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