GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,876
COMMITMENTS
  13,818    5,400    1,241   33,745   42,801   48,804   49,442    1,072      434

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,321)
      30      380       63   -1,414   -1,754   -1,321   -1,311        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     10.8      2.5     67.7     85.8     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        6        8       40       39       49       50                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,618
COMMITMENTS
   1,059       97      378    6,501    7,654    7,938    8,129      680      489

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         62)
      20      -17     -162      180      211       38       32       24       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      1.1      4.4     75.4     88.8     92.1     94.3      7.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        6       31       33       38       39                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,924
COMMITMENTS
     134       87      237    1,197    1,340    1,568    1,664      356      260

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         75)
     -13       10        5        4       22       -4       37       79       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      4.5     12.3     62.2     69.6     81.5     86.5     18.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       16       19       21       24                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,110
COMMITMENTS
   1,415      102      516    4,571    5,960    6,502    6,578      608      532

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        992)
      63        0       53      954      920    1,070      973      -78       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      1.4      7.3     64.3     83.8     91.4     92.5      8.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        1        6       35       37       42       43                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,924
COMMITMENTS
     189    1,388      411    7,001    5,465    7,601    7,264      323      660

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        198)
     115       42       71      -30       69      156      182       42       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     17.5      5.2     88.4     69.0     95.9     91.7      4.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        6        5       30       27       37       34                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,998
COMMITMENTS
     330      790      265    1,086      843    1,681    1,898      317      100

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        587)
     120      235       25      412      337      557      597       30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     39.5     13.3     54.4     42.2     84.1     95.0     15.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        5        8        8       15       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,333
COMMITMENTS
     274    9,106      395   25,565   16,832   26,234   26,333       99        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        240)
       0       60       30      210      150      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     34.6      1.5     97.1     63.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        4       25       19       29       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,024
COMMITMENTS
   1,058    2,518      451    3,856    2,787    5,365    5,756      659      268

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        248)
      37      165       24      197       38      258      227      -10       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     41.8      7.5     64.0     46.3     89.1     95.6     10.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        9        8       24       22       35       33                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,621
COMMITMENTS
      10      674      299    3,710    3,402    4,019    4,375      602      246

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        142)
       0      -20       -5       99      149       94      124       48       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     14.6      6.5     80.3     73.6     87.0     94.7     13.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        5       18       18       23       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      381,857
COMMITMENTS
  71,429   56,578   59,765  206,079  234,308  337,273  350,651   44,584   31,206

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -22,559)
  -3,585   -3,578   -4,171  -10,198  -12,548  -17,954  -20,297   -4,605   -2,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     14.8     15.7     54.0     61.4     88.3     91.8     11.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      44       40       61       90       85      171      156                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       66,799
COMMITMENTS
   1,925    1,525      350   54,634   59,180   56,909   61,055    9,890    5,744

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      4,956)
     -75       50       75    5,612    4,456    5,612    4,581     -656      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.3      0.5     81.8     88.6     85.2     91.4     14.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       22       28       24       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,063,784
COMMITMENTS
 261,331  399,138  284,228  442,605  343,278  988,164  1026644   75,620   37,140

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -11,685)
 -11,173  -13,924  -47,988   45,278   47,964  -13,883  -13,948    2,198    2,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     37.5     26.7     41.6     32.3     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     117      108      135       64       63      265      234                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      312,692
COMMITMENTS
 105,722  133,422   50,775  144,780  121,232  301,277  305,429   11,415    7,263

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     18,533)
   3,017   13,439    2,713   10,739    2,145   16,469   18,297    2,064      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     42.7     16.2     46.3     38.8     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       17       29       39       38       74       70                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      115,617
COMMITMENTS
  20,046   21,671   14,401   71,684   73,747  106,131  109,819    9,486    5,798

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -29,112)
 -12,347  -14,294  -13,481   -3,148   -1,977  -28,976  -29,752     -136      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     18.7     12.5     62.0     63.8     91.8     95.0      8.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       16       21       25       24       47       50                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,449,163
COMMITMENTS
 601,351   47,742  122,791  688,998  1246522  1413140  1417055   36,023   32,108

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     33,087)
  18,014    5,477   12,818      822   15,727   31,654   34,022    1,433     -935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      3.3      8.5     47.5     86.0     97.5     97.8      2.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      30       10       30       51       47       87       81                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,907
COMMITMENTS
  20,430   63,820   31,530  265,868  220,409  317,828  315,759    3,079    5,148

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -27,620)
  -6,376   -6,216  -14,246   -6,659   -5,252  -27,281  -25,714     -339   -1,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     19.9      9.8     82.8     68.7     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14       16       20       33       31       58       56                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      119,815
COMMITMENTS
  55,678   51,533   17,328   45,989   49,893  118,995  118,754      820    1,061

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -5,006)
  -3,853   -2,363     -107     -838   -2,480   -4,798   -4,950     -208      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     43.0     14.5     38.4     41.6     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19       18       27       21       19       54       50                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,882
COMMITMENTS
  11,631    3,408    1,947    3,301   12,027   16,879   17,382    1,003      500

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -3,871)
  -2,454   -1,343     -408   -1,449   -2,440   -4,311   -4,191      440      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     19.1     10.9     18.5     67.3     94.4     97.2      5.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        6       13       11       10       29       24                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,960
COMMITMENTS
       0      525       90    2,706    2,223    2,796    2,838      164      122

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         38)
     -10       40      -30       18      -22      -22      -12       60       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.7      3.0     91.4     75.1     94.5     95.9      5.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        3       15       18       18       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       57,372
COMMITMENTS
   5,589    2,588    5,511   45,988   48,976   57,088   57,075      284      297

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,367)
    -303      415       15    2,620    1,873    2,332    2,303       35       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      4.5      9.6     80.2     85.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      12       15        9       41       62       59       80                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,399
COMMITMENTS
     375      779      283    1,937    2,049    2,595    3,111      804      288

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        160)
      -5       80      -25      170      199      140      254       20      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     22.9      8.3     57.0     60.3     76.3     91.5     23.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        8        6       20       23       29       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      200,365
COMMITMENTS
  17,820      635    1,080  181,338  198,650  200,238  200,365      127        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -319)
       0        0        0     -319     -319     -319     -319        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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,456,601
COMMITMENTS
 388,530   15,860   34,250  3033821  3406491  3456601  3456601        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -3,840)
       0        0        0   -3,840   -3,840   -3,840   -3,840        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 06/28/16                         |
--------------------------------------------------------------| 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 06/21/16 (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      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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,120
COMMITMENTS
     480        0        0    8,616    9,120    9,096    9,120       24        0

CHANGES FROM 06/21/16 (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                  
 
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE          Code-06665B
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,131
COMMITMENTS
     165      181      115    1,306    1,453    1,586    1,749      545      382

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      8.5      5.4     61.3     68.2     74.4     82.1     25.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        6       11       13       17       19                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,465
COMMITMENTS
     100      798      136   28,217   27,120   28,453   28,054    1,012    1,411

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         11)
     -63        5      -25     -144     -238     -232     -258      243      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.7      0.5     95.8     92.0     96.6     95.2      3.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        3       26       30       30       34                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      150,351
COMMITMENTS
   8,206    2,640    2,465  138,576  144,355  149,247  149,460    1,104      891

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -259)
     -90       -3       30     -167     -224     -227     -197      -32      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.8      1.6     92.2     96.0     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14       13       11       55       54       74       73                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       76,982
COMMITMENTS
  13,646    5,082        0   63,097   70,613   76,743   75,695      239    1,287

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,244)
       0        0        0    1,274    1,244    1,274    1,244      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      6.6      0.0     82.0     91.7     99.7     98.3      0.3      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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,720
COMMITMENTS
   1,305    1,053    1,144   30,036   30,140   32,485   32,337      235      383

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        835)
       5      -65      -56      886      986      835      865        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      3.2      3.5     91.8     92.1     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        4       34       36       40       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,769
COMMITMENTS
   2,194    2,855      393   14,700   14,169   17,287   17,417      482      352

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        384)
      50      305     -135      549      214      464      384      -80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     16.1      2.2     82.7     79.7     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        4       33       30       39       35                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,188
COMMITMENTS
     260      126      105   14,594   15,382   14,959   15,613    1,229      575

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        104)
      10        0       -6       19       90       23       84       81       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.8      0.6     90.2     95.0     92.4     96.4      7.6      3.6

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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,720,740
COMMITMENTS
 510,395  206,156  518,308  600,141  907,925  1628844  1632389   91,896   88,351

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -5,641)
  -4,832    9,524  -15,116   12,646    2,849   -7,302   -2,743    1,661   -2,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     12.0     30.1     34.9     52.8     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     131      112      164      100      118      324      320                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      129,183
COMMITMENTS
  73,348   14,856      679   31,814   65,557  105,841   81,092   23,342   48,091

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,891)
     710       18      -30      772      927    1,452      915      439      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     11.5      0.5     24.6     50.7     81.9     62.8     18.1     37.2

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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      170,073
COMMITMENTS
  10,770   55,656   79,084   71,203   26,484  161,057  161,224    9,016    8,849

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,696)
    -365      107      298    3,175    3,982    3,108    4,387      588     -691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     32.7     46.5     41.9     15.6     94.7     94.8      5.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       13       24       20       17       47       41                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| 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 06/21/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,616
COMMITMENTS
  14,032    9,916      208    5,926    9,909   20,166   20,033    1,450    1,583

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -2,382)
  -1,219   -3,417       14   -1,189      976   -2,394   -2,427       12       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     45.9      1.0     27.4     45.8     93.3     92.7      6.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      54       49       14       27       28       90       84                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       62,873
COMMITMENTS
  44,366   14,549    2,429    8,916   43,453   55,711   60,431    7,162    2,442

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -2,077)
  -1,006   -1,524     -197     -584     -404   -1,787   -2,125     -290       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     23.1      3.9     14.2     69.1     88.6     96.1     11.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     129       39       18       30       38      170       88                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      395,846
COMMITMENTS
 106,933   43,764   62,767  204,621  268,699  374,321  375,230   21,525   20,616

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -6,101)
   3,668      813     -753   -6,998   -7,563   -4,083   -7,503   -2,018    1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     11.1     15.9     51.7     67.9     94.6     94.8      5.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      78       47       66       94       99      197      190                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,880
COMMITMENTS
   1,666    3,221      673    8,843    7,252   11,182   11,146    2,698    2,734

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,366)
     200      252       -7    1,280    1,103    1,473    1,348     -107       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     23.2      4.8     63.7     52.2     80.6     80.3     19.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        6        5       12       12       19       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,917
COMMITMENTS
   1,150      275      180   12,602   12,931   13,932   13,386      985    1,531

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        395)
     -30      125      105      460      594      535      824     -140     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.8      1.2     84.5     86.7     93.4     89.7      6.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       17       17       20       20                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,641
COMMITMENTS
     416      916    2,144    5,888    4,840    8,448    7,900    2,193    2,741

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      8.6     20.1     55.3     45.5     79.4     74.2     20.6     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        4       15       14       20       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| 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 06/21/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       22,125
COMMITMENTS
   9,061    7,376    7,989    4,496    6,399   21,546   21,764      579      361

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        411)
    -402      -19      313      486      166      397      460       14      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     33.3     36.1     20.3     28.9     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19       19       32       12       10       50       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,642
COMMITMENTS
   3,148      890       20   38,159   40,727   41,327   41,637      315        5

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,131)
       0      150        0    3,131    2,981    3,131    3,131        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.1      0.0     91.6     97.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        1       28       20       31       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| 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 06/21/16 (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                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,313
COMMITMENTS
   1,860    2,317        0    5,368    4,996    7,228    7,313       85        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     31.7      0.0     73.4     68.3     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        0       11       10       14       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,669
COMMITMENTS
   2,297    9,056      634   15,828    9,528   18,759   19,218      910      451

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        346)
      44      109      -39      359      255      364      325      -18       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     46.0      3.2     80.5     48.4     95.4     97.7      4.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        7        5       28       22       36       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,455
COMMITMENTS
      39    3,408      105    4,423    1,411    4,567    4,924      888      531

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        108)
       5       -8        0      169      102      174       94      -66       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     62.5      1.9     81.1     25.9     83.7     90.3     16.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        3       21       20       24       24                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| 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 06/21/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        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 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,149
COMMITMENTS
     816    2,196    1,009    7,074    5,620    8,899    8,825      250      324

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        304)
      61      267       33      303       13      397      313      -93       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     24.0     11.0     77.3     61.4     97.3     96.5      2.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7       11        9       25       19       38       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,429
COMMITMENTS
     790      250      110      299      807    1,199    1,167      230      262

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         55)
      50       30        0        0      -10       50       20        5       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3     17.5      7.7     20.9     56.5     83.9     81.7     16.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        5        3        7       12       14       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,768
COMMITMENTS
   2,777    9,277    1,783   18,229   10,749   22,789   21,809    4,979    5,959

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,124)
    -150      -14      -30    1,060      774      880      730      244      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     33.4      6.4     65.6     38.7     82.1     78.5     17.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        3       18       16       24       19                  



Updated July 1, 2016