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