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