GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,280
COMMITMENTS
   7,180    1,785    1,549   34,333   39,708   43,062   43,042      218      238

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -3,554)
     777      253     -767   -3,518   -3,114   -3,508   -3,628      -46       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      4.1      3.6     79.3     91.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12        4        6       30       40       43       49                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,878
COMMITMENTS
     735      217      604    7,714    8,487    9,053    9,308      825      570

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,192)
    -175       11      -91     -862     -962   -1,128   -1,042      -64     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      2.2      6.1     78.1     85.9     91.6     94.2      8.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        9       30       32       39       42                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,927
COMMITMENTS
     676      121      486    9,178    9,954   10,340   10,561      587      366

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -2,697)
    -319     -238      -61   -2,465   -2,272   -2,845   -2,571      148     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.1      4.4     84.0     91.1     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        6       33       38       40       45                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,493
COMMITMENTS
     119      885      261    4,534    4,015    4,914    5,161      579      332

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,173)
      10     -117      -12   -1,160   -1,044   -1,162   -1,173      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     16.1      4.8     82.5     73.1     89.5     94.0     10.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        8        6       21       19       27       30                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,800
COMMITMENTS
     110      720       59    1,551      850    1,720    1,629       80      171

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -806)
     -30      -93      -46     -720     -782     -796     -921      -10      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     40.0      3.3     86.2     47.2     95.6     90.5      4.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        4        3        9        8       13       14                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,374
COMMITMENTS
     230    2,259      150   17,984   15,950   18,364   18,359       10       15

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -284)
     -98     -606      -45     -131      352     -274     -299      -10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     12.3      0.8     97.9     86.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        6        3       24       20       29       26                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,396
COMMITMENTS
   1,317    2,408      224    6,322    5,352    7,863    7,984      533      412

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,552)
    -151     -679      -28   -1,325     -925   -1,504   -1,632      -48       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     28.7      2.7     75.3     63.7     93.7     95.1      6.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        6        8       20       20       34       30                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        5,839
COMMITMENTS
     600      542      182    4,304    4,960    5,086    5,684      753      155

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -628)
    -154     -164      -49     -499     -445     -702     -658       74       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      9.3      3.1     73.7     84.9     87.1     97.3     12.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        4       16       17       22       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      378,134
COMMITMENTS
  76,862   68,557   66,566  199,968  207,893  343,396  343,016   34,738   35,118

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -7,560)
  -5,119    3,764    3,825   -3,400  -20,507   -4,694  -12,918   -2,866    5,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     18.1     17.6     52.9     55.0     90.8     90.7      9.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      45       53       73       83       89      174      176                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,431
COMMITMENTS
       0        0      375   23,456   29,500   23,831   29,875   12,600    6,556

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,845)
       0     -150      150   -6,729   -5,697   -6,579   -5,697    1,734      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      1.0     64.4     81.0     65.4     82.0     34.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        1       15       18       16       19                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,512,631
COMMITMENTS
 370,028  372,844  523,065  549,233  573,118  1442326  1469027   70,305   43,604

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -3,611)
   8,492   41,949  -12,749    4,167  -37,603      -90   -8,403   -3,521    4,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     24.6     34.6     36.3     37.9     95.4     97.1      4.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     137       96      148       71       62      282      244                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      410,443
COMMITMENTS
 182,756  143,834   30,659  184,615  227,852  398,030  402,345   12,413    8,098

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      9,868)
   8,806    3,378   -4,323    4,131   10,456    8,614    9,511    1,254      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     35.0      7.5     45.0     55.5     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       15       28       38       41       72       71                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      129,232
COMMITMENTS
  12,600   52,705   17,585   84,096   50,420  114,281  120,710   14,951    8,522

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        220)
    -414    4,626   -2,050      899   -1,954   -1,565      622    1,785     -402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     40.8     13.6     65.1     39.0     88.4     93.4     11.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8       17       18       24       23       46       44                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,268,683
COMMITMENTS
 693,906   16,016   71,814  479,122  1162814  1244842  1250644   23,841   18,039

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      9,545)
   8,868    1,490      776    4,604    6,402   14,248    8,668   -4,703      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7      1.3      5.7     37.8     91.7     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22        9       22       43       45       73       68                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      244,857
COMMITMENTS
   9,459   47,509   22,234  210,134  171,184  241,827  240,927    3,030    3,930

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     11,630)
     436    4,830    1,936    9,230    5,513   11,602   12,279       28     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     19.4      9.1     85.8     69.9     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10       12       18       34       31       54       51                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       65,364
COMMITMENTS
  27,869   20,748    5,760   30,484   37,947   64,113   64,455    1,251      909

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,756)
      -6   -2,474     -550   -4,304   -1,464   -4,860   -4,488      104     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     31.7      8.8     46.6     58.1     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15       14       21       19       19       45       43                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,835
COMMITMENTS
   4,964    1,262      925    3,454    7,166    9,343    9,353      492      482

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,893)
  -1,665       59      -25     -143   -1,943   -1,833   -1,909      -60       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     12.8      9.4     35.1     72.9     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        4        5        9       12       20       18                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,284
COMMITMENTS
     235      320       20    2,878    2,695    3,133    3,035      151      249

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -434)
     -20     -234        0     -376     -196     -396     -430      -38       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      9.7      0.6     87.6     82.1     95.4     92.4      4.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       13       15       15       18                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       39,310
COMMITMENTS
   5,493    1,281    4,826   28,755   33,103   39,074   39,210      236      100

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -9,892)
    -918      126     -168   -8,855   -9,833   -9,941   -9,875       49      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      3.3     12.3     73.1     84.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14       14       17       47       58       71       80                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,751
COMMITMENTS
     437      466      522    2,491    2,528    3,450    3,516      301      235

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -910)
    -193      -75     -193     -382     -656     -768     -924     -142       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     12.4     13.9     66.4     67.4     92.0     93.7      8.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        5        9       15       17       26       27                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      145,267
COMMITMENTS
  17,138    7,290    2,780  125,349  135,197  145,267  145,267        0        0

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -6,439)
      44   -3,520      -44   -4,459     -895   -4,459   -4,459   -1,980   -1,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.0      1.9     86.3     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       17       22       19                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,435
COMMITMENTS
     386    1,588       50   20,839   19,526   21,275   21,164      160      271

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -3,624)
      35     -172       15   -3,654   -3,414   -3,604   -3,571      -20      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      7.4      0.2     97.2     91.1     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       17       23       21       26                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      100,979
COMMITMENTS
   8,772    1,529    1,540   89,641   97,535   99,953  100,604    1,026      375

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -8,230)
     694     -100     -832   -7,809   -7,331   -7,947   -8,263     -283       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.5      1.5     88.8     96.6     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16        9       14       58       59       81       77                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       77,236
COMMITMENTS
  14,373    3,067      830   61,877   72,673   77,080   76,570      156      666

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -2,207)
    -719      194        0   -1,503   -2,122   -2,222   -1,928       15     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      4.0      1.1     80.1     94.1     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        6        1       23       31       29       38                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,412
COMMITMENTS
     703    1,723      595   34,049   32,379   35,347   34,697       65      715

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -5,370)
    -131     -169     -111   -5,108   -5,032   -5,350   -5,312      -20      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      4.9      1.7     96.2     91.4     99.8     98.0      0.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        4        5       32       39       42       47                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,432
COMMITMENTS
     894       30      316    8,105    7,685    9,315    8,031      117    1,401

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,251)
    -242        5      -22     -922   -1,186   -1,186   -1,203      -65      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.3      3.4     85.9     81.5     98.8     85.1      1.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        1        4       22       19       30       23                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,192
COMMITMENTS
     788      652      365   13,266   13,769   14,419   14,786      773      406

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -698)
     178      -99       19     -813     -593     -616     -673      -82      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      4.3      2.4     87.3     90.6     94.9     97.3      5.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        3       22       18       27       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,228,585
COMMITMENTS
 624,855  242,386  705,890  794,444  1185263  2125189  2133539  103,396   95,046

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     30,504)
  29,278   20,564    6,046  -11,995    1,059   23,329   27,669    7,175    2,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     10.9     31.7     35.6     53.2     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     179      122      194      101      124      377      364                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,892
COMMITMENTS
  54,520   16,186    3,054   47,306   56,493  104,880   75,733   15,012   44,159

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -7,749)
  -2,037      104   -1,221   -3,385   -3,308   -6,643   -4,425   -1,106   -3,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5     13.5      2.5     39.5     47.1     87.5     63.2     12.5     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        4       14       19       20       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,144
COMMITMENTS
  17,240   46,426   47,756   48,774   23,472  113,770  117,654   12,374    8,490

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,492)
     554   -2,066     -801   -1,216      -88   -1,463   -2,955   -3,029   -1,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     36.8     37.9     38.7     18.6     90.2     93.3      9.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18       19       29       18       20       53       53                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,800
COMMITMENTS
     165        0        0    7,635    7,638    7,800    7,638        0      162

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.9     97.9    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       16       18       16                  
 
 
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE        Code-067A75
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 U.S. BARRELS)                    OPEN INTEREST:        7,025
COMMITMENTS
   1,185        0        0    5,785    6,905    6,970    6,905       55      120

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        705)
    -105        0        0      765      705      660      705       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.0      0.0     82.3     98.3     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       15       18       15                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,586
COMMITMENTS
  27,455    6,141      269    4,507   26,254   32,231   32,664    2,355    1,922

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      4,660)
   4,613    1,215     -144     -253    3,029    4,216    4,100      444      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.4     17.8      0.8     13.0     75.9     93.2     94.4      6.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      87       47       10       19       35      109       90                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,495
COMMITMENTS
  44,817   25,134    3,175   13,100   38,213   61,092   66,522    8,403    2,973

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        115)
   1,180   -1,457      265   -1,352    1,740       93      548       22     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     36.2      4.6     18.9     55.0     87.9     95.7     12.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
     137       46       22       31       32      179       91                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,713
COMMITMENTS
 108,318   58,497   85,112  173,996  224,005  367,426  367,614   20,287   20,099

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      3,798)
   5,429   -3,004      789   -3,379    4,165    2,839    1,950      959    1,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     15.1     22.0     44.9     57.8     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      77       58       90       83      107      207      217                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,818
COMMITMENTS
     375    3,055      275    5,140    2,756    5,790    6,086    2,028    1,732

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,485)
      75      554     -164   -1,275   -1,388   -1,364     -998     -121     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     39.1      3.5     65.7     35.3     74.1     77.8     25.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        5        1       12        9       14       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,252
COMMITMENTS
       0    1,150      300   11,266   11,217   11,566   12,667    1,686      585

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,150)
    -200     -175     -200   -3,425   -3,470   -3,825   -3,845     -325     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      2.3     85.0     84.6     87.3     95.6     12.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       16       17       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,468
COMMITMENTS
   2,753    2,116    1,584    5,987    8,139   10,324   11,839    4,144    2,629

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,653)
    -741     -145     -111     -553   -1,250   -1,405   -1,506     -248     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     14.6     10.9     41.4     56.3     71.4     81.8     28.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        5       13       12       19       19                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,914
COMMITMENTS
   2,184      325      554    3,260    5,654    5,998    6,533    1,916    1,381

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,561)
   1,043     -192   -1,189   -4,491   -2,999   -4,637   -4,380       76     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      4.1      7.0     41.2     71.4     75.8     82.5     24.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       11       17       15       20                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,666
COMMITMENTS
   6,646   10,670    1,918    5,012      991   13,576   13,579       90       87

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -455)
    -142     -736      275     -574      -40     -441     -501      -14       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     78.1     14.0     36.7      7.3     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        5        6        9        5       23       13                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,039
COMMITMENTS
   7,077    6,521    3,982    6,005    6,775   17,064   17,278      975      761

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,717)
    -846     -649     -444     -571     -981   -1,861   -2,074      144      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     36.1     22.1     33.3     37.6     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        9       17       14       13       39       33                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,389
COMMITMENTS
   1,742    1,011      141   28,249   29,217   30,132   30,369      257       20

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,051)
     176      199      -70   -4,154   -4,200   -4,048   -4,071       -3       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.3      0.5     93.0     96.1     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       31       20       36       22                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,135
COMMITMENTS
     700    1,435      525    3,910    3,175    5,135    5,135        0        0

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -485)
      50     -140      -55     -480     -290     -485     -485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     27.9     10.2     76.1     61.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        5       15       15       23       21                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,678
COMMITMENTS
   1,724    3,994    1,118   16,085   14,334   18,927   19,446      751      232

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,751)
    -624      144      105   -1,198   -1,976   -1,717   -1,727      -34      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     20.3      5.7     81.7     72.8     96.2     98.8      3.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        9        7       25       23       34       35                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,006
COMMITMENTS
     129    1,250       36    3,467    3,103    3,632    4,389    1,374      617

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -247)
      -3     -115      -30     -170      121     -203      -24      -44     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     25.0      0.7     69.3     62.0     72.6     87.7     27.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       16       15       18       20                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,766
COMMITMENTS
     694      162      465    2,498    3,139    3,657    3,766      109        0

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -781)
      36      -15     -100     -731     -651     -795     -766       14      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      4.3     12.3     66.3     83.4     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        5       11       11       18       16                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,805
COMMITMENTS
   1,591    2,462    1,811    7,194    6,282   10,596   10,555      209      250

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -855)
    -130     -213      -54     -590     -502     -774     -769      -81      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     22.8     16.8     66.6     58.1     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7       10        9       27       23       40       36                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,928
COMMITMENTS
     809      747       65      835    1,011    1,709    1,823      219      105

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -423)
      92      253     -198     -402     -433     -508     -378       85      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     38.7      3.4     43.3     52.4     88.6     94.6     11.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        8        2       13       14       21       23                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,866
COMMITMENTS
   2,267    8,756    3,238   19,422   12,941   24,927   24,935    3,939    3,931

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -3,285)
    -476      914     -980   -1,428   -3,405   -2,884   -3,471     -401      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     30.3     11.2     67.3     44.8     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        6        5       17       13       23       21                  



Updated June 9, 2017