GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,197
COMMITMENTS
  13,788    5,020    1,178   35,159   44,555   50,125   50,753    1,072      444

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        645)
     889      167        0     -234      443      655      610      -10       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9      9.8      2.3     68.7     87.0     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        6        7       40       39       49       49                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,556
COMMITMENTS
   1,039      114      540    6,321    7,443    7,900    8,097      656      459

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        267)
       4       11       46      277      348      327      405      -60     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      1.3      6.3     73.9     87.0     92.3     94.6      7.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        7       29       32       38       39                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,849
COMMITMENTS
     147       77      232    1,193    1,318    1,572    1,627      277      222

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         33)
      24      -21       -6       15       45       33       18        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      4.2     12.5     64.5     71.3     85.0     88.0     15.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        3       15       20       20       24                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,118
COMMITMENTS
   1,352      102      463    3,617    5,040    5,432    5,605      686      513

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        315)
     -71       18       93      260      196      282      307       33        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      1.7      7.6     59.1     82.4     88.8     91.6     11.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        5       33       35       39       40                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,726
COMMITMENTS
      74    1,346      340    7,031    5,396    7,445    7,082      281      644

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        178)
       0      -46      -44      205      208      161      118       17       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     17.4      4.4     91.0     69.8     96.4     91.7      3.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        6        6       28       26       35       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,411
COMMITMENTS
     210      555      240      674      506    1,124    1,301      287      110

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     39.3     17.0     47.8     35.9     79.7     92.2     20.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        6        7        7       15       15                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,093
COMMITMENTS
     274    9,046      365   25,355   16,682   25,994   26,093       99        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,432)
       0      855       20    1,412      557    1,432    1,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     34.7      1.4     97.2     63.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        3       25       19       28       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,776
COMMITMENTS
   1,021    2,353      427    3,659    2,749    5,107    5,529      669      247

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        391)
     159      303      -43      285      101      401      361      -10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     40.7      7.4     63.3     47.6     88.4     95.7     11.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        9        6       23       22       32       33                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,479
COMMITMENTS
      10      694      304    3,611    3,253    3,925    4,251      554      228

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        240)
       0       10       -5      280      280      275      285      -35      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     15.5      6.8     80.6     72.6     87.6     94.9     12.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        5       18       17       23       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      444,147
COMMITMENTS
  75,416   55,788   89,892  227,244  263,315  392,552  408,995   51,594   35,152

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -6,016)
  -2,244   -3,288   -1,348      268   -3,190   -3,323   -7,825   -2,693    1,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     12.6     20.2     51.2     59.3     88.4     92.1     11.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      47       36       59       85       90      164      159                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       61,843
COMMITMENTS
   2,000    1,475      275   49,022   54,724   51,297   56,474   10,546    5,369

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,699)
     675        0       50    4,768    6,950    5,493    7,000     -794   -2,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      2.4      0.4     79.3     88.5     82.9     91.3     17.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       21       27       23       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,115,777
COMMITMENTS
 275,102  417,054  359,606  402,531  298,600  1037239  1075260   78,538   40,517

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      9,156)
   7,130   -3,098    9,841   -9,686     -670    7,285    6,073    1,870    3,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     37.4     32.2     36.1     26.8     93.0     96.4      7.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     130      131      171       64       62      303      270                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      939,238
COMMITMENTS
  78,927   62,446  328,087  523,643  544,600  930,657  935,133    8,581    4,105

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     77,174)
  16,204   14,437   26,990   31,514   34,593   74,708   76,021    2,466    1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      6.6     34.9     55.8     58.0     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      54       35       71       54       55      136      133                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      297,537
COMMITMENTS
 103,291  120,347   48,343  134,729  120,402  286,363  289,093   11,174    8,444

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     18,530)
  17,091   18,031   -1,393    2,932    1,797   18,630   18,436      -99       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7     40.4     16.2     45.3     40.5     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       13       28       35       36       68       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      144,729
COMMITMENTS
  32,393   35,965   27,882   74,832   75,724  135,107  139,571    9,622    5,158

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     21,530)
  10,726   14,451    3,927    6,500    3,672   21,153   22,050      377     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     24.8     19.3     51.7     52.3     93.4     96.4      6.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       21       28       25       26       55       59                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       19,141
COMMITMENTS
   1,923    4,362   10,036    6,987    4,694   18,945   19,091      196       50

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        811)
     185      338      388      234       82      806      807        5        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     22.8     52.4     36.5     24.5     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        8        9       11       10       23       20                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,416,076
COMMITMENTS
 583,337   42,265  109,973  688,176  1230795  1381486  1383033   34,590   33,043

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     31,394)
  20,173    1,603   11,496   -1,169   17,370   30,500   30,469      894      925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2      3.0      7.8     48.6     86.9     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      29        9       28       50       47       85       78                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      348,527
COMMITMENTS
  26,806   70,036   45,776  272,527  225,661  345,109  341,473    3,418    7,054

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,232)
   2,037      262    1,591   -1,276      278    2,352    2,131     -120      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     20.1     13.1     78.2     64.7     99.0     98.0      1.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       18       24       33       30       61       58                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      126,583
COMMITMENTS
  57,769   52,721   20,372   47,414   52,373  125,555  125,466    1,028    1,117

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      3,215)
   2,046    2,885    2,066     -938   -1,609    3,173    3,341       42     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.6     41.6     16.1     37.5     41.4     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       19       28       21       20       54       51                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       21,753
COMMITMENTS
  14,085    4,751    2,355    4,750   14,467   21,190   21,573      563      180

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -461)
    -305     -250       -2     -199     -219     -506     -471       45       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.7     21.8     10.8     21.8     66.5     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        5       14       13       12       33       28                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,527
COMMITMENTS
   1,249    2,344    3,314    4,964    3,868    9,527    9,526        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        294)
     207      117      -59      146      236      294      294        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     24.6     34.8     52.1     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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,922
COMMITMENTS
      10      485      120    2,688    2,245    2,818    2,850      104       72

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         72)
       0       30        0       92       62       92       92      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     16.6      4.1     92.0     76.8     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        4       15       19       19       25                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       59,784
COMMITMENTS
   6,305    1,867    7,905   45,300   49,727   59,510   59,499      274      285

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,217)
     475      -16      -66    3,716    4,301    4,126    4,220       91       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      3.1     13.2     75.8     83.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      14       12       12       49       63       69       81                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,239
COMMITMENTS
     380      699      308    1,767    1,850    2,455    2,857      784      382

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         84)
      65       20      -30       65       50      100       40      -16       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     21.6      9.5     54.6     57.1     75.8     88.2     24.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        8        6       19       22       28       32                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      262,382
COMMITMENTS
  18,874      635    4,626  238,756  257,121  262,255  262,382      127        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,064)
      -8        0       28   -2,083   -2,091   -2,064   -2,064        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.2      1.8     91.0     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,460,441
COMMITMENTS
 388,530   15,860   34,250  3037661  3410331  3460441  3460441        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     23,689)
       0        0        0   23,689   23,689   23,689   23,689        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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,080,874
COMMITMENTS
       0        0        0  1080874  1080874  1080874  1080874        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -26,784)
       0        0        0  -26,784  -26,784  -26,784  -26,784        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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       42,560
COMMITMENTS
   2,240        0        0   40,208   42,560   42,448   42,560      112        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -33,440)
  -1,760        0        0  -31,592  -33,440  -33,352  -33,440      -88        0

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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,454
COMMITMENTS
     163      793      161   28,361   27,358   28,685   28,312      769    1,142

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,105)
       0      -35       35    1,070    1,105    1,105    1,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.7      0.5     96.3     92.9     97.4     96.1      2.6      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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      150,610
COMMITMENTS
   8,296    2,643    2,435  138,743  144,579  149,474  149,657    1,136      953

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,691)
     -95     -538      256    2,499    2,970    2,660    2,688       31        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.8      1.6     92.1     96.0     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14       12       11       55       55       74       73                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       75,738
COMMITMENTS
  13,646    5,082        0   61,823   69,369   75,469   74,451      269    1,287

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,597)
     100     -215      -64    1,622    1,777    1,658    1,498      -61       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      6.7      0.0     81.6     91.6     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        0       23       25       28       28                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,885
COMMITMENTS
   1,300    1,118    1,200   29,150   29,154   31,650   31,472      235      413

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        997)
      25       -7       22      950      927      997      942        0       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      3.5      3.8     91.4     91.4     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        4       33       34       39       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,385
COMMITMENTS
   2,144    2,550      528   14,151   13,955   16,823   17,033      562      352

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        437)
      25      -49      147      250      339      422      437       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     14.7      3.0     81.4     80.3     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        4       31       30       37       35                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,084
COMMITMENTS
     250      126      111   14,575   15,292   14,936   15,529    1,148      555

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        510)
     -20        0        6      550      444      536      450      -26       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.8      0.7     90.6     95.1     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       25       18       28       20                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,461,218
COMMITMENTS
 530,098  156,864  914,804  912,544  1283345  2357446  2355013  103,771  106,204

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:   -108,833)
  -6,451   -6,235  -68,868  -17,291  -25,532  -92,610 -100,634  -16,223   -8,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5      6.4     37.2     37.1     52.1     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     155      138      216      105      126      373      384                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,540
COMMITMENTS
  51,820   28,816   50,437   51,285   72,081  153,542  151,335      998    3,205

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      5,954)
  14,822   -1,312   -5,826   -3,026   11,899    5,970    4,761      -16    1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     18.6     32.6     33.2     46.6     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        5       15       15       21       21                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,292
COMMITMENTS
  72,638   14,838      709   31,042   64,630  104,389   80,177   22,903   47,115

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,293)
     -41      -36       31     -226       97     -236       92    1,529    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.1     11.7      0.6     24.4     50.8     82.0     63.0     18.0     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        5        6       10       14       17                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,110
COMMITMENTS
   2,196      120    4,906    9,169   11,199   16,271   16,225      838      884

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -6,001)
  -2,165     -221   -4,079      692   -1,146   -5,553   -5,446     -449     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      0.7     28.7     53.6     65.5     95.1     94.8      4.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        2        6       11       12       21       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,584
COMMITMENTS
  24,223    1,298   13,478   61,989   78,437   99,690   93,214    5,894   12,371

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,303)
    -238      -15       97    1,371      798    1,230      880       73      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      1.2     12.8     58.7     74.3     94.4     88.3      5.6     11.7

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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      192,942
COMMITMENTS
   7,495   54,963   91,753   85,134   36,507  184,382  183,222    8,561    9,720

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      8,808)
     222    1,716    4,814    2,385    1,336    7,421    7,866    1,387      942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     28.5     47.6     44.1     18.9     95.6     95.0      4.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       16       25       20       19       48       44                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,118
COMMITMENTS
  42,031    8,003   48,873   17,524   50,552  108,427  107,428      691    1,690

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     11,742)
  24,374   -2,898   -8,925   -3,664   21,925   11,784   10,102      -42    1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      7.3     44.8     16.1     46.3     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        5        8        9       10       18       18                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,153
COMMITMENTS
     300       60        0   12,763   13,093   13,063   13,153       90        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,296)
     -60      -75        0   -2,281   -2,221   -2,341   -2,296       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.5      0.0     97.0     99.5     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       24       19       25       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,998
COMMITMENTS
  15,551   13,320      374    7,623    9,762   23,547   23,455    1,450    1,542

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        335)
     189    1,052       -2      102     -467      289      584       46     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.2     53.3      1.5     30.5     39.1     94.2     93.8      5.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      68       52       15       32       30      106       93                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,172
COMMITMENTS
  45,067   16,072    3,326   10,283   44,370   58,676   63,768    7,496    2,404

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,172)
    -867     -185      528   -1,532   -1,487   -1,871   -1,144     -301   -1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.1     24.3      5.0     15.5     67.1     88.7     96.4     11.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
     128       42       27       32       40      175       99                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      416,948
COMMITMENTS
 102,078   43,957   73,034  217,620  279,825  392,732  396,817   24,216   20,131

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      3,259)
   2,786   -4,909    1,570   -2,609    6,921    1,748    3,582    1,512     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     10.5     17.5     52.2     67.1     94.2     95.2      5.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      79       56       68      100      105      213      201                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,514
COMMITMENTS
   1,466    2,969      680    7,563    6,149    9,709    9,798    2,805    2,716

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,640)
       0      750        0    1,250      918    1,250    1,668      390      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     23.7      5.4     60.4     49.1     77.6     78.3     22.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        5       11       13       17       19                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,522
COMMITMENTS
   1,180      150       75   12,142   12,337   13,397   12,562    1,125    1,960

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        555)
       0        0        0      695      415      695      415     -140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.0      0.5     83.6     85.0     92.3     86.5      7.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       17       16       19       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       21,990
COMMITMENTS
   8,567   18,881    1,921   11,472    1,026   21,960   21,828       30      162

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,120)
     600      750      370      150        0    1,120    1,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     85.9      8.7     52.2      4.7     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8        5       14        7       24       19                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,714
COMMITMENTS
   9,463    7,395    7,676    4,010    6,233   21,149   21,304      565      410

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        100)
      15       40       36      356       31      407      107     -307       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     34.1     35.4     18.5     28.7     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20       17       28       11       10       46       41                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       10,851
COMMITMENTS
   2,739    2,443    5,883    2,207    2,506   10,829   10,832       22       19

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -121)
     -12     -130        9     -116        2     -120     -119       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     22.5     54.2     20.3     23.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       10       14        6        6       22       22                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,511
COMMITMENTS
   3,148      740       20   35,028   37,746   38,196   38,506      315        5

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,736)
     550        0        0    2,186    2,736    2,736    2,736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      1.9      0.1     91.0     98.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        1       28       19       31       22                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| 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 06/14/16 (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     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 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,323
COMMITMENTS
   2,253    8,947      673   15,469    9,273   18,395   18,893      928      430

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        182)
       0      132        0      182      -13      182      119        0       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     46.3      3.5     80.1     48.0     95.2     97.8      4.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        8        5       28       21       36       31                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,347
COMMITMENTS
      34    3,416      105    4,254    1,309    4,393    4,830      954      517

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        200)
       0      -16        0      301      237      301      221     -101      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     63.9      2.0     79.6     24.5     82.2     90.3     17.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        3       19       19       22       23                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,937
COMMITMENTS
     185      522      497    2,056    1,908    2,738    2,927      199       10

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        -72)
       0     -104       72     -183      -40     -111      -72       39        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     17.8     16.9     70.0     65.0     93.2     99.7      6.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        5        8       11       14       16                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,845
COMMITMENTS
     755    1,929      976    6,771    5,607    8,502    8,512      343      333

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        174)
      95       22      -14       79      169      160      177       14       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     21.8     11.0     76.6     63.4     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       11        8       23       19       34       32                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,374
COMMITMENTS
     740      220      110      299      817    1,149    1,147      225      227

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         50)
      80       50       50      -10       20      120      120      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.9     16.0      8.0     21.8     59.5     83.6     83.5     16.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        5        3        7       13       14       20                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,644
COMMITMENTS
   2,927    9,291    1,813   17,169    9,975   21,909   21,079    4,735    5,565

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        632)
     342      127      -56      204      515      490      586      142       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     34.9      6.8     64.4     37.4     82.2     79.1     17.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       17       15       23       18                  



Updated June 24, 2016