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