GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 34,102: 482 405 1,057 31,977 32,537 33,516 33,999: 586 103 Old : 34,102: 482 405 1,057 31,977 32,537 33,516 33,999: 586 103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -8,090: -99 -75 50 -8,027 -8,133 -8,076 -8,158: -14 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 1.2 3.1 93.8 95.4 98.3 99.7: 1.7 0.3 Old : 100.0: 1.4 1.2 3.1 93.8 95.4 98.3 99.7: 1.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 1 2 1 35 41 36 44: Old : 50: 1 2 1 35 41 36 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 41.9 62.3 58.7 20.7 19.1 31.6 29.3 Old : 41.1 41.9 62.3 58.7 20.7 19.1 31.6 29.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,413: 0 0 0 12,173 12,338 12,173 12,338: 240 75 Old : 12,413: 0 0 0 12,173 12,338 12,173 12,338: 240 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -3,868: 0 0 0 -3,810 -3,847 -3,810 -3,847: -58 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.1 99.4 98.1 99.4: 1.9 0.6 Old : 100.0: 0.0 0.0 0.0 98.1 99.4 98.1 99.4: 1.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 0 0 23 29 23 29: Old : 38: 0 0 0 23 29 23 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 52.3 81.1 74.4 53.0 50.9 65.4 66.3 Old : 65.6 52.3 81.1 74.4 53.0 50.9 65.4 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 14,954: 198 239 735 12,705 12,664 13,638 13,638: 1,316 1,316 Old : 14,954: 198 239 735 12,705 12,664 13,638 13,638: 1,316 1,316 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -2,052: 153 -260 -114 -2,169 -1,815 -2,130 -2,189: 78 137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 1.6 4.9 85.0 84.7 91.2 91.2: 8.8 8.8 Old : 100.0: 1.3 1.6 4.9 85.0 84.7 91.2 91.2: 8.8 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 3 2 4 35 36 39 42: Old : 44: 3 2 4 35 36 39 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 35.8 52.7 53.1 14.7 14.9 19.9 19.8 Old : 34.1 35.8 52.7 53.1 14.7 14.9 19.9 19.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 6,543: 632 65 34 5,217 5,871 5,883 5,970: 660 573 Old : 6,543: 632 65 34 5,217 5,871 5,883 5,970: 660 573 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,524: -88 -5 -10 -1,252 -1,499 -1,350 -1,514: -174 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 1.0 0.5 79.7 89.7 89.9 91.2: 10.1 8.8 Old : 100.0: 9.7 1.0 0.5 79.7 89.7 89.9 91.2: 10.1 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 4 2 2 44 49 48 53: Old : 57: 4 2 2 44 49 48 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 25.8 45.9 40.2 23.7 23.0 32.0 32.0 Old : 31.2 25.8 45.9 40.2 23.7 23.0 32.0 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 6,275: 0 130 0 5,775 5,496 5,775 5,626: 500 649 Old : 6,275: 0 130 0 5,775 5,496 5,775 5,626: 500 649 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -916: 0 -20 0 -916 -985 -916 -1,005: 0 89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.1 0.0 92.0 87.6 92.0 89.7: 8.0 10.3 Old : 100.0: 0.0 2.1 0.0 92.0 87.6 92.0 89.7: 8.0 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 19 19 19 20: Old : 21: 0 1 0 19 19 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 53.9 76.0 72.6 21.9 15.1 24.4 20.8 Old : 54.8 53.9 76.0 72.6 21.9 15.1 24.4 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 5,580: 0 716 265 4,443 4,347 4,708 5,328: 872 252 Old : 5,580: 0 716 265 4,443 4,347 4,708 5,328: 872 252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -97: 0 109 -39 -172 -178 -211 -108: 114 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.8 4.7 79.6 77.9 84.4 95.5: 15.6 4.5 Old : 100.0: 0.0 12.8 4.7 79.6 77.9 84.4 95.5: 15.6 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 1 18 21 19 23: Old : 24: 0 2 1 18 21 19 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 40.9 61.3 64.1 20.4 21.9 26.7 32.0 Old : 42.4 40.9 61.3 64.1 20.4 21.9 26.7 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,978: 0 103 0 1,619 1,202 1,619 1,305: 359 673 Old : 1,978: 0 103 0 1,619 1,202 1,619 1,305: 359 673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -375: 0 23 0 -407 -564 -407 -541: 32 166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.2 0.0 81.9 60.8 81.9 66.0: 18.1 34.0 Old : 100.0: 0.0 5.2 0.0 81.9 60.8 81.9 66.0: 18.1 34.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 0 15 16 15 18: Old : 21: 0 2 0 15 16 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 33.8 67.8 46.7 31.2 21.9 44.6 31.8 Old : 51.0 33.8 67.8 46.7 31.2 21.9 44.6 31.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,334: 150 0 32 1,614 1,810 1,796 1,842: 538 492 Old : 2,334: 150 0 32 1,614 1,810 1,796 1,842: 538 492 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -445: 85 -12 -118 -307 -252 -340 -382: -105 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.0 1.4 69.2 77.5 76.9 78.9: 23.1 21.1 Old : 100.0: 6.4 0.0 1.4 69.2 77.5 76.9 78.9: 23.1 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 2 18 21 20 23: Old : 26: 2 0 2 18 21 20 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 42.2 51.6 58.9 29.5 37.4 39.5 44.6 Old : 34.5 42.2 51.6 58.9 29.5 37.4 39.5 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 9,761: 0 0 0 9,614 9,731 9,614 9,731: 147 30 Old : 9,761: 0 0 0 9,614 9,731 9,614 9,731: 147 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -3,341: 0 0 0 -3,329 -3,341 -3,329 -3,341: -12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.5 99.7 98.5 99.7: 1.5 0.3 Old : 100.0: 0.0 0.0 0.0 98.5 99.7 98.5 99.7: 1.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 21 16 21 16: Old : 26: 0 0 0 21 16 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 61.1 79.5 82.9 48.9 52.5 63.5 65.5 Old : 51.5 61.1 79.5 82.9 48.9 52.5 63.5 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 METRIC TONS) : : : : All : 6,954: 0 458 150 6,338 6,263 6,488 6,871: 466 83 Old : 6,954: 0 458 150 6,338 6,263 6,488 6,871: 466 83 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -673: 0 -73 0 -645 -602 -645 -675: -28 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.6 2.2 91.1 90.1 93.3 98.8: 6.7 1.2 Old : 100.0: 0.0 6.6 2.2 91.1 90.1 93.3 98.8: 6.7 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 1 15 17 16 20: Old : 24: 0 2 1 15 17 16 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 43.6 78.1 65.8 47.4 36.2 58.4 57.0 Old : 55.0 43.6 78.1 65.8 47.4 36.2 58.4 57.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 18,037: 0 1,055 463 17,474 16,519 17,937 18,037: 100 0 Old : 18,037: 0 1,055 463 17,474 16,519 17,937 18,037: 100 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,875: 0 -551 40 -1,895 -1,364 -1,855 -1,875: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.8 2.6 96.9 91.6 99.4 100.0: 0.6 0.0 Old : 100.0: 0.0 5.8 2.6 96.9 91.6 99.4 100.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 1 1 26 24 27 25: Old : 33: 0 1 1 26 24 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 51.4 63.9 76.7 36.6 42.3 52.6 58.0 Old : 38.3 51.4 63.9 76.7 36.6 42.3 52.6 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 312,736: 39,086 37,191 54,357 181,873 195,562 275,316 287,110: 37,420 25,626 Old : 312,736: 39,086 37,191 54,357 181,873 195,562 275,316 287,110: 37,420 25,626 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 9,558: 2,776 -32 4,812 244 7,148 7,832 11,928: 1,726 -2,370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 11.9 17.4 58.2 62.5 88.0 91.8: 12.0 8.2 Old : 100.0: 12.5 11.9 17.4 58.2 62.5 88.0 91.8: 12.0 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 164: 36 33 44 77 75 142 130: Old : 164: 36 33 44 77 75 142 130: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 27.5 28.1 41.0 9.3 15.6 15.6 20.3 Old : 18.3 27.5 28.1 41.0 9.3 15.6 15.6 20.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 11,171: 209 2,452 204 10,638 8,428 11,051 11,084: 120 87 Old : 11,171: 209 2,452 204 10,638 8,428 11,051 11,084: 120 87 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,626: 4 275 196 -1,816 -2,096 -1,616 -1,625: -10 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 21.9 1.8 95.2 75.4 98.9 99.2: 1.1 0.8 Old : 100.0: 1.9 21.9 1.8 95.2 75.4 98.9 99.2: 1.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 3 4 2 39 36 43 42: Old : 58: 3 4 2 39 36 43 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 37.1 53.2 53.1 28.3 29.0 40.1 39.3 Old : 33.7 37.1 53.2 53.1 28.3 29.0 40.1 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,340: 670 1,500 100 15,570 14,710 16,340 16,310: 0 30 Old : 16,340: 670 1,500 100 15,570 14,710 16,340 16,310: 0 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,430: -25 0 0 -1,405 -1,430 -1,430 -1,430: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 9.2 0.6 95.3 90.0 100.0 99.8: 0.0 0.2 Old : 100.0: 4.1 9.2 0.6 95.3 90.0 100.0 99.8: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 1 1 23 28 26 30: Old : 38: 3 1 1 23 28 26 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 45.8 77.5 68.7 38.7 28.9 49.6 44.2 Old : 59.9 45.8 77.5 68.7 38.7 28.9 49.6 44.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 13,905: 1,575 605 1,200 11,130 12,100 13,905 13,905: 0 0 Old : 13,905: 1,575 605 1,200 11,130 12,100 13,905 13,905: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -2,120: -900 50 -50 -1,170 -2,120 -2,120 -2,120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 4.4 8.6 80.0 87.0 100.0 100.0: 0.0 0.0 Old : 100.0: 11.3 4.4 8.6 80.0 87.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 2 11 14 14 16: Old : 20: 2 1 2 11 14 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.1 72.5 92.1 92.6 49.0 52.4 61.1 60.2 Old : 73.1 72.5 92.1 92.6 49.0 52.4 61.1 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 METRIC TONS) : : : : All : 3,346: 420 817 85 2,371 2,054 2,876 2,956: 470 390 Old : 3,346: 420 817 85 2,371 2,054 2,876 2,956: 470 390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 24.4 2.5 70.9 61.4 86.0 88.3: 14.0 11.7 Old : 100.0: 12.6 24.4 2.5 70.9 61.4 86.0 88.3: 14.0 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 3 3 10 11 14 15: Old : 20: 2 3 3 10 11 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.6 51.5 83.0 73.8 72.1 51.2 74.8 69.3 Old : 75.6 51.5 83.0 73.8 72.1 51.2 74.8 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 13,194: 0 0 0 11,822 12,958 11,822 12,958: 1,372 236 Old : 13,194: 0 0 0 11,822 12,958 11,822 12,958: 1,372 236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -39: 0 0 0 -115 25 -115 25: 76 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.6 98.2 89.6 98.2: 10.4 1.8 Old : 100.0: 0.0 0.0 0.0 89.6 98.2 89.6 98.2: 10.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 23 16 23 16: Old : 26: 0 0 0 23 16 23 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 71.7 65.4 90.4 42.1 60.9 56.2 72.6 Old : 43.7 71.7 65.4 90.4 42.1 60.9 56.2 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,112,252: 236,197 309,297 426,761 374,518 337,137 1,037,476 1,073,195: 74,776 39,057 Old : 1,112,252: 236,197 309,297 426,761 374,518 337,137 1,037,476 1,073,195: 74,776 39,057 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -14,506: -2,630 -4,942 -7,680 -5,111 -1,881 -15,421 -14,503: 915 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 27.8 38.4 33.7 30.3 93.3 96.5: 6.7 3.5 Old : 100.0: 21.2 27.8 38.4 33.7 30.3 93.3 96.5: 6.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 307: 108 106 142 76 64 273 236: Old : 307: 108 106 142 76 64 273 236: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 24.0 29.1 35.4 11.8 16.3 20.0 22.7 Old : 17.4 24.0 29.1 35.4 11.8 16.3 20.0 22.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 28,266: 639 3,963 785 23,735 17,533 25,159 22,281: 3,107 5,985 Old : 28,266: 639 3,963 785 23,735 17,533 25,159 22,281: 3,107 5,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -5,758: 0 -1,800 -79 -5,448 -4,001 -5,527 -5,880: -231 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 14.0 2.8 84.0 62.0 89.0 78.8: 11.0 21.2 Old : 100.0: 2.3 14.0 2.8 84.0 62.0 89.0 78.8: 11.0 21.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 3 2 9 12 11 16: Old : 21: 1 3 2 9 12 11 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 47.1 84.5 64.4 69.2 44.8 81.4 61.7 Old : 71.1 47.1 84.5 64.4 69.2 44.8 81.4 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 85,911: 15,534 42,410 13,929 53,236 27,039 82,699 83,378: 3,212 2,533 Old : 85,911: 15,534 42,410 13,929 53,236 27,039 82,699 83,378: 3,212 2,533 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 4,668: 520 965 671 3,157 2,567 4,348 4,203: 320 465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 49.4 16.2 62.0 31.5 96.3 97.1: 3.7 2.9 Old : 100.0: 18.1 49.4 16.2 62.0 31.5 96.3 97.1: 3.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 8 9 13 17 18 32 33: Old : 35: 8 9 13 17 18 32 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 60.2 67.7 77.2 41.1 47.5 48.1 52.5 Old : 52.6 60.2 67.7 77.2 41.1 47.5 48.1 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 56,097: 0 329 2,062 48,921 45,420 50,983 47,811: 5,114 8,286 Old : 56,097: 0 329 2,062 48,921 45,420 50,983 47,811: 5,114 8,286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -6,600: 0 167 -159 -5,811 -5,906 -5,970 -5,898: -630 -702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 3.7 87.2 81.0 90.9 85.2: 9.1 14.8 Old : 100.0: 0.0 0.6 3.7 87.2 81.0 90.9 85.2: 9.1 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 1 15 16 16 17: Old : 20: 0 1 1 15 16 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 45.7 68.7 66.7 37.9 39.2 53.9 50.6 Old : 46.1 45.7 68.7 66.7 37.9 39.2 53.9 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,643,496: 465,543 56,462 781,151 1,367,317 1,784,263 2,614,011 2,621,876: 29,485 21,620 Old : 2,643,496: 465,543 56,462 781,151 1,367,317 1,784,263 2,614,011 2,621,876: 29,485 21,620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 21,959: 7,106 6,623 -5,408 18,832 21,543 20,530 22,758: 1,429 -799 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 2.1 29.5 51.7 67.5 98.9 99.2: 1.1 0.8 Old : 100.0: 17.6 2.1 29.5 51.7 67.5 98.9 99.2: 1.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 150: 36 14 40 95 83 143 126: Old : 150: 36 14 40 95 83 143 126: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.5 26.6 40.9 42.1 15.5 15.7 23.0 25.9 Old : 26.5 26.6 40.9 42.1 15.5 15.7 23.0 25.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,244,002: 142,003 140,579 368,169 731,365 733,388 1,241,537 1,242,136: 2,465 1,866 Old : 1,244,002: 142,003 140,579 368,169 731,365 733,388 1,241,537 1,242,136: 2,465 1,866 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 9,153: -9,634 9,610 6,142 13,690 -6,452 10,198 9,300: -1,045 -147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 11.3 29.6 58.8 59.0 99.8 99.9: 0.2 0.1 Old : 100.0: 11.4 11.3 29.6 58.8 59.0 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 90: 23 20 32 43 40 80 78: Old : 90: 23 20 32 43 40 80 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 40.0 55.7 62.2 14.3 21.7 21.9 32.1 Old : 32.9 40.0 55.7 62.2 14.3 21.7 21.9 32.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,550 TONS) : : : : All : 7,025: 900 75 75 5,660 6,115 6,635 6,265: 390 760 Old : 7,025: 900 75 75 5,660 6,115 6,635 6,265: 390 760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 1.1 1.1 80.6 87.0 94.4 89.2: 5.6 10.8 Old : 100.0: 12.8 1.1 1.1 80.6 87.0 94.4 89.2: 5.6 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 1 13 14 16 15: Old : 20: 2 1 1 13 14 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 45.1 81.6 66.7 62.2 41.9 67.5 59.0 Old : 64.3 45.1 81.6 66.7 62.2 41.9 67.5 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 9,879: 3,940 4,399 3,086 2,700 1,566 9,726 9,051: 153 828 Old : 9,879: 3,940 4,399 3,086 2,700 1,566 9,726 9,051: 153 828 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 223: 111 -105 374 168 -34 653 235: -430 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 44.5 31.2 27.3 15.9 98.5 91.6: 1.5 8.4 Old : 100.0: 39.9 44.5 31.2 27.3 15.9 98.5 91.6: 1.5 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 8 11 18 6 5 25 24: Old : 26: 8 11 18 6 5 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 35.9 71.1 58.4 44.7 31.5 53.7 43.8 Old : 56.8 35.9 71.1 58.4 44.7 31.5 53.7 43.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 5,555: 2,765 1,505 1,420 1,030 2,100 5,215 5,025: 340 530 Old : 5,555: 2,765 1,505 1,420 1,030 2,100 5,215 5,025: 340 530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 27.1 25.6 18.5 37.8 93.9 90.5: 6.1 9.5 Old : 100.0: 49.8 27.1 25.6 18.5 37.8 93.9 90.5: 6.1 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 5 10 13 5 5 19 19: Old : 20: 5 10 13 5 5 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 40.0 78.4 60.8 49.1 24.6 49.8 36.5 Old : 61.1 40.0 78.4 60.8 49.1 24.6 49.8 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 21,229: 1,015 2,438 360 19,613 18,111 20,988 20,909: 241 320 Old : 21,229: 1,015 2,438 360 19,613 18,111 20,988 20,909: 241 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -3,001: 557 14 90 -3,582 -3,076 -2,935 -2,972: -66 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 11.5 1.7 92.4 85.3 98.9 98.5: 1.1 1.5 Old : 100.0: 4.8 11.5 1.7 92.4 85.3 98.9 98.5: 1.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 3 4 4 32 42 38 47: Old : 51: 3 4 4 32 42 38 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 39.3 63.3 59.0 34.8 32.7 49.8 45.0 Old : 42.0 39.3 63.3 59.0 34.8 32.7 49.8 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,445: 41 0 116 1,582 1,702 1,739 1,818: 706 627 Old : 2,445: 41 0 116 1,582 1,702 1,739 1,818: 706 627 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -133: 11 0 -5 -16 -11 -10 -16: -123 -117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 4.7 64.7 69.6 71.1 74.4: 28.9 25.6 Old : 100.0: 1.7 0.0 4.7 64.7 69.6 71.1 74.4: 28.9 25.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 2 18 19 20 21: Old : 22: 1 0 2 18 19 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 33.3 50.1 49.4 18.8 18.7 25.1 25.6 Old : 32.7 33.3 50.1 49.4 18.8 18.7 25.1 25.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,619: 133 164 21 844 938 998 1,123: 621 496 Old : 1,619: 133 164 21 844 938 998 1,123: 621 496 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -352: -53 73 -9 -391 -537 -453 -473: 101 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 10.1 1.3 52.1 57.9 61.6 69.4: 38.4 30.6 Old : 100.0: 8.2 10.1 1.3 52.1 57.9 61.6 69.4: 38.4 30.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 2 16 18 18 21: Old : 25: 2 1 2 16 18 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.5 38.7 40.4 52.6 18.7 33.7 29.8 43.7 Old : 24.5 38.7 40.4 52.6 18.7 33.7 29.8 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 64,637: 9,011 229 5,397 48,823 57,951 63,231 63,577: 1,406 1,060 Old : 64,637: 9,011 229 5,397 48,823 57,951 63,231 63,577: 1,406 1,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 514: -320 16 366 468 112 514 494: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 0.4 8.3 75.5 89.7 97.8 98.4: 2.2 1.6 Old : 100.0: 13.9 0.4 8.3 75.5 89.7 97.8 98.4: 2.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 5 1 4 35 31 41 35: Old : 43: 5 1 4 35 31 41 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 50.1 68.5 74.5 32.3 38.7 41.3 49.4 Old : 44.7 50.1 68.5 74.5 32.3 38.7 41.3 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 16,464: 592 764 2,350 12,282 12,852 15,224 15,966: 1,240 498 Old : 16,464: 592 764 2,350 12,282 12,852 15,224 15,966: 1,240 498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,262: 104 -564 -84 -1,156 -548 -1,136 -1,196: -126 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 4.6 14.3 74.6 78.1 92.5 97.0: 7.5 3.0 Old : 100.0: 3.6 4.6 14.3 74.6 78.1 92.5 97.0: 7.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 3 19 17 22 20: Old : 25: 1 2 3 19 17 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 48.6 75.0 70.5 41.7 41.4 55.6 55.4 Old : 48.2 48.6 75.0 70.5 41.7 41.4 55.6 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 8,466: 264 1,120 36 6,507 5,929 6,807 7,085: 1,659 1,381 Old : 8,466: 264 1,120 36 6,507 5,929 6,807 7,085: 1,659 1,381 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 208: 0 90 -20 96 -18 76 52: 132 156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 13.2 0.4 76.9 70.0 80.4 83.7: 19.6 16.3 Old : 100.0: 3.1 13.2 0.4 76.9 70.0 80.4 83.7: 19.6 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 2 16 15 18 18: Old : 21: 1 2 2 16 15 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 46.6 62.2 68.3 30.4 34.2 44.6 48.1 Old : 43.1 46.6 62.2 68.3 30.4 34.2 44.6 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 13,360: 3,818 400 566 8,213 12,127 12,597 13,093: 763 267 Old : 13,360: 3,818 400 566 8,213 12,127 12,597 13,093: 763 267 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 280: 254 -66 26 0 320 280 280: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 3.0 4.2 61.5 90.8 94.3 98.0: 5.7 2.0 Old : 100.0: 28.6 3.0 4.2 61.5 90.8 94.3 98.0: 5.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 1 2 18 21 21 23: Old : 27: 2 1 2 18 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 38.6 71.8 59.9 50.0 34.8 58.6 48.7 Old : 51.6 38.6 71.8 59.9 50.0 34.8 58.6 48.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 22,964: 552 1,880 538 19,602 19,646 20,692 22,064: 2,272 900 Old : 22,964: 552 1,880 538 19,602 19,646 20,692 22,064: 2,272 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -995: -26 -200 0 -1,345 -733 -1,371 -933: 376 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 8.2 2.3 85.4 85.6 90.1 96.1: 9.9 3.9 Old : 100.0: 2.4 8.2 2.3 85.4 85.6 90.1 96.1: 9.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 1 3 27 25 30 28: Old : 32: 2 1 3 27 25 30 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 38.8 52.7 64.0 23.5 32.6 35.6 47.2 Old : 33.7 38.8 52.7 64.0 23.5 32.6 35.6 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 8,691: 1,194 0 116 5,891 6,568 7,201 6,684: 1,490 2,007 Old : 8,691: 1,194 0 116 5,891 6,568 7,201 6,684: 1,490 2,007 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -226: 60 0 -60 -213 -73 -213 -133: -13 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 0.0 1.3 67.8 75.6 82.9 76.9: 17.1 23.1 Old : 100.0: 13.7 0.0 1.3 67.8 75.6 82.9 76.9: 17.1 23.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 1 17 16 18 17: Old : 21: 1 0 1 17 16 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 35.8 60.4 56.7 31.9 31.9 44.5 43.5 Old : 40.2 35.8 60.4 56.7 31.9 31.9 44.5 43.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,899: 3,480 2,406 154 7,283 8,669 10,917 11,229: 982 670 Old : 11,899: 3,480 2,406 154 7,283 8,669 10,917 11,229: 982 670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -590: -82 16 -26 -424 -510 -532 -520: -58 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 20.2 1.3 61.2 72.9 91.7 94.4: 8.3 5.6 Old : 100.0: 29.2 20.2 1.3 61.2 72.9 91.7 94.4: 8.3 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 3 16 16 19 19: Old : 21: 1 2 3 16 16 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 49.6 76.7 71.8 52.1 36.2 55.6 50.1 Old : 57.0 49.6 76.7 71.8 52.1 36.2 55.6 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,292: 298 2,350 812 10,345 8,718 11,455 11,880: 837 412 Old : 12,292: 298 2,350 812 10,345 8,718 11,455 11,880: 837 412 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -806: -80 -54 -54 -593 -516 -727 -624: -79 -182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 19.1 6.6 84.2 70.9 93.2 96.6: 6.8 3.4 Old : 100.0: 2.4 19.1 6.6 84.2 70.9 93.2 96.6: 6.8 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 2 18 16 20 19: Old : 23: 1 2 2 18 16 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 48.9 70.5 73.9 42.4 41.3 54.8 61.0 Old : 46.9 48.9 70.5 73.9 42.4 41.3 54.8 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 55,635: 0 0 0 55,635 55,635 55,635 55,635: 0 0 Old : 55,635: 0 0 0 55,635 55,635 55,635 55,635: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -3,339: 0 0 0 -3,339 -3,339 -3,339 -3,339: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 19 15 19 15: Old : 26: 0 0 0 19 15 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 84.8 85.9 96.7 70.4 78.4 83.6 88.9 Old : 70.4 84.8 85.9 96.7 70.4 78.4 83.6 88.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 924,039: 0 0 0 924,039 924,039 924,039 924,039: 0 0 Old : 924,039: 0 0 0 924,039 924,039 924,039 924,039: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -46,104: 0 0 0 -46,104 -46,104 -46,104 -46,104: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 16 17 16 17: Old : 25: 0 0 0 16 17 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 85.2 89.7 94.8 69.5 78.2 85.8 86.9 Old : 70.4 85.2 89.7 94.8 69.5 78.2 85.8 86.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 25,151: 0 0 0 25,151 25,151 25,151 25,151: 0 0 Old : 25,151: 0 0 0 25,151 25,151 25,151 25,151: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,890: 0 0 0 -1,890 -1,890 -1,890 -1,890: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 10 13 10: Old : 20: 0 0 0 13 10 13 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1 Old : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 93,717: 0 0 0 93,462 93,504 93,462 93,504: 255 213 Old : 93,717: 0 0 0 93,462 93,504 93,462 93,504: 255 213 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -7,728: -42 0 0 -7,686 -7,707 -7,728 -7,707: 0 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2 Old : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 0 0 17 28 17 28: Old : 36: 0 0 0 17 28 17 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1 Old : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 MEGAWATT HOURS) : : : : All : 1,286,634: 1,880 0 0 1,284,754 1,286,634 1,286,634 1,286,634: 0 0 Old : 1,286,634: 1,880 0 0 1,284,754 1,286,634 1,286,634 1,286,634: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -117,504: -2,040 0 0 -115,464 -117,504 -117,504 -117,504: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 0 0 18 24 19 24: Old : 36: 1 0 0 18 24 19 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5 Old : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 66,043: 3,109 135 9,290 53,644 56,618 66,043 66,043: 0 0 Old : 66,043: 3,109 135 9,290 53,644 56,618 66,043 66,043: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -3,618: -993 -2,100 0 -2,625 -1,518 -3,618 -3,618: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.2 14.1 81.2 85.7 100.0 100.0: 0.0 0.0 Old : 100.0: 4.7 0.2 14.1 81.2 85.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 1 2 28 22 32 24: Old : 36: 3 1 2 28 22 32 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 48.3 55.5 73.7 27.6 38.4 41.1 54.2 Old : 35.8 48.3 55.5 73.7 27.6 38.4 41.1 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,149,646: 40,309 113,370 17,643 1,091,694 1,018,633 1,149,646 1,149,646: 0 0 Old : 1,149,646: 40,309 113,370 17,643 1,091,694 1,018,633 1,149,646 1,149,646: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 2,300: -2,252 -4,700 -1,828 6,380 8,828 2,300 2,300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 9.9 1.5 95.0 88.6 100.0 100.0: 0.0 0.0 Old : 100.0: 3.5 9.9 1.5 95.0 88.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 2 1 28 24 32 27: Old : 39: 4 2 1 28 24 32 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 41.0 57.5 66.9 31.8 35.9 51.2 55.9 Old : 35.9 41.0 57.5 66.9 31.8 35.9 51.2 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 50,185: 0 3,934 0 50,079 45,741 50,079 49,675: 106 510 Old : 50,185: 0 3,934 0 50,079 45,741 50,079 49,675: 106 510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,587: 0 -63 0 -1,566 -1,503 -1,566 -1,566: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.8 0.0 99.8 91.1 99.8 99.0: 0.2 1.0 Old : 100.0: 0.0 7.8 0.0 99.8 91.1 99.8 99.0: 0.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 0 18 14 18 16: Old : 26: 0 2 0 18 14 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0 Old : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 22,352: 0 5,745 200 22,046 16,407 22,246 22,352: 106 0 Old : 22,352: 0 5,745 200 22,046 16,407 22,246 22,352: 106 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -2,079: 0 -420 0 -2,058 -1,659 -2,058 -2,079: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 25.7 0.9 98.6 73.4 99.5 100.0: 0.5 0.0 Old : 100.0: 0.0 25.7 0.9 98.6 73.4 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 1 13 13 14 14: Old : 20: 0 1 1 13 13 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.8 66.1 93.7 89.1 74.4 56.6 81.0 76.5 Old : 83.8 66.1 93.7 89.1 74.4 56.6 81.0 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 40,049: 3,460 5,630 0 36,037 34,419 39,497 40,049: 552 0 Old : 40,049: 3,460 5,630 0 36,037 34,419 39,497 40,049: 552 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -2,946: -315 1,170 0 -2,610 -4,116 -2,925 -2,946: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 14.1 0.0 90.0 85.9 98.6 100.0: 1.4 0.0 Old : 100.0: 8.6 14.1 0.0 90.0 85.9 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 1 0 15 17 17 18: Old : 29: 2 1 0 15 17 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 61.9 84.2 83.5 40.6 41.4 54.1 55.2 Old : 62.4 61.9 84.2 83.5 40.6 41.4 54.1 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 26,978: 10,759 0 1,270 14,949 25,708 26,978 26,978: 0 0 Old : 26,978: 10,759 0 1,270 14,949 25,708 26,978 26,978: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 0.0 4.7 55.4 95.3 100.0 100.0: 0.0 0.0 Old : 100.0: 39.9 0.0 4.7 55.4 95.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 1 11 14 13 15: Old : 20: 2 0 1 11 14 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 66.9 89.1 86.5 55.3 57.4 71.2 71.5 Old : 67.0 66.9 89.1 86.5 55.3 57.4 71.2 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 15,865: 318 1,182 19 14,404 14,452 14,741 15,653: 1,124 212 Old : 15,865: 318 1,182 19 14,404 14,452 14,741 15,653: 1,124 212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -914: -63 314 -199 -861 -987 -1,123 -872: 209 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 7.5 0.1 90.8 91.1 92.9 98.7: 7.1 1.3 Old : 100.0: 2.0 7.5 0.1 90.8 91.1 92.9 98.7: 7.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 1 15 17 17 18: Old : 26: 1 1 1 15 17 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 62.7 78.0 86.6 45.0 56.7 67.5 74.0 Old : 50.7 62.7 78.0 86.6 45.0 56.7 67.5 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 12,503: 170 920 0 12,227 11,328 12,397 12,248: 106 255 Old : 12,503: 170 920 0 12,227 11,328 12,397 12,248: 106 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -268: -42 -147 0 -205 -100 -247 -247: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 7.4 0.0 97.8 90.6 99.2 98.0: 0.8 2.0 Old : 100.0: 1.4 7.4 0.0 97.8 90.6 99.2 98.0: 0.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 0 16 9 17 11: Old : 21: 1 2 0 16 9 17 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 66.8 81.2 92.3 51.7 59.4 74.7 79.1 Old : 52.3 66.8 81.2 92.3 51.7 59.4 74.7 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 838,892: 0 53,249 23,400 815,492 762,243 838,892 838,892: 0 0 Old : 838,892: 0 53,249 23,400 815,492 762,243 838,892 838,892: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -32,736: 0 -6,936 0 -32,736 -25,800 -32,736 -32,736: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.3 2.8 97.2 90.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 6.3 2.8 97.2 90.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 1 20 15 21 17: Old : 27: 0 2 1 20 15 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 74.4 80.4 90.9 45.3 57.8 62.2 68.3 Old : 55.2 74.4 80.4 90.9 45.3 57.8 62.2 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 960,148: 69,921 119,050 7,920 882,307 833,178 960,148 960,148: 0 0 Old : 960,148: 69,921 119,050 7,920 882,307 833,178 960,148 960,148: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -33,096: 14,640 7,955 -4,080 -43,656 -36,971 -33,096 -33,096: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 12.4 0.8 91.9 86.8 100.0 100.0: 0.0 0.0 Old : 100.0: 7.3 12.4 0.8 91.9 86.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 1 14 16 17 17: Old : 25: 2 1 1 14 16 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 75.8 86.2 88.6 47.0 56.4 66.3 67.6 Old : 63.2 75.8 86.2 88.6 47.0 56.4 66.3 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 522,701: 152,338 0 62,091 308,272 460,610 522,701 522,701: 0 0 Old : 522,701: 152,338 0 62,091 308,272 460,610 522,701 522,701: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -2,728: -27,336 0 0 24,608 -2,728 -2,728 -2,728: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 0.0 11.9 59.0 88.1 100.0 100.0: 0.0 0.0 Old : 100.0: 29.1 0.0 11.9 59.0 88.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 2 15 14 17 16: Old : 22: 2 0 2 15 14 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 60.3 85.3 88.4 46.4 51.6 60.5 66.6 Old : 66.1 60.3 85.3 88.4 46.4 51.6 60.5 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 128,096: 0 5,808 0 128,096 122,288 128,096 128,096: 0 0 Old : 128,096: 0 5,808 0 128,096 122,288 128,096 128,096: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -12,648: 0 -1,224 0 -12,648 -11,424 -12,648 -12,648: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 0 9 12 9 14: Old : 20: 0 2 0 9 12 9 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 62.4 96.4 86.6 59.5 57.3 81.8 76.9 Old : 67.4 62.4 96.4 86.6 59.5 57.3 81.8 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 27,493: 2,216 0 0 24,758 27,102 26,974 27,102: 519 391 Old : 27,493: 2,216 0 0 24,758 27,102 26,974 27,102: 519 391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -967: -35 0 0 -912 -921 -947 -921: -20 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 0.0 0.0 90.1 98.6 98.1 98.6: 1.9 1.4 Old : 100.0: 8.1 0.0 0.0 90.1 98.6 98.1 98.6: 1.9 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 2 0 0 37 34 39 34: Old : 44: 2 0 0 37 34 39 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 54.5 63.8 71.5 44.6 52.7 58.3 66.5 Old : 44.8 54.5 63.8 71.5 44.6 52.7 58.3 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 6,126: 660 0 0 5,176 5,806 5,836 5,806: 290 320 Old : 6,126: 660 0 0 5,176 5,806 5,836 5,806: 290 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -802: 0 0 0 -780 -748 -780 -748: -22 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 0.0 0.0 84.5 94.8 95.3 94.8: 4.7 5.2 Old : 100.0: 10.8 0.0 0.0 84.5 94.8 95.3 94.8: 4.7 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 15 15 16 15: Old : 24: 1 0 0 15 15 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 61.9 85.9 79.7 68.9 61.9 81.0 79.0 Old : 68.9 61.9 85.9 79.7 68.9 61.9 81.0 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 8,814: 183 1,575 122 8,224 6,544 8,529 8,241: 285 573 Old : 8,814: 183 1,575 122 8,224 6,544 8,529 8,241: 285 573 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -825: -84 0 45 -796 -885 -835 -840: 10 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 17.9 1.4 93.3 74.2 96.8 93.5: 3.2 6.5 Old : 100.0: 2.1 17.9 1.4 93.3 74.2 96.8 93.5: 3.2 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 2 1 22 17 24 20: Old : 26: 2 2 1 22 17 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 55.3 71.9 73.4 54.9 49.8 66.5 63.7 Old : 55.4 55.3 71.9 73.4 54.9 49.8 66.5 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 10,570: 820 0 0 9,475 10,004 10,295 10,004: 275 566 Old : 10,570: 820 0 0 9,475 10,004 10,295 10,004: 275 566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 221: -125 0 0 296 220 171 220: 50 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 0.0 0.0 89.6 94.6 97.4 94.6: 2.6 5.4 Old : 100.0: 7.8 0.0 0.0 89.6 94.6 97.4 94.6: 2.6 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 0 0 20 19 21 19: Old : 28: 1 0 0 20 19 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 48.1 79.0 72.9 53.0 46.8 72.4 64.3 Old : 53.0 48.1 79.0 72.9 53.0 46.8 72.4 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 5,531: 30 0 0 5,086 5,316 5,116 5,316: 415 215 Old : 5,531: 30 0 0 5,086 5,316 5,116 5,316: 415 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 92.0 96.1 92.5 96.1: 7.5 3.9 Old : 100.0: 0.5 0.0 0.0 92.0 96.1 92.5 96.1: 7.5 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 14 15 15 15: Old : 20: 1 0 0 14 15 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.1 58.3 90.1 82.1 83.1 57.6 86.0 78.7 Old : 83.1 58.3 90.1 82.1 83.1 57.6 86.0 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,449,617: 348,715 144,216 424,680 610,863 815,075 1,384,258 1,383,971: 65,359 65,646 Old : 1,449,617: 348,715 144,216 424,680 610,863 815,075 1,384,258 1,383,971: 65,359 65,646 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 53,859: 20,667 -9,435 38,223 -4,078 21,760 54,812 50,548: -953 3,311 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 9.9 29.3 42.1 56.2 95.5 95.5: 4.5 4.5 Old : 100.0: 24.1 9.9 29.3 42.1 56.2 95.5 95.5: 4.5 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 331: 118 89 154 93 96 290 278: Old : 331: 118 89 154 93 96 290 278: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.2 15.0 28.1 25.8 13.0 10.8 18.6 16.3 Old : 17.2 15.0 28.1 25.8 13.0 10.8 18.6 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 184,779: 53,508 18,200 964 87,502 118,882 141,974 138,046: 42,805 46,733 Old : 184,779: 53,508 18,200 964 87,502 118,882 141,974 138,046: 42,805 46,733 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -13,328: -5,338 -2,463 237 -5,205 -4,642 -10,306 -6,868: -3,022 -6,460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 9.8 0.5 47.4 64.3 76.8 74.7: 23.2 25.3 Old : 100.0: 29.0 9.8 0.5 47.4 64.3 76.8 74.7: 23.2 25.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 6 5 4 18 20 26 27: Old : 33: 6 5 4 18 20 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 36.0 60.7 50.1 42.1 35.6 57.2 47.2 Old : 43.0 36.0 60.7 50.1 42.1 35.6 57.2 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,908: 861 1,340 200 14,812 14,271 15,873 15,811: 35 97 Old : 15,908: 861 1,340 200 14,812 14,271 15,873 15,811: 35 97 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,415: 65 65 -75 -1,440 -1,477 -1,450 -1,487: 35 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 8.4 1.3 93.1 89.7 99.8 99.4: 0.2 0.6 Old : 100.0: 5.4 8.4 1.3 93.1 89.7 99.8 99.4: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 4 2 21 23 26 28: Old : 37: 3 4 2 21 23 26 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 48.6 69.2 72.2 30.2 34.1 43.7 45.7 Old : 51.4 48.6 69.2 72.2 30.2 34.1 43.7 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 86,608: 5,232 9,466 5,667 73,645 66,490 84,544 81,623: 2,064 4,985 Old : 86,608: 5,232 9,466 5,667 73,645 66,490 84,544 81,623: 2,064 4,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -453: 241 0 -722 285 250 -196 -472: -257 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 10.9 6.5 85.0 76.8 97.6 94.2: 2.4 5.8 Old : 100.0: 6.0 10.9 6.5 85.0 76.8 97.6 94.2: 2.4 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 4 8 22 19 32 27: Old : 32: 4 4 8 22 19 32 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 41.3 71.1 63.6 27.4 23.1 34.2 30.6 Old : 50.2 41.3 71.1 63.6 27.4 23.1 34.2 30.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 37,132: 1,764 1,748 4,420 28,847 28,947 35,031 35,115: 2,101 2,017 Old : 37,132: 1,764 1,748 4,420 28,847 28,947 35,031 35,115: 2,101 2,017 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -888: 135 -50 -736 14 284 -587 -502: -301 -386 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 4.7 11.9 77.7 78.0 94.3 94.6: 5.7 5.4 Old : 100.0: 4.8 4.7 11.9 77.7 78.0 94.3 94.6: 5.7 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 2 4 15 15 20 20: Old : 22: 2 2 4 15 15 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 49.0 68.9 70.1 26.7 23.7 32.9 32.9 Old : 47.0 49.0 68.9 70.1 26.7 23.7 32.9 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,359: 850 0 0 2,464 3,296 3,314 3,296: 45 63 Old : 3,359: 850 0 0 2,464 3,296 3,314 3,296: 45 63 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -670: -300 0 0 -370 -670 -670 -670: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 0.0 0.0 73.4 98.1 98.7 98.1: 1.3 1.9 Old : 100.0: 25.3 0.0 0.0 73.4 98.1 98.7 98.1: 1.3 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 0 12 12 14 12: Old : 20: 2 0 0 12 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 62.7 82.6 88.9 55.8 60.3 74.0 84.0 Old : 61.8 62.7 82.6 88.9 55.8 60.3 74.0 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 28,683: 1,884 7,475 8,949 14,396 8,675 25,229 25,099: 3,454 3,584 Old : 28,683: 1,884 7,475 8,949 14,396 8,675 25,229 25,099: 3,454 3,584 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 2,633: -913 1,217 1,555 2,153 -100 2,795 2,672: -162 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 26.1 31.2 50.2 30.2 88.0 87.5: 12.0 12.5 Old : 100.0: 6.6 26.1 31.2 50.2 30.2 88.0 87.5: 12.0 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 5 9 9 10 10 21 23: Old : 25: 5 9 9 10 10 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 43.1 66.8 63.2 29.3 26.5 35.0 32.3 Old : 52.2 43.1 66.8 63.2 29.3 26.5 35.0 32.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 24,204: 13,956 9,097 692 8,233 12,953 22,881 22,742: 1,323 1,462 Old : 24,204: 13,956 9,097 692 8,233 12,953 22,881 22,742: 1,323 1,462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 506: 200 -248 -54 429 958 575 656: -69 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 37.6 2.9 34.0 53.5 94.5 94.0: 5.5 6.0 Old : 100.0: 57.7 37.6 2.9 34.0 53.5 94.5 94.0: 5.5 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 153: 53 50 10 24 31 82 89: Old : 153: 53 50 10 24 31 82 89: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 28.3 48.7 44.4 36.0 28.3 46.3 44.2 Old : 36.1 28.3 48.7 44.4 36.0 28.3 46.3 44.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 53,246: 36,520 17,565 1,159 9,437 31,250 47,116 49,974: 6,130 3,272 Old : 53,246: 36,520 17,565 1,159 9,437 31,250 47,116 49,974: 6,130 3,272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 1,026: 634 -40 366 -456 915 544 1,241: 482 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 33.0 2.2 17.7 58.7 88.5 93.9: 11.5 6.1 Old : 100.0: 68.6 33.0 2.2 17.7 58.7 88.5 93.9: 11.5 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 192: 93 47 17 26 34 127 93: Old : 192: 93 47 17 26 34 127 93: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.7 31.9 37.5 45.8 25.5 31.3 37.3 45.2 Old : 25.7 31.9 37.5 45.8 25.5 31.3 37.3 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 259,957: 91,650 23,691 36,864 108,820 188,741 237,334 249,296: 22,623 10,661 Old : 259,957: 91,650 23,691 36,864 108,820 188,741 237,334 249,296: 22,623 10,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 14,137: 8,511 4,454 4,951 -757 5,921 12,705 15,326: 1,432 -1,189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 9.1 14.2 41.9 72.6 91.3 95.9: 8.7 4.1 Old : 100.0: 35.3 9.1 14.2 41.9 72.6 91.3 95.9: 8.7 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 201: 74 23 49 74 88 167 146: Old : 201: 74 23 49 74 88 167 146: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.3 16.9 23.9 28.3 12.9 11.2 20.8 19.9 Old : 15.3 16.9 23.9 28.3 12.9 11.2 20.8 19.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 14,922: 6,617 0 63 4,544 10,562 11,224 10,625: 3,698 4,297 Old : 14,922: 6,617 0 63 4,544 10,562 11,224 10,625: 3,698 4,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -2,702: 2,895 0 -1,034 -3,596 -923 -1,735 -1,957: -967 -745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.3 0.0 0.4 30.5 70.8 75.2 71.2: 24.8 28.8 Old : 100.0: 44.3 0.0 0.4 30.5 70.8 75.2 71.2: 24.8 28.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 6 0 1 10 18 16 19: Old : 26: 6 0 1 10 18 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 37.2 59.8 55.7 39.9 33.0 56.0 51.5 Old : 41.5 37.2 59.8 55.7 39.9 33.0 56.0 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 9,206: 62 2,903 250 8,685 5,798 8,997 8,951: 209 255 Old : 9,206: 62 2,903 250 8,685 5,798 8,997 8,951: 209 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -439: -4 590 0 -471 -1,088 -475 -498: 36 59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 31.5 2.7 94.3 63.0 97.7 97.2: 2.3 2.8 Old : 100.0: 0.7 31.5 2.7 94.3 63.0 97.7 97.2: 2.3 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 3 1 30 23 31 27: Old : 38: 1 3 1 30 23 31 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 43.5 61.4 66.6 37.3 40.2 54.5 58.9 Old : 39.5 43.5 61.4 66.6 37.3 40.2 54.5 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 42,724: 1,300 25 0 41,069 42,616 42,369 42,641: 355 83 Old : 42,724: 1,300 25 0 41,069 42,616 42,369 42,641: 355 83 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -9,549: -225 25 0 -9,275 -9,585 -9,500 -9,560: -49 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.1 0.0 96.1 99.7 99.2 99.8: 0.8 0.2 Old : 100.0: 3.0 0.1 0.0 96.1 99.7 99.2 99.8: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 3 1 0 40 31 43 32: Old : 53: 3 1 0 40 31 43 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 47.2 63.4 67.1 43.1 43.6 54.4 58.5 Old : 48.9 47.2 63.4 67.1 43.1 43.6 54.4 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 27,864: 390 0 0 27,324 27,864 27,714 27,864: 150 0 Old : 27,864: 390 0 0 27,324 27,864 27,714 27,864: 150 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -6,685: -62 0 0 -6,593 -6,685 -6,655 -6,685: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 98.1 100.0 99.5 100.0: 0.5 0.0 Old : 100.0: 1.4 0.0 0.0 98.1 100.0 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 21 19 22 19: Old : 29: 1 0 0 21 19 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.1 79.3 87.1 93.3 47.8 53.4 56.0 60.8 Old : 76.1 79.3 87.1 93.3 47.8 53.4 56.0 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,830: 450 6,110 150 13,050 7,570 13,650 13,830: 180 0 Old : 13,830: 450 6,110 150 13,050 7,570 13,650 13,830: 180 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,430: 0 -1,130 0 -1,430 -300 -1,430 -1,430: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 44.2 1.1 94.4 54.7 98.7 100.0: 1.3 0.0 Old : 100.0: 3.3 44.2 1.1 94.4 54.7 98.7 100.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 3 1 25 20 27 24: Old : 35: 2 3 1 25 20 27 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 59.8 69.8 79.6 42.3 56.1 53.8 67.7 Old : 52.2 59.8 69.8 79.6 42.3 56.1 53.8 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 40,448: 1,911 5,510 5,263 33,201 29,545 40,375 40,318: 73 130 Old : 40,448: 1,911 5,510 5,263 33,201 29,545 40,375 40,318: 73 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -3,814: -246 1,857 -1,905 -1,695 -3,737 -3,846 -3,785: 32 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 13.6 13.0 82.1 73.0 99.8 99.7: 0.2 0.3 Old : 100.0: 4.7 13.6 13.0 82.1 73.0 99.8 99.7: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 6 4 5 44 42 54 48: Old : 59: 6 4 5 44 42 54 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 45.3 57.0 67.4 21.0 26.3 30.0 36.8 Old : 39.5 45.3 57.0 67.4 21.0 26.3 30.0 36.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,666: 196 4,622 21 8,150 4,002 8,367 8,645: 299 21 Old : 8,666: 196 4,622 21 8,150 4,002 8,367 8,645: 299 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -2,236: -82 -1,902 0 -2,138 -334 -2,220 -2,236: -16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 53.3 0.2 94.0 46.2 96.5 99.8: 3.5 0.2 Old : 100.0: 2.3 53.3 0.2 94.0 46.2 96.5 99.8: 3.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 1 21 14 24 16: Old : 28: 2 2 1 21 14 24 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 77.0 76.3 90.2 49.3 75.4 64.6 80.9 Old : 51.9 77.0 76.3 90.2 49.3 75.4 64.6 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,364: 1,575 1,958 551 9,103 8,546 11,229 11,055: 135 309 Old : 11,364: 1,575 1,958 551 9,103 8,546 11,229 11,055: 135 309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -1,616: -635 -177 143 -1,118 -1,562 -1,610 -1,596: -6 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 17.2 4.8 80.1 75.2 98.8 97.3: 1.2 2.7 Old : 100.0: 13.9 17.2 4.8 80.1 75.2 98.8 97.3: 1.2 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 7 1 2 27 25 34 28: Old : 42: 7 1 2 27 25 34 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 46.1 53.5 65.9 26.2 40.2 40.4 50.8 Old : 30.9 46.1 53.5 65.9 26.2 40.2 40.4 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 25,139: 10,098 1,902 220 13,904 22,510 24,222 24,632: 917 507 Old : 25,139: 10,098 1,902 220 13,904 22,510 24,222 24,632: 917 507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -3,663: -2,031 -268 -7 -1,600 -3,347 -3,638 -3,622: -25 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 7.6 0.9 55.3 89.5 96.4 98.0: 3.6 2.0 Old : 100.0: 40.2 7.6 0.9 55.3 89.5 96.4 98.0: 3.6 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 6 4 3 26 31 33 37: Old : 49: 6 4 3 26 31 33 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 41.2 73.5 58.3 59.1 39.1 68.5 54.7 Old : 60.9 41.2 73.5 58.3 59.1 39.1 68.5 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 20,999: 1,390 286 3,775 15,618 16,913 20,783 20,974: 216 25 Old : 20,999: 1,390 286 3,775 15,618 16,913 20,783 20,974: 216 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : 20: 310 10 -20 -270 35 20 25: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 1.4 18.0 74.4 80.5 99.0 99.9: 1.0 0.1 Old : 100.0: 6.6 1.4 18.0 74.4 80.5 99.0 99.9: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 5 13 13 18 18: Old : 20: 2 1 5 13 13 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 62.3 79.5 84.9 16.9 17.1 21.3 22.1 Old : 58.6 62.3 79.5 84.9 16.9 17.1 21.3 22.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders - Futures Only, August 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,156: 1,352 312 207 18,335 17,806 19,894 18,325: 2,262 3,831 Old : 22,156: 1,352 312 207 18,335 17,806 19,894 18,325: 2,262 3,831 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2012 : : -4,854: -1,235 -119 -67 -3,848 -4,982 -5,150 -5,168: 296 314 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 1.4 0.9 82.8 80.4 89.8 82.7: 10.2 17.3 Old : 100.0: 6.1 1.4 0.9 82.8 80.4 89.8 82.7: 10.2 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 2 2 17 22 20 25: Old : 29: 2 2 2 17 22 20 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 34.2 67.0 51.7 44.6 33.6 57.1 47.3 Old : 47.7 34.2 67.0 51.7 44.6 33.6 57.1 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012