GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,000
COMMITMENTS
  17,478    5,431    1,101   40,588   53,251   59,167   59,783      833      217

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -141)
    -257   -1,222       49       67    1,022     -141     -151        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      9.1      1.8     67.6     88.8     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        8        8       39       42       48       54                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,985
COMMITMENTS
   1,095      169      420    5,566    6,740    7,081    7,329      904      656

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        152)
      40       39       69       67      104      176      212      -24      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      2.1      5.3     69.7     84.4     88.7     91.8     11.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        5       29       31       35       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,832
COMMITMENTS
     295      178      199      995    1,094    1,489    1,471      343      361

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        181)
      52       73        5      131      100      188      178       -7        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      9.7     10.9     54.3     59.7     81.3     80.3     18.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        3       11       13       16       18                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,002
COMMITMENTS
   1,226      576      331    4,864    5,547    6,421    6,454      581      548

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        170)
     115     -137       64      -10      178      169      105        1       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      8.2      4.7     69.5     79.2     91.7     92.2      8.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        5       33       38       39       43                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,344
COMMITMENTS
     247    1,155      447    6,357    5,108    7,051    6,710      293      634

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         81)
      73       27      -58       37      103       52       72       29        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     15.7      6.1     86.6     69.6     96.0     91.4      4.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        7       26       23       34       30                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,070
COMMITMENTS
     345      200      210      442      587      997      997       73       73

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         70)
      40      -10       40        0       40       80       70      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     18.7     19.6     41.3     54.9     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        5       10       11       18       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,388
COMMITMENTS
     299   10,853      494   27,527   17,041   28,320   28,388       68        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        277)
       0     -180       60      217      397      277      277        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     38.2      1.7     97.0     60.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        5       26       20       32       25                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,471
COMMITMENTS
   1,308    1,968      282    3,260    2,852    4,850    5,102      621      369

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        351)
      89      123       -5      275      227      359      345       -8        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     36.0      5.2     59.6     52.1     88.6     93.3     11.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        7        5       22       23       32       33                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,915
COMMITMENTS
      50      667      150    3,104    2,918    3,304    3,735      611      180

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:          3)
       0      -25        0      -72      -27      -72      -52       75       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     17.0      3.8     79.3     74.5     84.4     95.4     15.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       18       19       22       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      413,495
COMMITMENTS
  72,773   61,239   70,056  222,449  249,286  365,278  380,581   48,217   32,914

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     14,351)
   5,126    2,012   -6,419   15,694   21,734   14,401   17,327      -50   -2,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     14.8     16.9     53.8     60.3     88.3     92.0     11.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      52       41       63       85       86      171      158                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       65,216
COMMITMENTS
   1,550    1,926      500   51,351   56,256   53,401   58,682   11,815    6,534

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      4,458)
     300     -450      150    4,950    5,777    5,400    5,477     -942   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.0      0.8     78.7     86.3     81.9     90.0     18.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       21       27       23       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,076,282
COMMITMENTS
 276,097  432,788  320,996  407,436  281,213  1004529  1034997   71,753   41,285

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -12,481)
 -11,938   12,298  -19,570   21,519   -6,973   -9,989  -14,245   -2,492    1,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     40.2     29.8     37.9     26.1     93.3     96.2      6.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     110      130      147       65       59      262      265                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      283,312
COMMITMENTS
  69,884   95,214   58,340  142,336  123,077  270,560  276,631   12,752    6,681

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      6,412)
   4,550      111    3,360   -2,207    3,031    5,703    6,502      709      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     33.6     20.6     50.2     43.4     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       16       30       34       34       69       67                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      128,680
COMMITMENTS
  22,609   17,887   27,956   68,898   77,191  119,463  123,034    9,217    5,646

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     11,697)
     593    2,764    6,209    4,830    2,959   11,632   11,932       65     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     13.9     21.7     53.5     60.0     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       18       26       25       25       53       55                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,429,483
COMMITMENTS
 578,441   48,585  113,854  701,042  1233481  1393337  1395920   36,146   33,563

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     16,381)
  18,191    3,185   -1,578     -898   10,200   15,715   11,807      666    4,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      3.4      8.0     49.0     86.3     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      23       14       27       52       48       84       80                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,727
COMMITMENTS
  41,522   70,138   28,304  263,332  230,819  333,158  329,261    2,569    6,466

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      7,934)
   2,862    1,013    1,968    3,076    4,893    7,906    7,874       28       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     20.9      8.4     78.4     68.8     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      17       16       28       34       31       64       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      131,290
COMMITMENTS
  63,141   60,942   14,404   52,166   54,594  129,711  129,940    1,579    1,350

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -546)
    -771    2,486     -845    1,141   -2,105     -475     -464      -71      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     46.4     11.0     39.7     41.6     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19       14       23       23       22       52       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       26,786
COMMITMENTS
  16,019    4,544    3,736    6,464   18,311   26,219   26,591      567      195

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        322)
     -60       30      135      142      157      217      322      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     17.0     13.9     24.1     68.4     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        7       11       14       13       35       26                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,195
COMMITMENTS
      80      303       95    2,945    2,719    3,120    3,117       75       78

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        110)
     -65       50        0      175       50      110      100        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      9.5      3.0     92.2     85.1     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       16       18       20       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       51,273
COMMITMENTS
   4,783    2,101    4,619   41,624   44,286   51,026   51,006      247      267

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,354)
     634    1,064      -46    2,784    2,356    3,372    3,374      -18      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      4.1      9.0     81.2     86.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      10       12       11       42       63       58       81                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,941
COMMITMENTS
     509    1,196      328    2,125    2,195    2,962    3,719      979      222

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        251)
     105       53      -33      186      166      258      186       -7       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     30.3      8.3     53.9     55.7     75.2     94.4     24.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       11        6       18       20       27       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      207,053
COMMITMENTS
  18,260      745    1,080  187,564  205,228  206,904  207,053      149        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        126)
       0        0        0      126      126      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.4      0.5     90.6     99.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       16       23       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,530,901
COMMITMENTS
 395,890   15,860   34,250  3100761  3480791  3530901  3530901        0        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.4      1.0     87.8     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       18       20       20                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,180,043
COMMITMENTS
       0        0        0  1180043  1180043  1180043  1180043        0        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -43,960)
       0        0        0  -43,960  -43,960  -43,960  -43,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       20)
       0        0        0       15       12       15       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,233
COMMITMENTS
     109      779      420   31,111   30,106   31,640   31,305      593      928

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,487)
      41       -9      -21    1,269    1,374    1,289    1,344      198      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.4      1.3     96.5     93.4     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        5       25       33       30       39                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      133,805
COMMITMENTS
   7,071    2,661      745  124,158  129,002  131,974  132,408    1,831    1,397

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      6,550)
     218      328      147    6,309    6,086    6,674    6,561     -124      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      2.0      0.6     92.8     96.4     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14        8        8       53       56       71       69                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,614
COMMITMENTS
  13,377    3,683       83   57,674   67,126   71,134   70,892      480      722

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,245)
       0        0        0    3,245    3,245    3,245    3,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      5.1      0.1     80.5     93.7     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        3        1       23       23       29       27                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,362
COMMITMENTS
   1,420      803    1,481   30,185   30,539   33,086   32,823      276      539

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,555)
      -5       25        9    1,526    1,396    1,530    1,430       25      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      2.4      4.4     90.5     91.5     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        4       32       32       38       37                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,837
COMMITMENTS
   1,806    2,848      495   14,020   13,053   16,321   16,396      516      441

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        737)
     -25       79      -74      840      731      741      736       -4        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     16.9      2.9     83.3     77.5     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        4       32       29       38       33                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,906
COMMITMENTS
     247      126      105   15,366   16,153   15,718   16,384    1,188      522

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        105)
       0        0        0       31       42       31       42       74       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.7      0.6     90.9     95.5     93.0     96.9      7.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       24       18       27       20                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,657,419
COMMITMENTS
 528,230  180,088  496,561  536,824  878,566  1561615  1555215   95,804  102,204

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -41,561)
 -26,366   -5,739   34,147  -48,526  -58,213  -40,745  -29,805     -816  -11,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     10.9     30.0     32.4     53.0     94.2     93.8      5.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     139      127      170       97      127      324      359                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,729
COMMITMENTS
  74,211   13,367    3,988   38,050   71,040  116,249   88,395   14,480   42,334

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,424)
     246      558      382    2,379    1,286    3,007    2,226      417    1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     10.2      3.1     29.1     54.3     88.9     67.6     11.1     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        5       13       15       21       23                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,731
COMMITMENTS
   6,942   56,395   73,848   66,956   16,781  147,746  147,024    6,985    7,707

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      7,598)
    -900      518    3,218    4,460    3,935    6,778    7,671      820      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     36.4     47.7     43.3     10.8     95.5     95.0      4.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       14       26       18       17       47       43                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,761
COMMITMENTS
     630      195        0   14,101   14,566   14,731   14,761       30        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        165)
       0       30        0      135      135      135      165       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.3      0.0     95.5     98.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       28       25       30       26                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,153
COMMITMENTS
  12,824    8,682    1,334    7,527   11,510   21,685   21,526    1,468    1,627

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -1,825)
  -1,031    1,171     -849       45   -2,317   -1,835   -1,995       10      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4     37.5      5.8     32.5     49.7     93.7     93.0      6.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      54       47       14       34       35       94       93                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,186
COMMITMENTS
  48,455   11,959    1,383    7,600   48,559   57,438   61,901    6,748    2,285

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -2,503)
  -3,341     -433      464    1,175   -2,469   -1,702   -2,438     -801      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.5     18.6      2.2     11.8     75.7     89.5     96.4     10.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
     127       42       20       25       39      163       93                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      413,553
COMMITMENTS
 107,694   43,206   69,889  209,810  283,021  387,393  396,116   26,160   17,437

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -3,218)
  -3,884    1,558   -2,424    1,792   -2,839   -4,516   -3,705    1,298      487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     10.4     16.9     50.7     68.4     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      88       45       75       98      107      215      203                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,284
COMMITMENTS
   2,141    3,237      546    7,167    5,009    9,854    8,792    2,430    3,492

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        842)
     559       88        0      180      438      739      526      103      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     26.4      4.4     58.3     40.8     80.2     71.6     19.8     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        4        7       10       14       16                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,464
COMMITMENTS
   2,104      375    1,050    7,760    9,139   10,914   10,564      550      900

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        365)
       0        0      -25      390      390      365      365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      3.3      9.2     67.7     79.7     95.2     92.1      4.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        4       15       16       19       21                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,869
COMMITMENTS
     960      200      150   11,759   11,374   12,869   11,724    1,000    2,145

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,110)
    -190        0       75    1,475      385    1,360      460     -250      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      1.4      1.1     84.8     82.0     92.8     84.5      7.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       17       15       19       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       22,314
COMMITMENTS
   8,706   18,003    2,033   11,575    2,111   22,314   22,147        0      167

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        212)
      50       20      190      -28        2      212      212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     80.7      9.1     51.9      9.5    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8        6       12        8       23       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       22,987
COMMITMENTS
   8,005    7,088    8,527    6,056    7,091   22,588   22,706      399      281

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,746)
     627      166      756      343      833    1,726    1,755       20       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     30.8     37.1     26.3     30.8     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21       15       28       12       11       45       42                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,973
COMMITMENTS
   2,823      665        0   33,820   36,293   36,643   36,958      330       15

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      5,792)
      60        0        0    5,748    5,797    5,808    5,797      -16       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.8      0.0     91.5     98.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       31       22       34       24                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,005
COMMITMENTS
       0    1,450      100    2,905    1,450    3,005    3,000        0        5

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         25)
     -25        0       25       25        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     48.3      3.3     96.7     48.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        3       13        7       16       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,595
COMMITMENTS
   2,491    9,209      666   15,397    9,173   18,554   19,048    1,041      547

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        163)
     -50       78       23      190       49      163      150        0       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     47.0      3.4     78.6     46.8     94.7     97.2      5.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        6        4       27       23       35       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,736
COMMITMENTS
     110    4,098      112    4,652    1,169    4,874    5,379      862      357

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        140)
       4       24        3      205      199      212      226      -72      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     71.4      2.0     81.1     20.4     85.0     93.8     15.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       20       17       24       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,195
COMMITMENTS
     230      617      500    2,280    2,068    3,010    3,185      185       10

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        -25)
       0      -75        0      -25       50      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     19.3     15.6     71.4     64.7     94.2     99.7      5.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        4        9       10       14       16                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,741
COMMITMENTS
     874    2,669      766    7,751    5,973    9,391    9,408      350      333

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        814)
     189      706     -187      809      268      811      787        3       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     27.4      7.9     79.6     61.3     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5       11        8       23       19       34       32                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,617
COMMITMENTS
     994      145       30      378    1,078    1,402    1,253      215      364

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         80)
     120       60      -30        0        0       90       30      -10       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5      9.0      1.9     23.4     66.7     86.7     77.5     13.3     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        3        1        8       14       14       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,996
COMMITMENTS
   2,697    8,777    3,007   20,037   12,940   25,741   24,724    5,255    6,272

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        835)
    -136     -541      384      247      452      495      295      340      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     28.3      9.7     64.6     41.7     83.0     79.8     17.0     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        3       17       14       22       17                  



Updated May 27, 2016