0 3.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 144 143 221 92 109 357 369 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED 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: 146,985 COMMITMENTS 68,823 5,108 39,549 36,782 100,679 145,154 145,335 1,831 1,649 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 8,760) 19,195 936 -6,349 -4,237 15,188 8,609 9,774 150 -1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 3.5 26.9 25.0 68.5 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 5 9 15 17 24 29 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED 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 TRADER 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 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED 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: 18,555 COMMITMENTS 2,081 2,481 6,444 9,288 8,486 17,813 17,412 743 1,143 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,639) -132 880 120 1,522 686 1,510 1,686 129 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 13.4 34.7 50.1 45.7 96.0 93.8 4.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 8 11 12 12 27 24 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED 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: 177,095 COMMITMENTS 23,510 971 34,209 109,002 128,713 166,721 163,893 10,374 13,203 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -14,674) -68 135 -4,520 -9,401 -10,151 -13,989 -14,536 -685 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 0.5 19.3 61.5 72.7 94.1 92.5 5.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 1 10 23 24 33 34 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED 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: 152,124 COMMITMENTS 4,526 62,337 57,231 83,628 27,472 145,385 147,041 6,739 5,083 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,036) -1,126 110 3,955 247 -11 3,077 4,055 -41 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 41.0 37.6 55.0 18.1 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 15 22 20 17 45 41 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED 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: 67,439 COMMITMENTS 1,579 1,545 9,636 43,671 42,351 54,885 53,532 12,554 13,907 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -5,112) 94 -357 -290 -3,416 -2,682 -3,612 -3,329 -1,500 -1,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.3 14.3 64.8 62.8 81.4 79.4 18.6 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 4 15 15 20 19 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED 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: 7,619 COMMITMENTS 1,461 1,138 3,201 2,588 2,960 7,250 7,299 368 320 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 14.9 42.0 34.0 38.8 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 6 10 10 16 17 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED 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: 79,892 COMMITMENTS 21,331 11,614 37,316 19,690 29,068 78,336 77,997 1,556 1,895 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,560) 116 -2,627 2,356 -1,065 1,282 1,407 1,012 153 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 14.5 46.7 24.6 36.4 98.1 97.6 1.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 8 8 9 10 17 22 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 30,041 COMMITMENTS 23,604 6,368 335 4,831 21,903 28,770 28,606 1,270 1,434 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,302) 461 1,566 -134 -1,441 -2,742 -1,114 -1,310 -187 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.6 21.2 1.1 16.1 72.9 95.8 95.2 4.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 69 49 9 30 33 105 86 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED 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: 77,402 COMMITMENTS 55,779 30,526 980 14,749 41,677 71,509 73,183 5,893 4,219 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,102) 1,873 6,201 270 2,103 -2,917 4,246 3,554 -144 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.1 39.4 1.3 19.1 53.8 92.4 94.5 7.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 123 64 18 37 36 166 114 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED 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: 368,642 COMMITMENTS 112,454 52,951 77,421 155,389 221,073 345,263 351,445 23,379 17,197 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -15,553) 4,305 -3,757 1,678 -22,475 -12,998 -16,492 -15,077 938 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 14.4 21.0 42.2 60.0 93.7 95.3 6.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 83 46 69 69 91 191 173 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED 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: 9,939 COMMITMENTS 2,845 2,981 5,932 1,057 1,026 9,834 9,939 105 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -582) -401 -385 -44 -212 -153 -658 -582 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 30.0 59.7 10.6 10.3 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 12 14 5 5 20 22 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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