Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    59,872                :
: Positions                                                                                                    :
:   33,971    47,795     2,729     1,593     3,685         0     3,017         0    17,338     2,188     1,316 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:     -314      -185       104         0         7         0      -255         0      -140        29       215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      79.8       4.6       2.7       6.2       0.0       5.0       0.0      29.0       3.7       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       28        33         8         .         9         0         .         0         5         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is     8,671                :
: Positions                                                                                                    :
:    5,669     6,653        89       221       569         0         0        50     1,172       185       348 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      749       702        32        21       -20         0         0         0        77        16       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      76.7       1.0       2.5       6.6       0.0       0.0       0.6      13.5       2.1       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        27         .         4         5         0         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     2,139                :
: Positions                                                                                                    :
:    1,158     1,197        65       135        70         0         0         0       280       178       242 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      253       263         0         0        45         0         0         0       -15         0        43 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      56.0       3.0       6.3       3.3       0.0       0.0       0.0      13.1       8.3      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        13         .         .         .         0         0         0         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     7,509                :
: Positions                                                                                                    :
:    4,262     5,450       518       245       270         0         0         0     1,285       396       593 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      199       404        10        37       -23         0         0         0        59      -180       262 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      72.6       6.9       3.3       3.6       0.0       0.0       0.0      17.1       5.3       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        31         5         .         6         0         0         0         4         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A17                                                    Open Interest is     7,819                :
: Positions                                                                                                    :
:    5,620     3,440       664     1,624       637         0         0         0       134     1,055       563 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      265       399        40       -65       259         0         0         0      -113      -100       116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      44.0       8.5      20.8       8.1       0.0       0.0       0.0       1.7      13.5       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        22         .         4         5         0         0         0         .         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A19                                                    Open Interest is     1,150                :
: Positions                                                                                                    :
:      372       560        80       107         0         0         0         0       410       265       145 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:       20        80         0        10       -10         0         0         0        65        65       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.3      48.7       7.0       9.3       0.0       0.0       0.0       0.0      35.7      23.0      12.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        7         9         .         .         0         0         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    28,455                :
: Positions                                                                                                    :
:   23,279     9,824     2,689     5,728     1,631         0         0         0       299    10,783       489 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:       97        27         0       140       -25         0         0         0         0       -70        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      34.5       9.5      20.1       5.7       0.0       0.0       0.0       1.1      37.9       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        14         4         5         4         0         0         0         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                    :
CFTC Code #021A35                                                    Open Interest is     5,823                :
: Positions                                                                                                    :
:    3,302     1,740        26     1,244       134         0         0         0     1,364     1,974       390 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      202       215       -27        24        27         0         0         0        56         6       108 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      29.9       0.4      21.4       2.3       0.0       0.0       0.0      23.4      33.9       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       18        17         .         5         4         0         0         0         8         9         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   1000 metric tons                               :
CFTC Code #021A56                                                    Open Interest is     4,301                :
: Positions                                                                                                    :
:    3,242     3,015         0        30       214        50         0         0         0       697       150 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      352       341         0         0         0         0         0         0         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      70.1       0.0       0.7       5.0       1.2       0.0       0.0       0.0      16.2       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        16         0         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   409,390                :
: Positions                                                                                                    :
:  121,718   235,887    85,554     1,559    10,368    35,177    19,758    28,703    40,744    43,967    39,930 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      803       855    -3,365       -80    -2,247     1,168    -1,315    -1,930     1,980     3,801       507 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      57.6      20.9       0.4       2.5       8.6       4.8       7.0      10.0      10.7       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   193                     :
:       62        70        21         4        17        31        16        33        20        20        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                       :
CFTC Code #022A13                                                    Open Interest is    65,706                :
: Positions                                                                                                    :
:   46,736    49,802     4,434     5,118     1,056         0     1,650         0     1,150         0       450 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      715      -360       180       100       -20         0      -276         0      -400         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      75.8       6.7       7.8       1.6       0.0       2.5       0.0       1.8       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        21         .         .         5         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     5,333                :
: Positions                                                                                                    :
:    1,944     3,412       400       225         0       739       211       466     1,393       805        65 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      119       142         0        34         0         3        66       -90       193       -41        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      64.0       7.5       4.2       0.0      13.9       4.0       8.7      26.1      15.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        9        12         .         .         0         6         .         .         7         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE   (100 CUBIC METERS)                              :
CFTC Code #025608                                                    Open Interest is     3,416                :
: Positions                                                                                                    :
:    3,076     2,815        40         0        20         0         0         0         5       343       150 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      191        96       -20         0        20         0         0         0       -75        40        55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      82.4       1.2       0.0       0.6       0.0       0.0       0.0       0.1      10.0       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        18         .         0         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    53,393                :
: Positions                                                                                                    :
:   41,358    43,694     1,158     1,491       711     4,220       139     1,861       494     1,867     3,383 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:    1,425     1,437        10         5       168       175       -45      -151      -244       -50       776 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      81.8       2.2       2.8       1.3       7.9       0.3       3.5       0.9       3.5       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       37        60         .         .         5         5         .         .         5        11         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                  :
CFTC Code #03265J                                                    Open Interest is     4,155                :
: Positions                                                                                                    :
:    2,153     2,382       227         0        44         0        66       212       491     1,151        89 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      275       231        24         0         0         0       -20         0       -18        41       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      57.3       5.5       0.0       1.1       0.0       1.6       5.1      11.8      27.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       18        21         .         0         .         0         .         .         5         9         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #067411                                                    Open Interest is   416,774                :
: Positions                                                                                                    :
:  202,767   151,596     6,503    73,480    43,281    31,851    17,838    22,140    32,444    30,142    63,375 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:    7,583     2,404    -1,500     4,162     1,188      -789    -3,029     2,939       869     3,792    -5,932 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      36.4       1.6      17.6      10.4       7.6       4.3       5.3       7.8       7.2      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   121                     :
:       42        42         6        14        20        10         9        14        12        21        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,709,540                :
: Positions                                                                                                    :
:  182,723   472,201   202,310   252,194   184,209   273,948    63,302   297,513   248,713   112,357   222,468 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:   18,489    20,617    -2,353    -6,861    16,282    -7,373    -7,034    19,424     1,804     2,605     3,996 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7      27.6      11.8      14.8      10.8      16.0       3.7      17.4      14.5       6.6      13.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   410                     :
:       62        89        20        22        34        70        39        79        70        77        94 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   132,829                :
: Positions                                                                                                    :
:   24,462     9,562    10,325    58,077     4,237    14,574         0       230    60,261    13,799     3,565 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:    1,034       138       -60       698         0       636         0      -277       -12       432        84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.4       7.2       7.8      43.7       3.2      11.0       0.0       0.2      45.4      10.4       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        6         5         .         8         7         .         0         .         4         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is   156,945                :
: Positions                                                                                                    :
:   27,888     7,234    31,130     2,602    10,241     2,482     1,123     5,687     5,413    54,696    68,511 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:     -436       670       523       410     2,216       226    -1,144      -634       727       568       984 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8       4.6      19.8       1.7       6.5       1.6       0.7       3.6       3.4      34.9      43.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       10         8         5         4         8         4         .         6         9        11        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CANADIAN HVY CRUDE NET ENRGY  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #067A49                                                    Open Interest is    14,731                :
: Positions                                                                                                    :
:   11,091     8,418     2,765     5,678       470       360         0         0         0       135         0 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      225       -60       -30        30        30         0         0         0      -270       -60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      57.1      18.8      38.5       3.2       2.4       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        16         .         7         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB)  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                :
CFTC Code #111659                                                    Open Interest is   390,772                :
: Positions                                                                                                    :
:  128,483   249,129    53,997     1,828    14,578    42,742    26,039    33,352    59,781    16,910    32,754 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:  -11,995   -14,175     2,063      -491    -2,820    -4,464       812    -3,035      -707    -1,069      -748 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.9      63.8      13.8       0.5       3.7      10.9       6.7       8.5      15.3       4.3       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   250                     :
:       71        85        19         .        15        47        25        41        32        27        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    13,388                :
: Positions                                                                                                    :
:    6,884     5,529     1,263       251         0       947         0       209     1,400     3,235       457 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      980       820         0       -49         0        66         0       125       140        -2        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      41.3       9.4       1.9       0.0       7.1       0.0       1.6      10.5      24.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        12         .         .         0         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE   (1000 U.S. Barrels)                            :
CFTC Code #111A11                                                    Open Interest is    11,887                :
: Positions                                                                                                    :
:    5,955     9,032     1,665         0       400         0         0         0     2,074       375     1,080 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      260       293         0         0         0         0         0         0       -30         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.1      76.0      14.0       0.0       3.4       0.0       0.0       0.0      17.4       3.2       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        14         .         0         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #111A31                                                    Open Interest is    14,414                :
: Positions                                                                                                    :
:   11,627    11,924       112         0        70       300         0         0       805       200       150 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:       50       620         0         0         0        50         0         0        95         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      82.7       0.8       0.0       0.5       2.1       0.0       0.0       5.6       1.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        14         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #111A41                                                    Open Interest is    19,054                :
: Positions                                                                                                    :
:    8,195     8,534     2,549         0       165     1,152     3,887       510         0       911       956 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.0      44.8      13.4       0.0       0.9       6.0      20.4       2.7       0.0       4.8       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                       :
CFTC Code #111A47                                                    Open Interest is     8,314                :
: Positions                                                                                                    :
:    4,176     3,790       445         0       358         0       317       109       184       396       423 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.2      45.6       5.4       0.0       4.3       0.0       3.8       1.3       2.2       4.8       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    38,610                :
: Positions                                                                                                    :
:   21,325    37,865    14,117         0         0         0         0         0     2,823       740         0 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:    1,472     1,572       150         0         0         0         0         0         0        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      98.1      36.6       0.0       0.0       0.0       0.0       0.0       7.3       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        21         8         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     3,005                :
: Positions                                                                                                    :
:    1,900       550       855       750       150         0       200         0         0     1,250       100 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      18.3      28.5      25.0       5.0       0.0       6.7       0.0       0.0      41.6       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9         .         4         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86565C                                                    Open Interest is    19,829                :
: Positions                                                                                                    :
:   10,124     4,756     2,236     1,380     3,271       405     2,292       300     2,086     6,971       366 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      474       234         0       240      -240         0         0         0         0        54         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      24.0      11.3       7.0      16.5       2.0      11.6       1.5      10.5      35.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       17        14         7         .         9         .         .         .         5         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE   1,000 BARREL                                    :
CFTC Code #86565G                                                    Open Interest is     5,774                :
: Positions                                                                                                    :
:    3,328       881     1,057        13       301         0         0         0        76     4,073       149 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:       41        23       -10         0         3         0         0         0       -34       -25        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      15.3      18.3       0.2       5.2       0.0       0.0       0.0       1.3      70.5       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         5         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #86565N                                                    Open Interest is     3,195                :
: Positions                                                                                                    :
:    1,875     1,345       272       590       133         0         0         0       230       617       500 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      42.1       8.5      18.5       4.2       0.0       0.0       0.0       7.2      19.3      15.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         7         .         .         .         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    10,016                :
: Positions                                                                                                    :
:    7,476     4,112        89     1,726       374         0       650       134       950     2,045       642 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:      125       177        30        29        33         0        15         0        76        11        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      41.1       0.9      17.2       3.7       0.0       6.5       1.3       9.5      20.4       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       20        15         .         .         .         0         .         .         6         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE   (100 METRIC TONS)                              :
CFTC Code #86665E                                                    Open Interest is     1,817                :
: Positions                                                                                                    :
:      334     1,233        34        15        20         0         0         0     1,224       175        30 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:       20       190         0        10       -10         0         0         0       230        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.4      67.9       1.9       0.8       1.1       0.0       0.0       0.0      67.4       9.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7        15         .         .         .         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #967654                                                    Open Interest is    31,201                :
: Positions                                                                                                    :
:   16,816    11,974     2,196        36     1,066       678         3     1,036     1,876     8,377     2,306 :
:                                                                                                              :
: Changes from:     May 24, 2016                                                                               :
:       27       103        14        33         0         0      -457       257      -143        60        78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      38.4       7.0       0.1       3.4       2.2       0.0       3.3       6.0      26.8       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated June 3, 2016