GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,872
COMMITMENTS
  17,338    5,205    1,316   40,385   53,073   59,039   59,594      833      278

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -128)
    -140     -226      215     -203     -178     -128     -189        0       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      8.7      2.2     67.5     88.6     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        8        8       40       42       49       54                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,671
COMMITMENTS
   1,172      185      398    6,327    7,443    7,897    8,026      774      645

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        686)
      77       16      -22      761      703      816      697     -130      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      2.1      4.6     73.0     85.8     91.1     92.6      8.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        5       31       32       38       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,139
COMMITMENTS
     280      178      242    1,293    1,402    1,815    1,822      324      317

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        307)
     -15        0       43      298      308      326      351      -19      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      8.3     11.3     60.4     65.5     84.9     85.2     15.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        4       13       16       19       22                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,509
COMMITMENTS
   1,285      396      593    5,050    5,965    6,928    6,954      581      555

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        507)
      59     -180      262      186      418      507      500        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      5.3      7.9     67.3     79.4     92.3     92.6      7.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        7       33       39       40       46                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,819
COMMITMENTS
     134    1,055      563    6,921    5,701    7,618    7,319      201      500

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        475)
    -113     -100      116      564      593      567      609      -92     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     13.5      7.2     88.5     72.9     97.4     93.6      2.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        6        7       30       28       37       36                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,150
COMMITMENTS
     410      265      145      452      667    1,007    1,077      143       73

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         80)
      65       65      -65       10       80       10       80       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     23.0     12.6     39.3     58.0     87.6     93.7     12.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        5        8       11       16       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,455
COMMITMENTS
     299   10,783      489   27,599   17,183   28,387   28,455       68        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         67)
       0      -70       -5       72      142       67       67        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     37.9      1.7     97.0     60.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        5       29       20       35       25                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,823
COMMITMENTS
   1,364    1,974      390    3,462    3,118    5,216    5,482      607      341

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        352)
      56        6      108      202      266      366      380      -14      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     33.9      6.7     59.5     53.5     89.6     94.1     10.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        9        8       22       24       35       36                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,301
COMMITMENTS
      50      697      150    3,456    3,259    3,656    4,106      645      195

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        386)
       0       30        0      352      341      352      371       34       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     16.2      3.5     80.4     75.8     85.0     95.5     15.0      4.5

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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      442,363
COMMITMENTS
  74,841   58,448   91,123  227,174  262,180  393,138  411,750   49,225   30,613

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -13,284)
     781    2,851   -5,738   -7,116   -6,238  -12,072   -9,125   -1,212   -4,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     13.2     20.6     51.4     59.3     88.9     93.1     11.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      50       37       64       86       92      169      165                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       65,706
COMMITMENTS
   1,150    1,650      450   52,226   55,976   53,826   58,076   11,880    7,630

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        490)
    -400     -276      -50      875     -280      425     -606       65    1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.5      0.7     79.5     85.2     81.9     88.4     18.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       22       26       24       28                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,095,912
COMMITMENTS
 279,027  442,876  337,789  409,939  271,624  1026755  1052289   69,157   43,623

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -5,627)
   1,828    6,033      926     -800  -12,139    1,954   -5,179   -7,580     -447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     40.4     30.8     37.4     24.8     93.7     96.0      6.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     127      134      163       61       57      283      272                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      737,719
COMMITMENTS
  46,373   39,529  238,344  445,267  455,241  729,984  733,114    7,736    4,606

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -48,677)
   3,191   -1,443  -23,813  -27,718  -22,990  -48,341  -48,247     -337     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      5.4     32.3     60.4     61.7     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      46       30       64       54       55      126      123                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      266,482
COMMITMENTS
  69,270   92,055   50,865  134,055  115,848  254,189  258,768   12,293    7,714

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -19,573)
    -760   -3,359   -7,681   -9,007   -8,102  -17,448  -19,141   -2,124     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     34.5     19.1     50.3     43.5     95.4     97.1      4.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      17       12       26       30       32       60       59                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      109,206
COMMITMENTS
  22,941   18,190   17,529   58,285   67,026   98,755  102,745   10,451    6,461

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -19,474)
     332      303  -10,427  -10,613  -10,165  -20,708  -20,289    1,234      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     16.7     16.1     53.4     61.4     90.4     94.1      9.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       18       23       22       23       46       50                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       15,154
COMMITMENTS
     476    2,471    8,624    5,875    4,021   14,975   15,117      179       38

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      4,479)
     -71      663    3,018    1,561      827    4,507    4,508      -29      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     16.3     56.9     38.8     26.5     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        9       11        9       21       19                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,359,790
COMMITMENTS
 532,130   38,718  105,144  688,964  1191182  1326238  1335044   33,552   24,746

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -69,693)
 -46,311   -9,867   -8,710  -12,078  -42,299  -67,099  -60,876   -2,594   -8,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.1      2.8      7.7     50.7     87.6     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      26       10       28       50       47       84       77                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,865
COMMITMENTS
  25,940   64,719   27,841  260,227  217,565  314,008  310,125    2,857    6,740

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -18,862)
 -15,582   -5,419     -463   -3,105  -13,254  -19,150  -19,136      288      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     20.4      8.8     82.1     68.7     99.1     97.9      0.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      13       17       22       33       30       59       56                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      135,257
COMMITMENTS
  61,584   62,192   17,329   54,964   53,991  133,877  133,512    1,380    1,745

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      3,050)
    -640    1,862    1,396    2,493     -603    3,249    2,655     -199      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5     46.0     12.8     40.6     39.9     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19       13       23       23       21       52       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       27,044
COMMITMENTS
  16,144    4,664    3,846    6,477   18,324   26,467   26,834      577      210

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        258)
     125      120      110       13       13      248      243       10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.7     17.2     14.2     23.9     67.8     97.9     99.2      2.1      0.8

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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,520
COMMITMENTS
     936    2,203    3,039    4,543    3,277    8,518    8,519        2        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        388)
     -64     -196      390       62      194      388      388        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     25.9     35.7     53.3     38.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        7       14       12       12       29       28                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,416
COMMITMENTS
       5      343      150    3,136    2,835    3,291    3,328      125       88

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        221)
     -75       40       55      191      116      171      211       50       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     10.0      4.4     91.8     83.0     96.3     97.4      3.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        4       16       19       20       24                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       58,219
COMMITMENTS
   5,131    1,773    7,573   45,288   48,535   57,992   57,881      227      338

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,266)
     375      238      307    1,619    1,748    2,301    2,294      -35      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      3.0     13.0     77.8     83.4     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       10       13       51       65       70       84                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,155
COMMITMENTS
     491    1,217      301    2,424    2,426    3,216    3,944      939      211

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        214)
     -18       21      -27      299      231      254      225      -40      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     29.3      7.2     58.3     58.4     77.4     94.9     22.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       11        6       20       22       29       35                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      273,162
COMMITMENTS
  19,392      745    4,377  249,243  268,039  273,013  273,162      149        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      4,261)
     148        0        3    4,110    4,258    4,261    4,261        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,617,671
COMMITMENTS
 395,890   15,860   34,250  3187531  3567561  3617671  3617671        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     86,770)
       0        0        0   86,770   86,770   86,770   86,770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      0.4      0.9     88.1     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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,125,842
COMMITMENTS
       0        0        0  1125842  1125842  1125842  1125842        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -54,201)
       0        0        0  -54,201  -54,201  -54,201  -54,201        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       16       12       16       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,607
COMMITMENTS
     139      904      400   31,475   30,375   32,014   31,679      593      928

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        374)
      30      125      -20      364      269      374      374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.8      1.2     96.5     93.2     98.2     97.2      1.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        5       26       33       31       39                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      142,070
COMMITMENTS
   7,155    2,808      699  132,535  137,288  140,389  140,795    1,681    1,275

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      8,265)
      84      147      -46    8,377    8,286    8,415    8,387     -150     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      2.0      0.5     93.3     96.6     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      15        9        9       53       56       72       70                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       74,368
COMMITMENTS
  13,377    3,683       83   60,428   69,880   73,888   73,646      480      722

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,754)
       0        0        0    2,754    2,754    2,754    2,754        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      5.0      0.1     81.3     94.0     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        3        1       24       24       30       28                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,456
COMMITMENTS
   1,430      683    1,652   31,128   31,652   34,210   33,987      246      469

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,094)
      10     -120      171      943    1,113    1,124    1,164      -30      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      2.0      4.8     90.3     91.9     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       33       34       40       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,141
COMMITMENTS
   2,261    3,337      440   14,924   13,965   17,625   17,742      516      399

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,304)
     455      489      -55      904      912    1,304    1,346        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     18.4      2.4     82.3     77.0     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       32       29       38       34                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,020
COMMITMENTS
     217      126      120   15,475   16,252   15,812   16,498    1,208      522

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        114)
     -30        0       15      109       99       94      114       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.7      0.7     90.9     95.5     92.9     96.9      7.1      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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,454,329
COMMITMENTS
 538,051  140,533  912,092  894,123  1279855  2344266  2332480  110,063  121,848

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     71,669)
  -7,339  -11,197   35,666   41,924   43,945   70,251   68,414    1,418    3,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      5.7     37.2     36.4     52.1     95.5     95.0      4.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     178      131      242      107      128      399      406                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      143,470
COMMITMENTS
  35,802   27,031   54,742   52,072   60,890  142,616  142,663      854      807

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        195)
     138      370       -6       59     -134      191      230        4      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     18.8     38.2     36.3     42.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        5        7       17       17       26       24                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,829
COMMITMENTS
  74,835   13,799    3,795   39,024   71,876  117,654   89,470   15,175   43,359

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,100)
     624      432     -193      974      836    1,405    1,075      695    1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3     10.4      2.9     29.4     54.1     88.6     67.4     11.4     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        6       13       15       22       23                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,776
COMMITMENTS
   2,466    1,983    9,038    9,474    9,902   20,978   20,924      799      853

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        173)
      -5      -67       -2       40       88       33       20      140      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      9.1     41.5     43.5     45.5     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        6       11       12       21       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,234
COMMITMENTS
  21,748    1,326   13,616   58,290   72,135   93,654   87,077    5,581   12,158

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -8,994)
    -908       31   -2,445   -5,016   -5,388   -8,369   -7,802     -625   -1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      1.3     13.7     58.7     72.7     94.4     87.7      5.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        1        7       20       20       27       27                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,321
COMMITMENTS
   6,123   55,311   82,248   84,230   33,761  172,601  171,320    5,720    7,001

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      4,466)
    -188     -902    2,633    3,408    3,626    5,854    5,358   -1,388     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     31.0     46.1     47.2     18.9     96.8     96.1      3.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       16       27       18       18       48       45                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,731
COMMITMENTS
     360      135        0   14,326   14,566   14,686   14,701       45       30

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -30)
    -270      -60        0      225        0      -45      -60       15       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.9      0.0     97.3     98.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       28       24       29       25                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,246
COMMITMENTS
  14,142    9,924      375    7,357   11,081   21,875   21,381    1,371    1,865

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -717)
   1,148    1,238   -1,114     -643   -1,068     -610     -944     -107      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.8     42.7      1.6     31.6     47.7     94.1     92.0      5.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      56       54       10       33       32       93       92                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,208
COMMITMENTS
  44,957   13,052    2,854    9,579   45,292   57,390   61,198    6,818    3,010

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,502)
  -3,542    1,153      419      615   -4,779   -2,508   -3,206        6      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.0     20.3      4.4     14.9     70.5     89.4     95.3     10.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     128       42       27       33       40      177       96                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      403,337
COMMITMENTS
 101,941   43,605   74,149  201,467  268,697  377,557  386,450   25,780   16,887

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -30,640)
  -4,544     -662   -8,768  -15,950  -19,644  -29,263  -29,074   -1,377   -1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     10.8     18.4     50.0     66.6     93.6     95.8      6.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      81       54       78       94      103      212      204                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,388
COMMITMENTS
   2,347    3,235      666    8,147    5,780   11,160    9,681    2,228    3,707

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,104)
     206       -2      120      980      771    1,306      889     -202      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     24.2      5.0     60.9     43.2     83.4     72.3     16.6     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        4       10       13       17       18                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,887
COMMITMENTS
   2,074      375    1,080    8,020    9,432   11,174   10,887      713    1,000

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        423)
     -30        0       30      260      293      260      323      163      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      3.2      9.1     67.5     79.3     94.0     91.6      6.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,414
COMMITMENTS
   1,105      200      150   11,809   11,994   13,064   12,344    1,350    2,070

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        545)
     145        0        0       50      620      195      620      350      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      1.4      1.0     81.9     83.2     90.6     85.6      9.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       15       18       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,054
COMMITMENTS
   1,152    4,798    1,466   10,909    8,699   13,527   14,963    5,527    4,091

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     25.2      7.7     57.3     45.7     71.0     78.5     29.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        4       13       14       17       18                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,314
COMMITMENTS
     184      713      532    4,979    4,148    5,695    5,393    2,619    2,921

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      8.6      6.4     59.9     49.9     68.5     64.9     31.5     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14       14       18       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,853
COMMITMENTS
   8,180   16,831    1,346   10,327    1,514   19,853   19,691        0      162

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,461)
    -526   -1,172     -687   -1,248     -597   -2,461   -2,456        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2     84.8      6.8     52.0      7.6    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8        5       12        8       22       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       23,938
COMMITMENTS
   8,405    7,352    9,070    5,952    7,197   23,427   23,619      511      319

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        951)
     400      264      543     -104      106      839      913      112       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     30.7     37.9     24.9     30.1     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      22       14       29       11       11       45       43                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       12,483
COMMITMENTS
   2,686    2,963    6,817    2,937    2,674   12,440   12,454       43       29

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -284)
    -141      -69     -233       95       29     -279     -272       -5      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     23.7     54.6     23.5     21.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        8       12        6        6       20       20                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,610
COMMITMENTS
   2,823      740        0   35,442   37,865   38,265   38,605      345        5

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,637)
       0       75        0    1,622    1,572    1,622    1,647       15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.9      0.0     91.8     98.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       31       21       34       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,829
COMMITMENTS
   2,491    9,263      666   15,631    9,407   18,788   19,336    1,041      493

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        234)
       0       54        0      234      234      234      288        0      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     46.7      3.4     78.8     47.4     94.8     97.5      5.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        7        4       27       23       35       32                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,774
COMMITMENTS
      76    4,073      149    4,686    1,195    4,911    5,417      863      357

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         38)
     -34      -25       37       34       26       37       38        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     70.5      2.6     81.2     20.7     85.1     93.8     14.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       20       18       24       22                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,016
COMMITMENTS
     950    2,695      776    7,939    6,212    9,665    9,683      351      333

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        275)
      76       26       10      188      239      274      275        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     26.9      7.7     79.3     62.0     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       11        8       23       19       34       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,817
COMMITMENTS
   1,224      175       30      388    1,268    1,642    1,473      175      344

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        200)
     230       30        0       10      190      240      220      -40      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.4      9.6      1.7     21.4     69.8     90.4     81.1      9.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        1        9       16       15       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,201
COMMITMENTS
   2,554    8,380    3,342   20,078   13,076   25,974   24,798    5,227    6,403

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        205)
    -143     -397      335       41      136      233       74      -28      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     26.9     10.7     64.4     41.9     83.2     79.5     16.8     20.5

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



Updated June 3, 2016