GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,197
COMMITMENTS
  13,788    5,020    1,178   35,159   44,555   50,125   50,753    1,072      444

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        645)
     889      167        0     -234      443      655      610      -10       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      9.8      2.3     68.7     87.0     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        6        7       40       39       49       49                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,556
COMMITMENTS
   1,039      114      540    6,321    7,443    7,900    8,097      656      459

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        267)
       4       11       46      277      348      327      405      -60     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.3      6.3     73.9     87.0     92.3     94.6      7.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        7       29       32       38       39                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,849
COMMITMENTS
     147       77      232    1,193    1,318    1,572    1,627      277      222

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         33)
      24      -21       -6       15       45       33       18        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      4.2     12.5     64.5     71.3     85.0     88.0     15.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        3       15       20       20       24                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,118
COMMITMENTS
   1,352      102      463    3,617    5,040    5,432    5,605      686      513

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        315)
     -71       18       93      260      196      282      307       33        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      1.7      7.6     59.1     82.4     88.8     91.6     11.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        5       33       35       39       40                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,726
COMMITMENTS
      74    1,346      340    7,031    5,396    7,445    7,082      281      644

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        178)
       0      -46      -44      205      208      161      118       17       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     17.4      4.4     91.0     69.8     96.4     91.7      3.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        6        6       28       26       35       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,411
COMMITMENTS
     210      555      240      674      506    1,124    1,301      287      110

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     39.3     17.0     47.8     35.9     79.7     92.2     20.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        6        7        7       15       15                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,093
COMMITMENTS
     274    9,046      365   25,355   16,682   25,994   26,093       99        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,432)
       0      855       20    1,412      557    1,432    1,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     34.7      1.4     97.2     63.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        3       25       19       28       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,776
COMMITMENTS
   1,021    2,353      427    3,659    2,749    5,107    5,529      669      247

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        391)
     159      303      -43      285      101      401      361      -10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     40.7      7.4     63.3     47.6     88.4     95.7     11.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        9        6       23       22       32       33                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,479
COMMITMENTS
      10      694      304    3,611    3,253    3,925    4,251      554      228

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        240)
       0       10       -5      280      280      275      285      -35      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     15.5      6.8     80.6     72.6     87.6     94.9     12.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        5       18       17       23       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      404,416
COMMITMENTS
  75,014   60,156   63,936  216,277  246,856  355,227  370,948   49,189   33,468

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -8,191)
  -2,867   -3,289   -2,476      -13   -3,989   -5,356   -9,754   -2,835    1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     14.9     15.8     53.5     61.0     87.8     91.7     12.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      45       38       57       84       88      162      156                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       61,843
COMMITMENTS
   2,000    1,475      275   49,022   54,724   51,297   56,474   10,546    5,369

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,699)
     675        0       50    4,768    6,950    5,493    7,000     -794   -2,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.4      0.4     79.3     88.5     82.9     91.3     17.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       21       27       23       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,075,469
COMMITMENTS
 272,504  413,062  332,216  397,327  295,314  1002047  1040592   73,422   34,877

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,628)
   7,470   -2,624    3,145  -10,436   -1,315      179     -794    1,449    2,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     38.4     30.9     36.9     27.5     93.2     96.8      6.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     122      121      151       64       61      284      252                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      294,159
COMMITMENTS
 102,705  119,983   48,062  134,041  119,087  284,808  287,132    9,351    7,027

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     18,464)
  17,104   17,968   -1,408    2,949    1,804   18,645   18,364     -181      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     40.8     16.3     45.6     40.5     96.8     97.6      3.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       13       28       35       36       68       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      144,729
COMMITMENTS
  32,393   35,965   27,882   74,832   75,724  135,107  139,571    9,622    5,158

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     21,530)
  10,726   14,451    3,927    6,500    3,672   21,153   22,050      377     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     24.8     19.3     51.7     52.3     93.4     96.4      6.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       21       28       25       26       55       59                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,416,076
COMMITMENTS
 583,337   42,265  109,973  688,176  1230795  1381486  1383033   34,590   33,043

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     31,394)
  20,173    1,603   11,496   -1,169   17,370   30,500   30,469      894      925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2      3.0      7.8     48.6     86.9     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      29        9       28       50       47       85       78                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      348,527
COMMITMENTS
  26,806   70,036   45,776  272,527  225,661  345,109  341,473    3,418    7,054

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,232)
   2,037      262    1,591   -1,276      278    2,352    2,131     -120      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     20.1     13.1     78.2     64.7     99.0     98.0      1.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       18       24       33       30       61       58                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      124,821
COMMITMENTS
  59,531   53,896   17,435   46,827   52,373  123,793  123,704    1,028    1,117

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      3,039)
   2,222    3,002    1,772     -997   -1,609    2,997    3,165       42     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     43.2     14.0     37.5     42.0     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       19       28       21       20       54       51                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       21,753
COMMITMENTS
  14,085    4,751    2,355    4,750   14,467   21,190   21,573      563      180

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -461)
    -305     -250       -2     -199     -219     -506     -471       45       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     21.8     10.8     21.8     66.5     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        5       14       13       12       33       28                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,922
COMMITMENTS
      10      485      120    2,688    2,245    2,818    2,850      104       72

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         72)
       0       30        0       92       62       92       92      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     16.6      4.1     92.0     76.8     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        4       15       19       19       25                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       55,005
COMMITMENTS
   5,892    2,173    5,496   43,368   47,103   54,756   54,772      249      233

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,435)
     289     -110      134    3,934    4,394    4,357    4,418       78       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      4.0     10.0     78.8     85.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12       14       10       42       63       60       81                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,239
COMMITMENTS
     380      699      308    1,767    1,850    2,455    2,857      784      382

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         84)
      65       20      -30       65       50      100       40      -16       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     21.6      9.5     54.6     57.1     75.8     88.2     24.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        8        6       19       22       28       32                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      200,684
COMMITMENTS
  17,820      635    1,080  181,657  198,969  200,557  200,684      127        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -1,509)
       0        0        0   -1,509   -1,509   -1,509   -1,509        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.3      0.5     90.5     99.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       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 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,460,441
COMMITMENTS
 388,530   15,860   34,250  3037661  3410331  3460441  3460441        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     23,689)
       0        0        0   23,689   23,689   23,689   23,689        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.5      1.0     87.8     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       18       19       20                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,080,874
COMMITMENTS
       0        0        0  1080874  1080874  1080874  1080874        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -26,784)
       0        0        0  -26,784  -26,784  -26,784  -26,784        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                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       42,560
COMMITMENTS
   2,240        0        0   40,208   42,560   42,448   42,560      112        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -33,440)
  -1,760        0        0  -31,592  -33,440  -33,352  -33,440      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      0.0     94.5    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12        9       13        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,454
COMMITMENTS
     163      793      161   28,361   27,358   28,685   28,312      769    1,142

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,105)
       0      -35       35    1,070    1,105    1,105    1,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.7      0.5     96.3     92.9     97.4     96.1      2.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       26       30       31       35                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      150,610
COMMITMENTS
   8,296    2,643    2,435  138,743  144,579  149,474  149,657    1,136      953

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,691)
     -95     -538      256    2,499    2,970    2,660    2,688       31        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.8      1.6     92.1     96.0     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14       12       11       55       55       74       73                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       75,738
COMMITMENTS
  13,646    5,082        0   61,823   69,369   75,469   74,451      269    1,287

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,597)
     100     -215      -64    1,622    1,777    1,658    1,498      -61       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      6.7      0.0     81.6     91.6     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        0       23       25       28       28                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,885
COMMITMENTS
   1,300    1,118    1,200   29,150   29,154   31,650   31,472      235      413

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        997)
      25       -7       22      950      927      997      942        0       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      3.5      3.8     91.4     91.4     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        4       33       34       39       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,385
COMMITMENTS
   2,144    2,550      528   14,151   13,955   16,823   17,033      562      352

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        437)
      25      -49      147      250      339      422      437       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     14.7      3.0     81.4     80.3     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        4       31       30       37       35                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,084
COMMITMENTS
     250      126      111   14,575   15,292   14,936   15,529    1,148      555

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        510)
     -20        0        6      550      444      536      450      -26       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.8      0.7     90.6     95.1     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       25       18       28       20                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,726,381
COMMITMENTS
 515,227  196,632  533,424  587,495  905,076  1636146  1635132   90,235   91,249

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -47,969)
  -8,125  -14,135  -18,568   -7,208   -7,159  -33,901  -39,862  -14,068   -8,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     11.4     30.9     34.0     52.4     94.8     94.7      5.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     128      119      159      101      123      320      330                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,292
COMMITMENTS
  72,638   14,838      709   31,042   64,630  104,389   80,177   22,903   47,115

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,293)
     -41      -36       31     -226       97     -236       92    1,529    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     11.7      0.6     24.4     50.8     82.0     63.0     18.0     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        5        6       10       14       17                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,377
COMMITMENTS
  11,135   55,549   78,786   68,028   22,502  157,949  156,837    8,428    9,540

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      6,977)
     396    1,460    3,183    2,016    1,415    5,595    6,058    1,382      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     33.4     47.4     40.9     13.5     94.9     94.3      5.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       15       23       19       17       45       41                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,153
COMMITMENTS
     300       60        0   12,763   13,093   13,063   13,153       90        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,296)
     -60      -75        0   -2,281   -2,221   -2,341   -2,296       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.5      0.0     97.0     99.5     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       24       19       25       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,998
COMMITMENTS
  15,251   13,333      194    7,115    8,933   22,560   22,460    1,438    1,538

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        248)
      87    1,052       33       84     -588      204      497       44     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6     55.6      0.8     29.6     37.2     94.0     93.6      6.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      63       54       10       29       26       99       85                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,950
COMMITMENTS
  45,372   16,073    2,626    9,500   43,857   57,498   62,556    7,452    2,394

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -1,153)
  -1,201     -124    1,111     -896   -1,204     -986     -217     -167     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.9     24.7      4.0     14.6     67.5     88.5     96.3     11.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
     128       41       19       31       40      172       92                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      401,947
COMMITMENTS
 103,265   42,951   63,520  211,619  276,262  378,404  382,733   23,543   19,214

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,787)
   2,985   -4,874      686   -3,412    6,602      259    2,414    1,528     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     10.7     15.8     52.6     68.7     94.1     95.2      5.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      80       52       66       98      105      208      199                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,514
COMMITMENTS
   1,466    2,969      680    7,563    6,149    9,709    9,798    2,805    2,716

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,640)
       0      750        0    1,250      918    1,250    1,668      390      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     23.7      5.4     60.4     49.1     77.6     78.3     22.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        5       11       13       17       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,522
COMMITMENTS
   1,180      150       75   12,142   12,337   13,397   12,562    1,125    1,960

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        555)
       0        0        0      695      415      695      415     -140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      1.0      0.5     83.6     85.0     92.3     86.5      7.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       17       16       19       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       21,990
COMMITMENTS
   8,567   18,881    1,921   11,472    1,026   21,960   21,828       30      162

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,120)
     600      750      370      150        0    1,120    1,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     85.9      8.7     52.2      4.7     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8        5       14        7       24       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,714
COMMITMENTS
   9,463    7,395    7,676    4,010    6,233   21,149   21,304      565      410

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        100)
      15       40       36      356       31      407      107     -307       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     34.1     35.4     18.5     28.7     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20       17       28       11       10       46       41                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,511
COMMITMENTS
   3,148      740       20   35,028   37,746   38,196   38,506      315        5

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,736)
     550        0        0    2,186    2,736    2,736    2,736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      1.9      0.1     91.0     98.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        1       28       19       31       22                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,800
COMMITMENTS
       0    1,375       50    2,750    1,375    2,800    2,800        0        0

CHANGES FROM 06/14/16 (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     49.1      1.8     98.2     49.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        2       13        8       15       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,323
COMMITMENTS
   2,253    8,947      673   15,469    9,273   18,395   18,893      928      430

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        182)
       0      132        0      182      -13      182      119        0       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     46.3      3.5     80.1     48.0     95.2     97.8      4.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        8        5       28       21       36       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,347
COMMITMENTS
      34    3,416      105    4,254    1,309    4,393    4,830      954      517

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        200)
       0      -16        0      301      237      301      221     -101      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     63.9      2.0     79.6     24.5     82.2     90.3     17.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        3       19       19       22       23                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,937
COMMITMENTS
     185      522      497    2,056    1,908    2,738    2,927      199       10

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        -72)
       0     -104       72     -183      -40     -111      -72       39        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     17.8     16.9     70.0     65.0     93.2     99.7      6.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        5        8       11       14       16                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,845
COMMITMENTS
     755    1,929      976    6,771    5,607    8,502    8,512      343      333

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        174)
      95       22      -14       79      169      160      177       14       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     21.8     11.0     76.6     63.4     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       11        8       23       19       34       32                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,374
COMMITMENTS
     740      220      110      299      817    1,149    1,147      225      227

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         50)
      80       50       50      -10       20      120      120      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     16.0      8.0     21.8     59.5     83.6     83.5     16.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        5        3        7       13       14       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,644
COMMITMENTS
   2,927    9,291    1,813   17,169    9,975   21,909   21,079    4,735    5,565

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        632)
     342      127      -56      204      515      490      586      142       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     34.9      6.8     64.4     37.4     82.2     79.1     17.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       17       15       23       18                  



Updated June 24, 2016