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