GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,386
COMMITMENTS
  12,526    4,769    1,128   34,650   43,090   48,304   48,987    1,082      399

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -10,486)
  -4,812     -436     -188   -5,735   -9,983  -10,735  -10,607      249      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      9.7      2.3     70.2     87.3     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        6        7       39       40       47       50                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,972
COMMITMENTS
   1,013      104      391    5,852    6,887    7,256    7,382      716      590

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -699)
    -159      -81       -7     -475     -556     -641     -644      -58      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      1.3      4.9     73.4     86.4     91.0     92.6      9.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        5       28       32       35       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,609
COMMITMENTS
     129       68      227      974    1,082    1,330    1,377      279      232

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -530)
    -151     -110      -15     -319     -320     -485     -445      -45      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      4.2     14.1     60.5     67.2     82.7     85.6     17.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        3       12       15       17       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,560
COMMITMENTS
   1,474       84      272    3,240    4,730    4,986    5,086      574      474

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,949)
     189     -312     -321   -1,810   -1,235   -1,942   -1,868       -7      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      1.5      4.9     58.3     85.1     89.7     91.5     10.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        6       30       35       36       41                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,272
COMMITMENTS
      34    1,315      335    6,699    5,083    7,068    6,733      204      539

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -547)
    -100      260     -228     -222     -618     -550     -586        3       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     18.1      4.6     92.1     69.9     97.2     92.6      2.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        7        5       27       24       32       32                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,856
COMMITMENTS
     274    7,919      345   24,138   16,592   24,757   24,856       99        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,599)
     -25   -2,864     -144   -3,461     -591   -3,630   -3,599       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     31.9      1.4     97.1     66.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       25       17       28       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,957
COMMITMENTS
     952    1,728      388    2,938    2,569    4,278    4,685      679      272

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -866)
    -412     -246       -2     -524     -549     -938     -797       72      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     34.9      7.8     59.3     51.8     86.3     94.5     13.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        7        6       20       22       30       31                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,063
COMMITMENTS
       0      679      209    3,250    2,932    3,459    3,820      604      243

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -238)
     -50      -18       59     -206     -327     -197     -286      -41       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.7      5.1     80.0     72.2     85.1     94.0     14.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        4       14       15       18       19                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      453,328
COMMITMENTS
  75,196   60,608   91,181  233,372  270,021  399,749  421,810   53,579   31,518

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     10,965)
     355    2,161       58    6,198    7,841    6,611   10,060    4,354      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     13.4     20.1     51.5     59.6     88.2     93.0     11.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      48       41       65       87       92      170      167                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,027
COMMITMENTS
   1,325    1,475      225   39,515   42,947   41,065   44,647   10,962    7,380

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -13,679)
     175     -175     -225  -12,711  -13,029  -12,761  -13,429     -918     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.8      0.4     76.0     82.5     78.9     85.8     21.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       21       24       23       26                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,077,370
COMMITMENTS
 255,741  410,321  355,572  391,848  265,240  1003161  1031132   74,208   46,237

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -18,542)
 -23,286  -32,555   17,783  -18,091   -6,385  -23,594  -21,157    5,052    2,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     38.1     33.0     36.4     24.6     93.1     95.7      6.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     126      131      170       62       58      292      268                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      805,866
COMMITMENTS
  53,618   45,749  282,585  462,219  473,124  798,422  801,458    7,444    4,408

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     68,147)
   7,245    6,220   44,241   16,952   17,883   68,438   68,345     -292     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      5.7     35.1     57.4     58.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      55       31       68       54       54      134      128                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      270,110
COMMITMENTS
  73,607   93,999   48,437  135,975  119,643  258,018  262,079   12,092    8,031

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      3,628)
   4,337    1,943   -2,428    1,920    3,795    3,829    3,311     -201      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     34.8     17.9     50.3     44.3     95.5     97.0      4.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       14       26       32       34       64       62                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      112,107
COMMITMENTS
  23,388   18,729   19,037   58,532   67,989  100,957  105,755   11,150    6,352

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,901)
     447      539    1,508      247      963    2,202    3,010      699     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     16.7     17.0     52.2     60.6     90.1     94.3      9.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       17       23       23       24       47       51                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       16,378
COMMITMENTS
     679    2,521    9,063    6,449    4,752   16,191   16,335      186       42

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      1,223)
     204       49      439      573      730    1,216    1,219        7        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     15.4     55.3     39.4     29.0     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7        9       11       10       22       20                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,367,534
COMMITMENTS
 541,852   39,566   99,810  690,853  1196788  1332515  1336164   35,019   31,370

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      7,744)
   9,722      848   -5,334    1,889    5,606    6,277    1,120    1,467    6,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.6      2.9      7.3     50.5     87.5     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      28        8       28       50       47       84       77                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      331,181
COMMITMENTS
  23,017   63,672   38,182  267,307  222,243  328,506  324,097    2,675    7,084

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     14,316)
  -2,923   -1,047   10,341    7,080    4,678   14,498   13,972     -182      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     19.2     11.5     80.7     67.1     99.2     97.9      0.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       17       25       33       30       61       59                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      123,963
COMMITMENTS
  54,650   51,154   17,887   50,405   53,649  122,942  122,690    1,021    1,273

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -11,294)
  -6,934  -11,038      558   -4,559     -342  -10,935  -10,822     -359     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.1     41.3     14.4     40.7     43.3     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       17       24       23       22       53       50                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       22,056
COMMITMENTS
  13,905    4,781    2,777    4,901   14,313   21,583   21,871      473      185

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,988)
  -2,239      117   -1,069   -1,576   -4,011   -4,884   -4,963     -104      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.0     21.7     12.6     22.2     64.9     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        5       10       12       12       31       24                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,261
COMMITMENTS
   1,016    2,098    3,404    4,841    3,759    9,261    9,261        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        742)
      81     -106      365      298      483      743      742       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     22.7     36.8     52.3     40.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        7       13       12       12       29       27                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,786
COMMITMENTS
      10      463       90    2,592    2,141    2,692    2,694       94       92

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -630)
       5      120      -60     -544     -694     -599     -634      -31        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     16.6      3.2     93.0     76.8     96.6     96.7      3.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        3       14       16       17       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       52,844
COMMITMENTS
   5,230    1,907    6,898   40,548   43,822   52,676   52,628      168      216

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,374)
      99      135     -675   -4,740   -4,713   -5,316   -5,253      -59     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      3.6     13.1     76.7     82.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      14       11       12       50       64       70       81                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,956
COMMITMENTS
     330      552      353    1,474    1,743    2,157    2,648      799      308

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,199)
    -161     -665       52     -950     -683   -1,059   -1,296     -140       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     18.7     11.9     49.9     59.0     73.0     89.6     27.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        6        6       17       18       26       26                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      264,279
COMMITMENTS
  18,965      635    4,492  240,695  259,153  264,152  264,279      127        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,882)
    -427     -110      114   -8,548   -8,887   -8,860   -8,882      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.2      1.7     91.1     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       22       16       24       19                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,477,831
COMMITMENTS
 388,530   15,860   34,250  3055051  3427721  3477831  3477831        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:   -139,840)
  -7,360        0        0 -132,480 -139,840 -139,840 -139,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      0.5      1.0     87.8     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       18       19       20                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,107,658
COMMITMENTS
       0        0        0  1107658  1107658  1107658  1107658        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -18,184)
       0        0        0  -18,184  -18,184  -18,184  -18,184        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                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      109,440
COMMITMENTS
   5,760        0        0  103,392  109,440  109,152  109,440      288        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.0      0.0     94.5    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12        9       13        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,808
COMMITMENTS
     163      818      136   26,740   25,760   27,039   26,714      769    1,094

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,799)
      24      -86     -264   -4,735   -4,615   -4,975   -4,965      176      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.9      0.5     96.2     92.6     97.2     96.1      2.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       26       30       31       35                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      141,446
COMMITMENTS
   8,129    3,086    1,067  130,924  136,178  140,120  140,331    1,326    1,115

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -624)
     974      278      368   -1,611   -1,110     -269     -464     -355     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      2.2      0.8     92.6     96.3     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      16       10       11       54       54       74       72                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,574
COMMITMENTS
  13,396    4,961       64   57,784   65,547   71,244   70,572      330    1,002

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,794)
      19    1,278      -19   -2,644   -4,333   -2,644   -3,074     -150      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      6.9      0.1     80.7     91.6     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        4        1       24       24       30       29                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,106
COMMITMENTS
   1,275      960    1,224   28,372   28,527   30,871   30,711      235      395

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,350)
    -155      277     -428   -2,756   -3,125   -3,339   -3,276      -11      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      3.1      3.9     91.2     91.7     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        5        4       31       33       37       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,538
COMMITMENTS
   2,011    2,456      371   13,703   13,350   16,085   16,177      453      361

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,603)
    -250     -881      -69   -1,221     -615   -1,540   -1,565      -63      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     14.9      2.2     82.9     80.7     97.3     97.8      2.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       31       30       37       35                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,497
COMMITMENTS
     270      126      105   13,917   14,759   14,292   14,990    1,205      507

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,523)
      53        0      -15   -1,558   -1,493   -1,520   -1,508       -3      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.8      0.7     89.8     95.2     92.2     96.7      7.8      3.3

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 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,538,950
COMMITMENTS
 547,248  162,327  958,792  919,021  1293914  2425061  2415034  113,888  123,916

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     84,621)
   9,197   21,793   46,700   24,898   14,060   80,796   82,553    3,825    2,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6      6.4     37.8     36.2     51.0     95.5     95.1      4.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     165      161      246      103      126      404      417                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      146,212
COMMITMENTS
  36,636   27,457   56,008   52,603   61,923  145,247  145,388      965      824

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,742)
     834      426    1,266      531    1,032    2,631    2,725      111       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     18.8     38.3     36.0     42.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        7       17       17       26       24                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,294
COMMITMENTS
  73,048   13,596      720   28,942   64,233  102,710   78,549   21,584   45,745

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,535)
  -1,787     -203   -3,075  -10,082   -7,643  -14,944  -10,921    6,409    2,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.8     10.9      0.6     23.3     51.7     82.6     63.2     17.4     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        5        9       12       17       19                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,781
COMMITMENTS
   3,852      504   10,128    8,963   12,256   22,943   22,888      838      893

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,004)
   1,386   -1,479    1,090     -510    2,354    1,965    1,964       39       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.1     42.6     37.7     51.5     96.5     96.2      3.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        3        6       11       12       22       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,113
COMMITMENTS
  22,402    1,291   13,394   60,570   75,811   96,366   90,497    5,746   11,616

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,878)
     655      -35     -221    2,279    3,676    2,712    3,420      166     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      1.3     13.1     59.3     74.2     94.4     88.6      5.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        7       21       21       28       28                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,445
COMMITMENTS
   6,016   53,001   83,359   81,857   33,038  171,232  169,398    6,213    8,047

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -876)
    -107   -2,309    1,111   -2,372     -723   -1,369   -1,922      493    1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     29.9     47.0     46.1     18.6     96.5     95.5      3.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       16       26       19       17       48       43                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,855
COMMITMENTS
  17,706    9,691   56,099   21,342   30,019   95,147   95,809      708       46

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     10.1     58.5     22.3     31.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        7       11        9       20       16                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,346
COMMITMENTS
     360      135        0   14,941   15,211   15,301   15,346       45        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      615      645      615      645        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.9      0.0     97.4     99.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       27       24       28       25                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,138
COMMITMENTS
  15,207   10,940      376    7,191   11,134   22,774   22,450    1,364    1,688

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        892)
   1,065    1,015        1     -167       53      899    1,070       -7     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.0     45.3      1.6     29.8     46.1     94.3     93.0      5.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      60       53       14       32       31       98       94                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,802
COMMITMENTS
  45,661   14,484    2,743   10,380   46,071   58,784   63,299    7,018    2,503

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      1,594)
     704    1,433     -111      801      779    1,394    2,101      200     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.4     22.0      4.2     15.8     70.0     89.3     96.2     10.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
     132       44       31       34       39      182      102                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      408,666
COMMITMENTS
  99,418   44,048   76,624  207,971  271,521  384,013  392,193   24,653   16,473

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      5,329)
  -2,524      443    2,475    6,504    2,824    6,456    5,743   -1,127     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     10.8     18.7     50.9     66.4     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      90       55       86       93      107      222      216                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,927
COMMITMENTS
   1,448    1,980      478    5,913    4,786    7,839    7,244    2,088    2,683

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,461)
    -899   -1,255     -188   -2,234     -994   -3,321   -2,437     -140   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     19.9      4.8     59.6     48.2     79.0     73.0     21.0     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        4       10       11       16       16                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       20,105
COMMITMENTS
   7,907   17,181    1,436   10,732    1,326   20,075   19,943       30      162

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        252)
    -273      350       90      405     -188      222      252       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3     85.5      7.1     53.4      6.6     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        7        4       14        7       23       18                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,378
COMMITMENTS
   9,298    7,301    7,505    3,704    6,104   20,507   20,910      871      468

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,560)
     893      -51   -1,565   -2,248   -1,093   -2,920   -2,709      360      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5     34.2     35.1     17.3     28.6     95.9     97.8      4.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      19       16       28        9        9       43       39                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       10,936
COMMITMENTS
   2,775    2,553    5,803    2,331    2,557   10,910   10,913       26       23

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,548)
      89     -411   -1,013     -606     -117   -1,530   -1,542      -17       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     23.3     53.1     21.3     23.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        9       13        6        6       21       21                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,250
COMMITMENTS
   2,633      740        0   31,302   33,505   33,935   34,245      315        5

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,360)
    -190        0        0   -4,140   -4,360   -4,330   -4,360      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      2.2      0.0     91.4     97.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        0       28       21       31       23                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,800
COMMITMENTS
       0    1,375       50    2,750    1,375    2,800    2,800        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -205)
       0      -75      -50     -155      -75     -205     -200        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     49.1      1.8     98.2     49.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        2       13        8       15       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,048
COMMITMENTS
   2,337    8,797      616   15,110    9,268   18,063   18,681      985      367

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -781)
    -154     -466      -50     -521     -139     -725     -655      -56     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     46.2      3.2     79.3     48.7     94.8     98.1      5.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        7        4       27       21       34       30                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,009
COMMITMENTS
      19    3,429       99    3,877    1,047    3,995    4,575    1,014      434

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -765)
     -57     -644      -50     -809     -148     -916     -842      151       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     68.5      2.0     77.4     20.9     79.8     91.3     20.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       18       16       20       20                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,059
COMMITMENTS
     185      626      425    2,289    1,998    2,899    3,049      160       10

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -136)
     -45        9      -75        9      -70     -111     -136      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     20.5     13.9     74.8     65.3     94.8     99.7      5.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        4        9       10       14       15                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,332
COMMITMENTS
     642    2,048      875    6,479    5,066    7,996    7,989      336      343

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,684)
    -308     -647       99   -1,460   -1,146   -1,669   -1,694      -15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     24.6     10.5     77.8     60.8     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       13       10       23       18       35       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,259
COMMITMENTS
     690      155       90      254      757    1,034    1,002      225      257

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -558)
    -534      -20       60     -134     -511     -608     -471       50      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.8     12.3      7.1     20.2     60.1     82.1     79.6     17.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        2        7       12       12       18                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,701
COMMITMENTS
   2,599    9,157    1,894   16,579    9,444   21,072   20,495    4,629    5,206

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,500)
      45      777   -1,448   -3,499   -3,632   -4,902   -4,303     -598   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     35.6      7.4     64.5     36.7     82.0     79.7     18.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        3       17       13       22       16                  



Updated June 10, 2016