GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,000
COMMITMENTS
  17,478    5,431    1,101   40,588   53,251   59,167   59,783      833      217

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -141)
    -257   -1,222       49       67    1,022     -141     -151        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      9.1      1.8     67.6     88.8     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        8        8       39       42       48       54                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,985
COMMITMENTS
   1,095      169      420    5,566    6,740    7,081    7,329      904      656

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        152)
      40       39       69       67      104      176      212      -24      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      2.1      5.3     69.7     84.4     88.7     91.8     11.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        5       29       31       35       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,832
COMMITMENTS
     295      178      199      995    1,094    1,489    1,471      343      361

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        181)
      52       73        5      131      100      188      178       -7        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      9.7     10.9     54.3     59.7     81.3     80.3     18.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        3       11       13       16       18                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,002
COMMITMENTS
   1,226      576      331    4,864    5,547    6,421    6,454      581      548

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        170)
     115     -137       64      -10      178      169      105        1       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      8.2      4.7     69.5     79.2     91.7     92.2      8.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        5       33       38       39       43                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,344
COMMITMENTS
     247    1,155      447    6,357    5,108    7,051    6,710      293      634

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         81)
      73       27      -58       37      103       52       72       29        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     15.7      6.1     86.6     69.6     96.0     91.4      4.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        7       26       23       34       30                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,070
COMMITMENTS
     345      200      210      442      587      997      997       73       73

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         70)
      40      -10       40        0       40       80       70      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     18.7     19.6     41.3     54.9     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        5       10       11       18       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,388
COMMITMENTS
     299   10,853      494   27,527   17,041   28,320   28,388       68        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        277)
       0     -180       60      217      397      277      277        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     38.2      1.7     97.0     60.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        5       26       20       32       25                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,471
COMMITMENTS
   1,308    1,968      282    3,260    2,852    4,850    5,102      621      369

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        351)
      89      123       -5      275      227      359      345       -8        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     36.0      5.2     59.6     52.1     88.6     93.3     11.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        7        5       22       23       32       33                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,915
COMMITMENTS
      50      667      150    3,104    2,918    3,304    3,735      611      180

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:          3)
       0      -25        0      -72      -27      -72      -52       75       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     17.0      3.8     79.3     74.5     84.4     95.4     15.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       18       19       22       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      455,647
COMMITMENTS
  74,060   55,596   96,861  234,289  268,418  405,209  420,875   50,437   34,772

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     17,355)
   5,127    1,314   -4,135   16,351   22,961   17,342   20,139       12   -2,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     12.2     21.3     51.4     58.9     88.9     92.4     11.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      54       39       64       85       89      171      162                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       65,216
COMMITMENTS
   1,550    1,926      500   51,351   56,256   53,401   58,682   11,815    6,534

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      4,458)
     300     -450      150    4,950    5,777    5,400    5,477     -942   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      3.0      0.8     78.7     86.3     81.9     90.0     18.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       21       27       23       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,101,538
COMMITMENTS
 277,199  436,843  336,863  410,740  283,763  1024801  1057468   76,737   44,070

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -10,525)
 -13,891   11,093  -16,541   21,788   -7,005   -8,643  -12,453   -1,882    1,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     39.7     30.6     37.3     25.8     93.0     96.0      7.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     120      137      162       65       60      282      276                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      786,396
COMMITMENTS
  43,182   40,973  262,157  472,986  478,231  778,324  781,360    8,072    5,036

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     28,662)
   2,113     -119   13,510   12,669   15,153   28,293   28,544      369      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      5.2     33.3     60.1     60.8     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      47       31       64       53       53      127      121                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      286,055
COMMITMENTS
  70,030   95,414   58,546  143,062  123,949  271,637  277,909   14,417    8,146

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      6,447)
   4,457       51    3,463   -2,217    3,026    5,703    6,540      744      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     33.4     20.5     50.0     43.3     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       16       30       34       34       69       67                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      128,680
COMMITMENTS
  22,609   17,887   27,956   68,898   77,191  119,463  123,034    9,217    5,646

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     11,697)
     593    2,764    6,209    4,830    2,959   11,632   11,932       65     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     13.9     21.7     53.5     60.0     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       18       26       25       25       53       55                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       10,676
COMMITMENTS
     547    1,809    5,606    4,315    3,194   10,468   10,609      208       67

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        423)
     -44     -243      543      -75      125      424      425       -1       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     16.9     52.5     40.4     29.9     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        8       11        9       20       18                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,429,483
COMMITMENTS
 578,441   48,585  113,854  701,042  1233481  1393337  1395920   36,146   33,563

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     16,381)
  18,191    3,185   -1,578     -898   10,200   15,715   11,807      666    4,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.5      3.4      8.0     49.0     86.3     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      23       14       27       52       48       84       80                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,727
COMMITMENTS
  41,522   70,138   28,304  263,332  230,819  333,158  329,261    2,569    6,466

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      7,934)
   2,862    1,013    1,968    3,076    4,893    7,906    7,874       28       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     20.9      8.4     78.4     68.8     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      17       16       28       34       31       64       62                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      132,207
COMMITMENTS
  62,224   60,331   15,933   52,472   54,594  130,628  130,857    1,579    1,350

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -587)
    -730    2,514     -914    1,127   -2,105     -516     -505      -71      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1     45.6     12.1     39.7     41.3     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19       14       23       23       22       52       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       26,786
COMMITMENTS
  16,019    4,544    3,736    6,464   18,311   26,219   26,591      567      195

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        322)
     -60       30      135      142      157      217      322      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.8     17.0     13.9     24.1     68.4     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        7       11       14       13       35       26                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,132
COMMITMENTS
   1,000    2,400    2,649    4,481    3,082    8,130    8,131        1        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        112)
     116      118       28      -31      -33      113      113        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     29.5     32.6     55.1     37.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        8       14       12       11       29       27                  
 
 
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       17,497
COMMITMENTS
   5,711    6,453    8,209    3,576    2,834   17,496   17,497        0        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -254)
      73      224     -391       64      -88     -254     -254        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6     36.9     46.9     20.4     16.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        8        8        6        9       16       19                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,195
COMMITMENTS
      80      303       95    2,945    2,719    3,120    3,117       75       78

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        110)
     -65       50        0      175       50      110      100        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      9.5      3.0     92.2     85.1     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       16       18       20       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       55,953
COMMITMENTS
   4,756    1,535    7,266   43,669   46,787   55,690   55,587      262      366

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,625)
     305      555      447    2,892    2,638    3,644    3,641      -19      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      2.7     13.0     78.0     83.6     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      14        9       14       50       64       69       83                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,941
COMMITMENTS
     509    1,196      328    2,125    2,195    2,962    3,719      979      222

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        251)
     105       53      -33      186      166      258      186       -7       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     30.3      8.3     53.9     55.7     75.2     94.4     24.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       11        6       18       20       27       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      268,901
COMMITMENTS
  19,244      745    4,374  245,133  263,781  268,752  268,901      149        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -168)
     101     -138      118     -387     -148     -168     -168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.3      1.6     91.2     98.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       22       17       24       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,530,901
COMMITMENTS
 395,890   15,860   34,250  3100761  3480791  3530901  3530901        0        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      0.4      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       19       18       20       20                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,180,043
COMMITMENTS
       0        0        0  1180043  1180043  1180043  1180043        0        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -43,960)
       0        0        0  -43,960  -43,960  -43,960  -43,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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       15       12       15       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,233
COMMITMENTS
     109      779      420   31,111   30,106   31,640   31,305      593      928

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,487)
      41       -9      -21    1,269    1,374    1,289    1,344      198      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.4      1.3     96.5     93.4     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        5       25       33       30       39                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      133,805
COMMITMENTS
   7,071    2,661      745  124,158  129,002  131,974  132,408    1,831    1,397

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      6,550)
     218      328      147    6,309    6,086    6,674    6,561     -124      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      2.0      0.6     92.8     96.4     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14        8        8       53       56       71       69                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,614
COMMITMENTS
  13,377    3,683       83   57,674   67,126   71,134   70,892      480      722

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,245)
       0        0        0    3,245    3,245    3,245    3,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      5.1      0.1     80.5     93.7     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        3        1       23       23       29       27                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,362
COMMITMENTS
   1,420      803    1,481   30,185   30,539   33,086   32,823      276      539

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,555)
      -5       25        9    1,526    1,396    1,530    1,430       25      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.4      4.4     90.5     91.5     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        4       32       32       38       37                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,837
COMMITMENTS
   1,806    2,848      495   14,020   13,053   16,321   16,396      516      441

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        737)
     -25       79      -74      840      731      741      736       -4        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     16.9      2.9     83.3     77.5     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        4       32       29       38       33                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,906
COMMITMENTS
     247      126      105   15,366   16,153   15,718   16,384    1,188      522

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        105)
       0        0        0       31       42       31       42       74       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.7      0.6     90.9     95.5     93.0     96.9      7.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       24       18       27       20                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,382,660
COMMITMENTS
 545,390  151,730  876,426  852,199  1235910  2274014  2264066  108,645  118,593

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -18,883)
 -22,894   -7,984   46,718  -42,178  -46,034  -18,354   -7,300     -528  -11,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      6.4     36.8     35.8     51.9     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
     166      145      236      104      128      394      404                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      143,276
COMMITMENTS
  35,664   26,661   54,749   52,013   61,024  142,425  142,433      850      842

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -8,848)
    -749    1,867   -2,693   -5,954   -7,800   -9,396   -8,625      548     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     18.6     38.2     36.3     42.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        7       17       17       26       24                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,729
COMMITMENTS
  74,211   13,367    3,988   38,050   71,040  116,249   88,395   14,480   42,334

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,424)
     246      558      382    2,379    1,286    3,007    2,226      417    1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.8     10.2      3.1     29.1     54.3     88.9     67.6     11.1     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        5       13       15       21       23                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,603
COMMITMENTS
   2,471    2,050    9,040    9,433    9,814   20,944   20,904      659      699

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -403)
     397      -92     -373     -413       68     -389     -396      -14       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      9.5     41.8     43.7     45.4     97.0     96.8      3.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        6       10       12       20       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,229
COMMITMENTS
  22,655    1,295   16,061   63,307   77,523  102,023   94,879    6,205   13,350

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,335)
     725      -41      -38    1,460    4,160    2,148    4,082     -813   -2,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      1.2     14.8     58.5     71.6     94.3     87.7      5.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        7       20       20       27       27                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,855
COMMITMENTS
   6,311   56,213   79,615   80,821   30,135  166,747  165,962    7,108    7,893

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      8,698)
    -970    1,376    3,464    5,410    3,937    7,905    8,776      794      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     32.3     45.8     46.5     17.3     95.9     95.5      4.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       15       27       18       18       48       45                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,761
COMMITMENTS
     630      195        0   14,101   14,566   14,731   14,761       30        0

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        165)
       0       30        0      135      135      135      165       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      1.3      0.0     95.5     98.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       28       25       30       26                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,963
COMMITMENTS
  12,994    8,687    1,490    8,001   12,149   22,484   22,325    1,478    1,638

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -2,539)
  -1,242    1,421   -1,082     -209   -3,038   -2,533   -2,700       -6      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2     36.3      6.2     33.4     50.7     93.8     93.2      6.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      54       48       15       37       38       98       97                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,710
COMMITMENTS
  48,499   11,898    2,435    8,964   50,071   59,898   64,404    6,812    2,305

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -3,223)
  -3,642      336      -86    1,264   -3,373   -2,463   -3,123     -759     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.7     17.8      3.7     13.4     75.1     89.8     96.5     10.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
     129       43       29       33       40      178       99                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      433,977
COMMITMENTS
 106,486   44,267   82,917  217,417  288,340  406,821  415,524   27,157   18,453

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -2,428)
  -3,925    1,032   -1,607    1,822   -2,324   -3,709   -2,899    1,281      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     10.2     19.1     50.1     66.4     93.7     95.7      6.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      90       46       78       99      107      220      205                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,284
COMMITMENTS
   2,141    3,237      546    7,167    5,009    9,854    8,792    2,430    3,492

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        842)
     559       88        0      180      438      739      526      103      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     26.4      4.4     58.3     40.8     80.2     71.6     19.8     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        4        7       10       14       16                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,464
COMMITMENTS
   2,104      375    1,050    7,760    9,139   10,914   10,564      550      900

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        365)
       0        0      -25      390      390      365      365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      3.3      9.2     67.7     79.7     95.2     92.1      4.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        4       15       16       19       21                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,869
COMMITMENTS
     960      200      150   11,759   11,374   12,869   11,724    1,000    2,145

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,110)
    -190        0       75    1,475      385    1,360      460     -250      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      1.4      1.1     84.8     82.0     92.8     84.5      7.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       17       15       19       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       22,314
COMMITMENTS
   8,706   18,003    2,033   11,575    2,111   22,314   22,147        0      167

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        212)
      50       20      190      -28        2      212      212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     80.7      9.1     51.9      9.5    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8        6       12        8       23       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       22,987
COMMITMENTS
   8,005    7,088    8,527    6,056    7,091   22,588   22,706      399      281

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,746)
     627      166      756      343      833    1,726    1,755       20       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     30.8     37.1     26.3     30.8     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21       15       28       12       11       45       42                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       12,767
COMMITMENTS
   2,827    3,032    7,050    2,842    2,645   12,719   12,727       48       41

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        216)
    -257      -51       33      439      221      214      203        2       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     23.7     55.2     22.3     20.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        8       11        6        6       19       19                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,973
COMMITMENTS
   2,823      665        0   33,820   36,293   36,643   36,958      330       15

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      5,792)
      60        0        0    5,748    5,797    5,808    5,797      -16       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      1.8      0.0     91.5     98.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       31       22       34       24                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,005
COMMITMENTS
       0    1,450      100    2,905    1,450    3,005    3,000        0        5

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         25)
     -25        0       25       25        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     48.3      3.3     96.7     48.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        3       13        7       16       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,595
COMMITMENTS
   2,491    9,209      666   15,397    9,173   18,554   19,048    1,041      547

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        163)
     -50       78       23      190       49      163      150        0       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     47.0      3.4     78.6     46.8     94.7     97.2      5.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        6        4       27       23       35       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,736
COMMITMENTS
     110    4,098      112    4,652    1,169    4,874    5,379      862      357

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        140)
       4       24        3      205      199      212      226      -72      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     71.4      2.0     81.1     20.4     85.0     93.8     15.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       20       17       24       21                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,195
COMMITMENTS
     230      617      500    2,280    2,068    3,010    3,185      185       10

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        -25)
       0      -75        0      -25       50      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     19.3     15.6     71.4     64.7     94.2     99.7      5.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        4        9       10       14       16                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,741
COMMITMENTS
     874    2,669      766    7,751    5,973    9,391    9,408      350      333

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        814)
     189      706     -187      809      268      811      787        3       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     27.4      7.9     79.6     61.3     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5       11        8       23       19       34       32                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,617
COMMITMENTS
     994      145       30      378    1,078    1,402    1,253      215      364

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         80)
     120       60      -30        0        0       90       30      -10       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.5      9.0      1.9     23.4     66.7     86.7     77.5     13.3     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        3        1        8       14       14       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,996
COMMITMENTS
   2,697    8,777    3,007   20,037   12,940   25,741   24,724    5,255    6,272

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        835)
    -136     -541      384      247      452      495      295      340      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     28.3      9.7     64.6     41.7     83.0     79.8     17.0     20.2

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



Updated May 27, 2016