GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,872
COMMITMENTS
  17,338    5,205    1,316   40,385   53,073   59,039   59,594      833      278

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -128)
    -140     -226      215     -203     -178     -128     -189        0       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.7      2.2     67.5     88.6     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        8        8       40       42       49       54                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,671
COMMITMENTS
   1,172      185      398    6,327    7,443    7,897    8,026      774      645

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        686)
      77       16      -22      761      703      816      697     -130      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      2.1      4.6     73.0     85.8     91.1     92.6      8.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        5       31       32       38       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,139
COMMITMENTS
     280      178      242    1,293    1,402    1,815    1,822      324      317

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        307)
     -15        0       43      298      308      326      351      -19      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      8.3     11.3     60.4     65.5     84.9     85.2     15.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        4       13       16       19       22                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,509
COMMITMENTS
   1,285      396      593    5,050    5,965    6,928    6,954      581      555

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        507)
      59     -180      262      186      418      507      500        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      5.3      7.9     67.3     79.4     92.3     92.6      7.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        7       33       39       40       46                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,819
COMMITMENTS
     134    1,055      563    6,921    5,701    7,618    7,319      201      500

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        475)
    -113     -100      116      564      593      567      609      -92     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     13.5      7.2     88.5     72.9     97.4     93.6      2.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        6        7       30       28       37       36                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,150
COMMITMENTS
     410      265      145      452      667    1,007    1,077      143       73

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         80)
      65       65      -65       10       80       10       80       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     23.0     12.6     39.3     58.0     87.6     93.7     12.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        5        8       11       16       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,455
COMMITMENTS
     299   10,783      489   27,599   17,183   28,387   28,455       68        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         67)
       0      -70       -5       72      142       67       67        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     37.9      1.7     97.0     60.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        5       29       20       35       25                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,823
COMMITMENTS
   1,364    1,974      390    3,462    3,118    5,216    5,482      607      341

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        352)
      56        6      108      202      266      366      380      -14      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     33.9      6.7     59.5     53.5     89.6     94.1     10.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        9        8       22       24       35       36                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,301
COMMITMENTS
      50      697      150    3,456    3,259    3,656    4,106      645      195

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        386)
       0       30        0      352      341      352      371       34       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     16.2      3.5     80.4     75.8     85.0     95.5     15.0      4.5

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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      409,390
COMMITMENTS
  75,921   63,725   68,633  217,640  247,814  362,194  380,172   47,196   29,218

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -4,105)
   3,148    2,486   -1,423   -4,809   -1,472   -3,084     -409   -1,021   -3,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     15.6     16.8     53.2     60.5     88.5     92.9     11.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      51       36       63       86       88      169      160                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       65,706
COMMITMENTS
   1,150    1,650      450   52,226   55,976   53,826   58,076   11,880    7,630

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        490)
    -400     -276      -50      875     -280      425     -606       65    1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.5      0.7     79.5     85.2     81.9     88.4     18.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       22       26       24       28                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,075,414
COMMITMENTS
 276,654  439,031  326,556  406,769  269,877  1009979  1035464   65,435   39,950

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -868)
     557    6,243    5,560     -667  -11,336    5,450      467   -6,318   -1,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     40.8     30.4     37.8     25.1     93.9     96.3      6.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     117      128      147       61       55      263      260                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      263,843
COMMITMENTS
  69,133   91,798   50,678  133,386  115,028  253,197  257,504   10,646    6,339

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -19,469)
    -751   -3,416   -7,662   -8,950   -8,049  -17,363  -19,127   -2,106     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     34.8     19.2     50.6     43.6     96.0     97.6      4.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      17       12       26       30       32       60       59                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      109,206
COMMITMENTS
  22,941   18,190   17,529   58,285   67,026   98,755  102,745   10,451    6,461

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -19,474)
     332      303  -10,427  -10,613  -10,165  -20,708  -20,289    1,234      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     16.7     16.1     53.4     61.4     90.4     94.1      9.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       18       23       22       23       46       50                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,359,790
COMMITMENTS
 532,130   38,718  105,144  688,964  1191182  1326238  1335044   33,552   24,746

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -69,693)
 -46,311   -9,867   -8,710  -12,078  -42,299  -67,099  -60,876   -2,594   -8,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      2.8      7.7     50.7     87.6     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      26       10       28       50       47       84       77                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,865
COMMITMENTS
  25,940   64,719   27,841  260,227  217,565  314,008  310,125    2,857    6,740

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -18,862)
 -15,582   -5,419     -463   -3,105  -13,254  -19,150  -19,136      288      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     20.4      8.8     82.1     68.7     99.1     97.9      0.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      13       17       22       33       30       59       56                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      133,933
COMMITMENTS
  62,908   63,075   15,122   54,523   53,991  132,553  132,188    1,380    1,745

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,643)
    -233    2,133      718    2,357     -603    2,842    2,248     -199      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     47.1     11.3     40.7     40.3     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19       13       23       23       21       52       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       27,044
COMMITMENTS
  16,144    4,664    3,846    6,477   18,324   26,467   26,834      577      210

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        258)
     125      120      110       13       13      248      243       10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7     17.2     14.2     23.9     67.8     97.9     99.2      2.1      0.8

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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,416
COMMITMENTS
       5      343      150    3,136    2,835    3,291    3,328      125       88

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        221)
     -75       40       55      191      116      171      211       50       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     10.0      4.4     91.8     83.0     96.3     97.4      3.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        4       16       19       20       24                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,393
COMMITMENTS
   4,714    2,006    5,244   43,227   45,896   53,185   53,146      208      247

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,120)
     -69      -95      625    1,603    1,610    2,159    2,140      -39      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      3.8      9.8     81.0     86.0     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      10       13       10       42       65       58       83                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,155
COMMITMENTS
     491    1,217      301    2,424    2,426    3,216    3,944      939      211

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        214)
     -18       21      -27      299      231      254      225      -40      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     29.3      7.2     58.3     58.4     77.4     94.9     22.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       11        6       20       22       29       35                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      209,158
COMMITMENTS
  18,260      745    1,080  189,669  207,333  209,009  209,158      149        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,105)
       0        0        0    2,105    2,105    2,105    2,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.4      0.5     90.7     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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,617,671
COMMITMENTS
 395,890   15,860   34,250  3187531  3567561  3617671  3617671        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     86,770)
       0        0        0   86,770   86,770   86,770   86,770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.4      0.9     88.1     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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,125,842
COMMITMENTS
       0        0        0  1125842  1125842  1125842  1125842        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -54,201)
       0        0        0  -54,201  -54,201  -54,201  -54,201        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       16       12       16       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,607
COMMITMENTS
     139      904      400   31,475   30,375   32,014   31,679      593      928

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        374)
      30      125      -20      364      269      374      374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.8      1.2     96.5     93.2     98.2     97.2      1.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        5       26       33       31       39                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      142,070
COMMITMENTS
   7,155    2,808      699  132,535  137,288  140,389  140,795    1,681    1,275

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      8,265)
      84      147      -46    8,377    8,286    8,415    8,387     -150     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      2.0      0.5     93.3     96.6     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      15        9        9       53       56       72       70                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       74,368
COMMITMENTS
  13,377    3,683       83   60,428   69,880   73,888   73,646      480      722

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,754)
       0        0        0    2,754    2,754    2,754    2,754        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      5.0      0.1     81.3     94.0     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        3        1       24       24       30       28                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,456
COMMITMENTS
   1,430      683    1,652   31,128   31,652   34,210   33,987      246      469

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,094)
      10     -120      171      943    1,113    1,124    1,164      -30      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.0      4.8     90.3     91.9     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       33       34       40       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,141
COMMITMENTS
   2,261    3,337      440   14,924   13,965   17,625   17,742      516      399

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,304)
     455      489      -55      904      912    1,304    1,346        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     18.4      2.4     82.3     77.0     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       32       29       38       34                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,020
COMMITMENTS
     217      126      120   15,475   16,252   15,812   16,498    1,208      522

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        114)
     -30        0       15      109       99       94      114       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.7      0.7     90.9     95.5     92.9     96.9      7.1      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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,709,540
COMMITMENTS
 522,661  175,659  519,981  569,242  908,604  1611884  1604244   97,656  105,296

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     52,121)
  -5,569   -4,429   23,420   32,418   30,038   50,269   49,029    1,852    3,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     10.3     30.4     33.3     53.1     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     140      116      173      101      126      328      350                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,829
COMMITMENTS
  74,835   13,799    3,795   39,024   71,876  117,654   89,470   15,175   43,359

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,100)
     624      432     -193      974      836    1,405    1,075      695    1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     10.4      2.9     29.4     54.1     88.6     67.4     11.4     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        6       13       15       22       23                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      156,945
COMMITMENTS
   7,895   55,819   74,198   69,259   20,077  151,352  150,094    5,593    6,851

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,214)
     953     -576      350    2,303    3,296    3,606    3,070   -1,392     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     35.6     47.3     44.1     12.8     96.4     95.6      3.6      4.4

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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,731
COMMITMENTS
     360      135        0   14,326   14,566   14,686   14,701       45       30

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -30)
    -270      -60        0      225        0      -45      -60       15       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.9      0.0     97.3     98.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       28       24       29       25                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,341
COMMITMENTS
  13,870    9,919      221    6,890   10,351   20,981   20,491    1,360    1,850

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -812)
   1,046    1,237   -1,113     -637   -1,159     -704   -1,035     -108      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     44.4      1.0     30.8     46.3     93.9     91.7      6.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      53       55        9       29       29       87       88                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       61,795
COMMITMENTS
  45,266   13,006    1,686    8,095   44,106   55,047   58,798    6,748    2,997

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,391)
  -3,189    1,047      303      495   -4,453   -2,391   -3,103        0      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.3     21.0      2.7     13.1     71.4     89.1     95.2     10.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
     128       39       18       25       39      164       88                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      390,772
COMMITMENTS
 102,523   42,949   66,106  197,058  265,535  365,687  374,590   25,085   16,182

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -22,781)
  -5,171     -257   -3,783  -12,752  -17,486  -21,706  -21,526   -1,075   -1,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     11.0     16.9     50.4     68.0     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      79       52       75       92      101      206      199                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,388
COMMITMENTS
   2,347    3,235      666    8,147    5,780   11,160    9,681    2,228    3,707

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,104)
     206       -2      120      980      771    1,306      889     -202      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     24.2      5.0     60.9     43.2     83.4     72.3     16.6     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        4       10       13       17       18                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,887
COMMITMENTS
   2,074      375    1,080    8,020    9,432   11,174   10,887      713    1,000

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        423)
     -30        0       30      260      293      260      323      163      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      3.2      9.1     67.5     79.3     94.0     91.6      6.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,414
COMMITMENTS
   1,105      200      150   11,809   11,994   13,064   12,344    1,350    2,070

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        545)
     145        0        0       50      620      195      620      350      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.4      1.0     81.9     83.2     90.6     85.6      9.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       15       18       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,054
COMMITMENTS
   1,152    4,798    1,466   10,909    8,699   13,527   14,963    5,527    4,091

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     25.2      7.7     57.3     45.7     71.0     78.5     29.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        4       13       14       17       18                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,314
COMMITMENTS
     184      713      532    4,979    4,148    5,695    5,393    2,619    2,921

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      8.6      6.4     59.9     49.9     68.5     64.9     31.5     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14       14       18       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,853
COMMITMENTS
   8,180   16,831    1,346   10,327    1,514   19,853   19,691        0      162

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,461)
    -526   -1,172     -687   -1,248     -597   -2,461   -2,456        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     84.8      6.8     52.0      7.6    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8        5       12        8       22       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       23,938
COMMITMENTS
   8,405    7,352    9,070    5,952    7,197   23,427   23,619      511      319

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        951)
     400      264      543     -104      106      839      913      112       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     30.7     37.9     24.9     30.1     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      22       14       29       11       11       45       43                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,610
COMMITMENTS
   2,823      740        0   35,442   37,865   38,265   38,605      345        5

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,637)
       0       75        0    1,622    1,572    1,622    1,647       15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.9      0.0     91.8     98.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       31       21       34       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,829
COMMITMENTS
   2,491    9,263      666   15,631    9,407   18,788   19,336    1,041      493

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        234)
       0       54        0      234      234      234      288        0      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     46.7      3.4     78.8     47.4     94.8     97.5      5.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        7        4       27       23       35       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,774
COMMITMENTS
      76    4,073      149    4,686    1,195    4,911    5,417      863      357

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         38)
     -34      -25       37       34       26       37       38        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     70.5      2.6     81.2     20.7     85.1     93.8     14.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       20       18       24       22                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,016
COMMITMENTS
     950    2,695      776    7,939    6,212    9,665    9,683      351      333

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        275)
      76       26       10      188      239      274      275        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     26.9      7.7     79.3     62.0     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       11        8       23       19       34       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,817
COMMITMENTS
   1,224      175       30      388    1,268    1,642    1,473      175      344

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        200)
     230       30        0       10      190      240      220      -40      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4      9.6      1.7     21.4     69.8     90.4     81.1      9.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        1        9       16       15       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,201
COMMITMENTS
   2,554    8,380    3,342   20,078   13,076   25,974   24,798    5,227    6,403

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        205)
    -143     -397      335       41      136      233       74      -28      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     26.9     10.7     64.4     41.9     83.2     79.5     16.8     20.5

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



Updated June 3, 2016