GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,594 COMMITMENTS 17,201 4,524 1,705 52,204 65,341 71,110 71,570 484 24 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,475) 16 165 151 3,308 3,159 3,475 3,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 6.3 2.4 72.9 91.3 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 8 4 38 45 43 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,314 COMMITMENTS 100 0 0 4,214 4,314 4,314 4,314 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 344) 0 0 0 344 344 344 344 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 97.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 15 21 17 21 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,159 COMMITMENTS 861 201 553 9,882 10,740 11,296 11,494 863 665 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 186) 66 10 -1 -19 114 46 123 140 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 1.7 4.5 81.3 88.3 92.9 94.5 7.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 3 8 30 31 39 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,428 COMMITMENTS 379 75 131 1,247 1,701 1,757 1,907 671 521 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 73) 10 30 15 43 35 68 80 5 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 3.1 5.4 51.4 70.1 72.4 78.5 27.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 19 18 23 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,518 COMMITMENTS 1,144 222 624 6,050 7,139 7,818 7,985 700 533 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 91) 84 30 -10 -50 27 24 47 67 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 2.6 7.3 71.0 83.8 91.8 93.7 8.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 6 5 37 38 42 47 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,414 COMMITMENTS 1,138 1,550 175 4,630 3,995 5,943 5,720 471 694 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 377) 160 132 10 187 235 357 377 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 24.2 2.7 72.2 62.3 92.7 89.2 7.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 8 6 32 27 43 36 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,515 COMMITMENTS 458 383 76 545 936 1,079 1,395 436 120 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 170) 0 50 30 90 70 120 150 50 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 25.3 5.0 36.0 61.8 71.2 92.1 28.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 3 9 11 15 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,952 COMMITMENTS 64 9,261 1,700 29,011 19,991 30,775 30,952 177 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 548) 0 305 -45 593 288 548 548 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 29.9 5.5 93.7 64.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 25 21 28 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,094 COMMITMENTS 401 1,483 242 2,621 2,141 3,264 3,866 830 228 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 312) -5 150 45 244 87 284 282 28 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 36.2 5.9 64.0 52.3 79.7 94.4 20.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 4 6 17 14 25 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 391,526 COMMITMENTS 66,480 59,247 72,153 203,240 225,746 341,873 357,146 49,653 34,380 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,039) -115 -823 778 -893 7,255 -230 7,210 3,269 -4,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 15.1 18.4 51.9 57.7 87.3 91.2 12.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 44 39 61 82 84 161 158 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,670 COMMITMENTS 0 1,155 0 42,878 49,591 42,878 50,746 11,792 3,924 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 4,836) 0 0 0 3,904 4,469 3,904 4,469 932 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 78.4 90.7 78.4 92.8 21.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 25 22 26 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,089,330 COMMITMENTS 275,224 502,913 335,279 406,321 214,475 1016824 1052668 72,505 36,662 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -4,539) 5,504 -6,296 -13,393 294 14,158 -7,596 -5,532 3,056 992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 46.2 30.8 37.3 19.7 93.3 96.6 6.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 87 126 146 62 54 251 237 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 983,566 COMMITMENTS 74,817 59,175 346,157 556,524 573,769 977,498 979,101 6,069 4,466 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 62,151) 7,372 9,852 31,696 23,110 20,378 62,178 61,925 -27 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 6.0 35.2 56.6 58.3 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 42 38 66 54 50 127 123 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 415,835 COMMITMENTS 214,463 174,453 56,300 139,478 177,365 410,241 408,118 5,594 7,717 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 16,285) 6,035 13,766 71 10,369 2,273 16,475 16,109 -190 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 42.0 13.5 33.5 42.7 98.7 98.1 1.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 15 27 32 35 65 62 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 104,912 COMMITMENTS 19,123 27,119 17,171 60,899 54,529 97,193 98,819 7,719 6,093 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,123) -901 -186 1,186 3,515 1,266 3,800 2,266 -677 857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 25.8 16.4 58.0 52.0 92.6 94.2 7.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 12 21 17 17 41 39 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,736,324 COMMITMENTS 778,855 47,744 149,736 763,290 1508677 1691881 1706157 44,443 30,167 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 17,421) 19,454 2,209 -871 1,288 16,791 19,871 18,129 -2,450 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 2.7 8.6 44.0 86.9 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 29 10 29 56 56 94 87 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 526,677 COMMITMENTS 50,250 120,300 84,538 387,727 319,450 522,515 524,288 4,162 2,389 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,759) -4,188 4,479 2,987 4,500 -3,529 3,299 3,937 460 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 22.8 16.1 73.6 60.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 26 34 38 35 76 73 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 122,783 COMMITMENTS 59,903 31,802 23,815 38,307 65,517 122,025 121,134 758 1,649 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,525) -1,837 -717 850 3,317 2,428 2,330 2,561 195 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.8 25.9 19.4 31.2 53.4 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 15 19 21 20 47 44 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,654 COMMITMENTS 20,190 8,991 4,031 8,813 20,252 33,034 33,274 620 380 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,778) 738 -325 965 142 1,275 1,845 1,915 -67 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.0 26.7 12.0 26.2 60.2 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 13 13 11 16 31 33 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 4,073 COMMITMENTS 875 1,933 438 2,756 1,701 4,068 4,071 5 1 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -359) 134 -64 -206 -286 -89 -358 -359 -1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 47.5 10.7 67.7 41.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 5 10 14 10 26 22 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,767 COMMITMENTS 200 458 100 4,327 4,064 4,627 4,622 140 145 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 495) 40 40 0 455 460 495 500 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 9.6 2.1 90.8 85.3 97.1 97.0 2.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 15 17 18 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 56,428 COMMITMENTS 3,033 1,472 6,018 46,950 48,536 56,002 56,026 426 402 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,803) 113 -49 6 2,664 2,898 2,783 2,855 21 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.6 10.7 83.2 86.0 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 10 11 12 54 66 72 83 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,837 COMMITMENTS 121 57 110 990 1,142 1,221 1,309 616 528 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 3.1 6.0 53.9 62.2 66.5 71.3 33.5 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 14 14 18 19 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,164 COMMITMENTS 923 313 329 2,599 3,260 3,851 3,902 313 262 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 597) 212 50 94 298 447 604 591 -7 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 7.5 7.9 62.4 78.3 92.5 93.7 7.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 5 7 23 29 32 37 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| 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 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,686,044 COMMITMENTS 0 231,000 0 2686044 2455016 2686044 2686016 0 28 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1) 0 0 0 1 0 1 0 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 06/23/15 | --------------------------------------------------------------| 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 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/23/15 | --------------------------------------------------------------| 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 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,032 COMMITMENTS 340 102 2 16,512 16,779 16,854 16,883 178 149 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 982) 15 0 0 904 982 919 982 63 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.6 0.0 96.9 98.5 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 1 24 24 26 27 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,127 COMMITMENTS 928 8,582 850 71,142 63,893 72,920 73,325 1,207 802 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 763) -38 -126 -28 829 905 763 751 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 11.6 1.1 96.0 86.2 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 9 6 51 47 59 58 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,013 COMMITMENTS 0 188 0 19,723 19,688 19,723 19,876 290 137 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -45) 0 0 0 -45 -45 -45 -45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 98.6 98.4 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 17 19 17 21 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,150 COMMITMENTS 2,610 4,908 917 24,114 21,962 27,641 27,787 509 363 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,103) -10 213 24 1,059 866 1,073 1,103 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 17.4 3.3 85.7 78.0 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 5 4 33 34 39 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,376 COMMITMENTS 145 1,642 966 10,206 8,568 11,317 11,176 59 200 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -131) 0 -630 0 -98 507 -98 -123 -33 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 14.4 8.5 89.7 75.3 99.5 98.2 0.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 22 21 26 24 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,858 COMMITMENTS 0 637 143 9,756 9,884 9,899 10,664 959 194 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 369) 0 44 92 255 267 347 403 22 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 1.3 89.9 91.0 91.2 98.2 8.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 20 21 22 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,347,130 COMMITMENTS 493,175 126,849 886,451 884,665 1256476 2264291 2269776 82,840 77,354 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -27,530) 777 6,383 -51,049 25,835 23,641 -24,438 -21,025 -3,092 -6,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 5.4 37.8 37.7 53.5 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 150 123 204 87 112 341 350 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,413 COMMITMENTS 73,070 3,586 35,083 34,956 104,233 143,109 142,902 2,303 2,511 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -10,721) 6,190 -1,169 -8,849 -8,319 -1,416 -10,979 -11,434 258 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 2.5 24.1 24.0 71.7 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 9 13 16 22 27 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,800 COMMITMENTS 75,432 8,515 3,544 49,702 89,244 128,678 101,303 18,122 45,497 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 4,052) 2,567 19 401 131 2,435 3,099 2,855 953 1,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.4 5.8 2.4 33.9 60.8 87.7 69.0 12.3 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 4 5 15 17 23 24 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,113 COMMITMENTS 2,515 84 6,755 6,119 8,234 15,390 15,074 723 1,040 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -2,736) -784 -746 -429 -1,423 -1,447 -2,636 -2,622 -100 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.5 41.9 38.0 51.1 95.5 93.5 4.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 2 9 10 11 23 20 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,046 COMMITMENTS 26,040 719 36,563 115,265 137,519 177,868 174,801 8,179 11,245 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,973) 469 -31 1,168 3,755 4,378 5,391 5,515 -2,419 -2,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 0.4 19.7 62.0 73.9 95.6 94.0 4.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 1 10 24 24 34 34 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 149,367 COMMITMENTS 13,081 62,287 53,170 78,211 28,427 144,462 143,884 4,906 5,483 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -330) 2,106 305 -1,632 -574 1,436 -99 110 -231 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 41.7 35.6 52.4 19.0 96.7 96.3 3.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 12 23 20 17 46 41 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,027 COMMITMENTS 1,348 5,232 9,446 45,122 40,419 55,916 55,098 12,111 12,930 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -284) -3 3,565 -451 198 -3,348 -257 -234 -27 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 7.7 13.9 66.3 59.4 82.2 81.0 17.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 4 16 16 21 20 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,795 COMMITMENTS 5,982 1,163 2,496 2,045 6,345 10,524 10,004 271 790 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 860) 1,211 -76 -166 -176 1,139 869 896 -9 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 10.8 23.1 18.9 58.8 97.5 92.7 2.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 5 11 12 16 18 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,698 COMMITMENTS 21,421 10,487 28,022 15,201 25,366 64,644 63,874 1,054 1,823 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -19,248) -8,650 -2,403 -5,888 -4,608 -10,662 -19,146 -18,953 -101 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 16.0 42.7 23.1 38.6 98.4 97.2 1.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 7 7 6 10 13 20 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,653 COMMITMENTS 0 0 0 9,653 9,653 9,653 9,653 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -1,179) 0 0 0 -1,164 -1,164 -1,164 -1,164 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 22 17 22 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,759 COMMITMENTS 25,344 15,220 903 7,967 17,365 34,214 33,489 1,545 2,271 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,035) -674 2,022 173 1,547 -1,697 1,045 498 -11 536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.9 42.6 2.5 22.3 48.6 95.7 93.6 4.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 81 64 14 29 29 117 102 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 84,621 COMMITMENTS 57,361 37,734 2,184 18,512 40,649 78,058 80,567 6,564 4,055 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,197) -1,933 1,979 515 2,575 -1,103 1,158 1,391 39 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.8 44.6 2.6 21.9 48.0 92.2 95.2 7.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 118 75 21 38 32 171 117 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 413,378 COMMITMENTS 110,810 57,758 76,144 201,564 263,104 388,518 397,007 24,860 16,371 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 20,651) -3,083 3,135 2,760 20,868 14,977 20,545 20,872 105 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 14.0 18.4 48.8 63.6 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 83 46 70 79 90 195 175 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,028 COMMITMENTS 6,064 444 957 6,213 11,752 13,234 13,153 2,794 2,875 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,117) 415 0 -75 855 994 1,195 919 -78 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 2.8 6.0 38.8 73.3 82.6 82.1 17.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 4 13 14 20 18 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 10,937 COMMITMENTS 595 100 775 8,764 8,839 10,134 9,714 803 1,223 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 150) 325 25 -25 100 100 400 100 -250 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.9 7.1 80.1 80.8 92.7 88.8 7.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 3 16 14 20 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,185 COMMITMENTS 5,296 1,679 4,767 10,864 15,463 20,927 21,909 3,258 2,276 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 914) -691 -889 1,222 575 663 1,106 996 -192 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 6.9 19.7 44.9 63.9 86.5 90.6 13.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 4 6 16 18 24 25 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 20,671 COMMITMENTS 14,335 16,176 250 5,955 4,245 20,540 20,671 131 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 662) 398 277 225 39 160 662 662 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.3 78.3 1.2 28.8 20.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 5 2 10 11 20 16 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,083 COMMITMENTS 8,295 9,491 4,886 4,246 3,177 17,427 17,554 656 529 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 910) 302 288 296 592 366 1,190 950 -280 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.9 52.5 27.0 23.5 17.6 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 23 27 8 9 40 46 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,177 COMMITMENTS 2,755 3,573 5,256 2,133 1,348 10,144 10,177 32 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -416) -793 -81 -666 1,042 331 -418 -416 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 35.1 51.7 21.0 13.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 11 13 6 6 20 22 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,474 COMMITMENTS 310 1,178 450 3,548 2,674 4,308 4,302 166 172 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 50) 0 50 -50 100 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 26.3 10.1 79.3 59.8 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 1 11 9 16 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,565 COMMITMENTS 5,517 150 0 29,988 35,415 35,505 35,565 60 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 430) 0 100 0 430 330 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 0.4 0.0 84.3 99.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 0 23 24 26 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,192 COMMITMENTS 1,245 2,244 869 6,078 5,079 8,192 8,192 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 100) -147 -327 147 100 280 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 27.4 10.6 74.2 62.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 5 12 11 18 16 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,122 COMMITMENTS 818 3,378 617 13,839 12,020 15,274 16,015 848 107 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 240) 19 -131 150 83 220 252 239 -12 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 21.0 3.8 85.8 74.6 94.7 99.3 5.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 5 25 23 30 33 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,520 COMMITMENTS 1,565 2,053 925 11,679 11,235 14,169 14,213 351 307 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 240) 134 32 18 52 173 204 223 36 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 14.1 6.4 80.4 77.4 97.6 97.9 2.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 9 7 24 26 35 37 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,865 COMMITMENTS 610 215 400 445 927 1,455 1,542 410 323 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 108) 160 -20 -10 20 118 170 88 -62 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 11.5 21.4 23.9 49.7 78.0 82.7 22.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 6 4 9 16 17 25 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| 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 1,592 1,886 266 9,038 9,190 10,896 11,342 507 61 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 16.5 2.3 79.3 80.6 95.6 99.5 4.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 4 11 11 16 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,240 COMMITMENTS 2,875 3,825 1,651 25,111 24,819 29,637 30,295 6,603 5,945 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 429) 45 226 -58 358 199 345 367 84 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 10.6 4.6 69.3 68.5 81.8 83.6 18.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 4 19 20 23 25
Updated June 26, 2015