GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, August 21, 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 : 41,677: 621 589 1,050 39,456 40,000 41,127 41,639: 550 38 Old : 41,677: 621 589 1,050 39,456 40,000 41,127 41,639: 550 38 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 4,637: 62 3 0 4,592 4,749 4,654 4,752: -17 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 1.4 2.5 94.7 96.0 98.7 99.9: 1.3 0.1 Old : 100.0: 1.5 1.4 2.5 94.7 96.0 98.7 99.9: 1.3 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 : 54: 1 4 1 36 43 37 48: Old : 54: 1 4 1 36 43 37 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 : 40.3 37.7 62.4 56.2 21.0 18.5 31.6 29.6 Old : 40.3 37.7 62.4 56.2 21.0 18.5 31.6 29.6 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 21, 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 : 12,770: 0 0 0 12,510 12,690 12,510 12,690: 260 80 Old : 12,770: 0 0 0 12,510 12,690 12,510 12,690: 260 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 82: 0 0 0 82 82 82 82: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.0 99.4 98.0 99.4: 2.0 0.6 Old : 100.0: 0.0 0.0 0.0 98.0 99.4 98.0 99.4: 2.0 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 : 39: 0 0 0 22 30 22 30: Old : 39: 0 0 0 22 30 22 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 : 67.8 47.2 84.5 70.4 55.1 46.5 69.3 64.4 Old : 67.8 47.2 84.5 70.4 55.1 46.5 69.3 64.4 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 21, 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 : 15,139: 217 316 752 13,042 12,934 14,011 14,002: 1,128 1,137 Old : 15,139: 217 316 752 13,042 12,934 14,011 14,002: 1,128 1,137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -48: 20 10 15 -60 -68 -25 -43: -23 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 2.1 5.0 86.1 85.4 92.5 92.5: 7.5 7.5 Old : 100.0: 1.4 2.1 5.0 86.1 85.4 92.5 92.5: 7.5 7.5 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 : 48: 3 2 4 38 40 42 46: Old : 48: 3 2 4 38 40 42 46: 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 : 33.4 33.5 51.5 49.4 16.4 14.8 21.9 21.0 Old : 33.4 33.5 51.5 49.4 16.4 14.8 21.9 21.0 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 21, 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 : 6,831: 581 70 101 5,459 6,004 6,141 6,175: 690 656 Old : 6,831: 581 70 101 5,459 6,004 6,141 6,175: 690 656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 129: -8 5 7 111 124 110 136: 19 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 1.0 1.5 79.9 87.9 89.9 90.4: 10.1 9.6 Old : 100.0: 8.5 1.0 1.5 79.9 87.9 89.9 90.4: 10.1 9.6 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 : 57: 4 2 4 42 48 47 53: Old : 57: 4 2 4 42 48 47 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 : 29.7 26.9 45.2 39.4 24.0 24.4 33.7 32.7 Old : 29.7 26.9 45.2 39.4 24.0 24.4 33.7 32.7 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 21, 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 : 6,656: 0 145 0 6,186 5,803 6,186 5,948: 470 708 Old : 6,656: 0 145 0 6,186 5,803 6,186 5,948: 470 708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 86: 0 10 0 46 -4 46 6: 40 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 0.0 92.9 87.2 92.9 89.4: 7.1 10.6 Old : 100.0: 0.0 2.2 0.0 92.9 87.2 92.9 89.4: 7.1 10.6 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: 0 1 0 19 20 19 21: Old : 22: 0 1 0 19 20 19 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 : 53.6 49.6 73.9 68.9 22.0 13.7 25.6 20.3 Old : 53.6 49.6 73.9 68.9 22.0 13.7 25.6 20.3 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 21, 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 : 5,954: 0 693 278 4,694 4,673 4,972 5,644: 982 310 Old : 5,954: 0 693 278 4,694 4,673 4,972 5,644: 982 310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 70: 0 -5 -10 59 39 49 24: 21 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.6 4.7 78.8 78.5 83.5 94.8: 16.5 5.2 Old : 100.0: 0.0 11.6 4.7 78.8 78.5 83.5 94.8: 16.5 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 : 25: 0 2 1 18 22 19 24: Old : 25: 0 2 1 18 22 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 : 44.3 40.4 63.0 63.5 20.2 18.4 25.0 27.7 Old : 44.3 40.4 63.0 63.5 20.2 18.4 25.0 27.7 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 21, 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 : 2,205: 0 48 60 1,774 1,357 1,834 1,465: 371 740 Old : 2,205: 0 48 60 1,774 1,357 1,834 1,465: 371 740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 115: 0 5 0 79 -187 79 -182: 36 297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 2.7 80.5 61.5 83.2 66.4: 16.8 33.6 Old : 100.0: 0.0 2.2 2.7 80.5 61.5 83.2 66.4: 16.8 33.6 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: 0 2 1 16 16 17 18: Old : 21: 0 2 1 16 16 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 : 47.6 33.5 64.2 47.6 28.9 20.5 41.4 28.3 Old : 47.6 33.5 64.2 47.6 28.9 20.5 41.4 28.3 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 21, 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 : 2,684: 170 0 12 1,963 2,137 2,145 2,149: 539 535 Old : 2,684: 170 0 12 1,963 2,137 2,145 2,149: 539 535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 142: 15 0 -10 139 153 144 143: -2 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 0.0 0.4 73.1 79.6 79.9 80.1: 20.1 19.9 Old : 100.0: 6.3 0.0 0.4 73.1 79.6 79.9 80.1: 20.1 19.9 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 : 29: 2 0 1 22 24 24 25: Old : 29: 2 0 1 22 24 24 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 : 37.1 40.4 52.2 57.9 31.8 35.4 39.4 43.9 Old : 37.1 40.4 52.2 57.9 31.8 35.4 39.4 43.9 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 21, 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 : 10,461: 0 0 0 10,392 10,429 10,392 10,429: 69 32 Old : 10,461: 0 0 0 10,392 10,429 10,392 10,429: 69 32 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 135: 0 0 0 135 133 135 133: 0 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.3 99.7 99.3 99.7: 0.7 0.3 Old : 100.0: 0.0 0.0 0.0 99.3 99.7 99.3 99.7: 0.7 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 : 28: 0 0 0 21 16 21 16: Old : 28: 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 : 55.6 59.5 77.7 84.9 53.2 51.5 68.6 68.3 Old : 55.6 59.5 77.7 84.9 53.2 51.5 68.6 68.3 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 21, 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 : 7,551: 0 458 150 6,977 6,912 7,127 7,520: 424 31 Old : 7,551: 0 458 150 6,977 6,912 7,127 7,520: 424 31 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 260: 0 0 0 243 253 243 253: 17 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.1 2.0 92.4 91.5 94.4 99.6: 5.6 0.4 Old : 100.0: 0.0 6.1 2.0 92.4 91.5 94.4 99.6: 5.6 0.4 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 : 24: 0 2 1 16 17 17 20: Old : 24: 0 2 1 16 17 17 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 : 52.0 43.1 78.3 66.9 46.3 35.0 59.9 55.2 Old : 52.0 43.1 78.3 66.9 46.3 35.0 59.9 55.2 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 21, 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 : 19,832: 0 1,260 463 19,269 18,109 19,732 19,832: 100 0 Old : 19,832: 0 1,260 463 19,269 18,109 19,732 19,832: 100 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 99: 0 65 0 99 34 99 99: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.4 2.3 97.2 91.3 99.5 100.0: 0.5 0.0 Old : 100.0: 0.0 6.4 2.3 97.2 91.3 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 : 34: 0 1 1 29 25 30 26: Old : 34: 0 1 1 29 25 30 26: 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 : 42.5 50.5 65.6 76.1 41.2 42.8 59.2 60.6 Old : 42.5 50.5 65.6 76.1 41.2 42.8 59.2 60.6 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 21, 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 : 330,368: 42,160 30,372 58,051 185,366 215,396 285,577 303,819: 44,791 26,549 Old : 330,368: 42,160 30,372 58,051 185,366 215,396 285,577 303,819: 44,791 26,549 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 12,462: 1,949 -555 1,466 3,400 9,151 6,815 10,062: 5,647 2,400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 9.2 17.6 56.1 65.2 86.4 92.0: 13.6 8.0 Old : 100.0: 12.8 9.2 17.6 56.1 65.2 86.4 92.0: 13.6 8.0 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 : 156: 40 28 44 76 71 143 122: Old : 156: 40 28 44 76 71 143 122: 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 : 17.7 26.5 26.9 40.0 8.5 14.2 14.2 19.8 Old : 17.7 26.5 26.9 40.0 8.5 14.2 14.2 19.8 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 21, 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 : 12,107: 134 2,939 229 11,622 8,831 11,985 11,999: 122 108 Old : 12,107: 134 2,939 229 11,622 8,831 11,985 11,999: 122 108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 521: 0 150 0 521 352 521 502: 0 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 24.3 1.9 96.0 72.9 99.0 99.1: 1.0 0.9 Old : 100.0: 1.1 24.3 1.9 96.0 72.9 99.0 99.1: 1.0 0.9 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 : 58: 1 5 3 41 39 44 46: Old : 58: 1 5 3 41 39 44 46: 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 : 32.1 38.8 51.6 54.4 27.7 30.5 39.2 41.0 Old : 32.1 38.8 51.6 54.4 27.7 30.5 39.2 41.0 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 21, 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 : 16,960: 570 1,500 200 16,190 15,230 16,960 16,930: 0 30 Old : 16,960: 570 1,500 200 16,190 15,230 16,960 16,930: 0 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 730: -100 0 100 730 630 730 730: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 8.8 1.2 95.5 89.8 100.0 99.8: 0.0 0.2 Old : 100.0: 3.4 8.8 1.2 95.5 89.8 100.0 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 : 56.8 46.6 76.3 68.2 40.8 31.3 50.0 45.3 Old : 56.8 46.6 76.3 68.2 40.8 31.3 50.0 45.3 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 21, 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 : 14,280: 975 605 1,575 11,730 12,100 14,280 14,280: 0 0 Old : 14,280: 975 605 1,575 11,730 12,100 14,280 14,280: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 4.2 11.0 82.1 84.7 100.0 100.0: 0.0 0.0 Old : 100.0: 6.8 4.2 11.0 82.1 84.7 100.0 100.0: 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 : 20: 2 1 2 12 14 15 16: Old : 20: 2 1 2 12 14 15 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 : 69.6 73.2 88.4 92.8 43.5 51.1 56.8 57.7 Old : 69.6 73.2 88.4 92.8 43.5 51.1 56.8 57.7 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 21, 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 : 3,355: 420 824 85 2,381 2,048 2,886 2,957: 469 398 Old : 3,355: 420 824 85 2,381 2,048 2,886 2,957: 469 398 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 11: 0 7 0 10 -6 10 1: 1 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 24.6 2.5 71.0 61.0 86.0 88.1: 14.0 11.9 Old : 100.0: 12.5 24.6 2.5 71.0 61.0 86.0 88.1: 14.0 11.9 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 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 : 75.7 51.3 83.0 73.6 71.9 51.0 74.8 69.2 Old : 75.7 51.3 83.0 73.6 71.9 51.0 74.8 69.2 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 21, 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 : 14,519: 525 150 0 12,743 14,067 13,268 14,217: 1,251 302 Old : 14,519: 525 150 0 12,743 14,067 13,268 14,217: 1,251 302 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 1,280: 300 150 0 918 1,112 1,218 1,262: 62 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 1.0 0.0 87.8 96.9 91.4 97.9: 8.6 2.1 Old : 100.0: 3.6 1.0 0.0 87.8 96.9 91.4 97.9: 8.6 2.1 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 : 29: 2 1 0 22 17 24 18: Old : 29: 2 1 0 22 17 24 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 : 47.6 66.2 65.4 85.4 45.0 58.4 58.9 73.8 Old : 47.6 66.2 65.4 85.4 45.0 58.4 58.9 73.8 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 21, 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 : 1,086,018: 238,134 304,511 383,331 393,253 357,942 1,014,718 1,045,784: 71,300 40,234 Old : 1,086,018: 238,134 304,511 383,331 393,253 357,942 1,014,718 1,045,784: 71,300 40,234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 9,311: 5,567 5,469 8,214 -1,171 -6,497 12,610 7,186: -3,299 2,125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 28.0 35.3 36.2 33.0 93.4 96.3: 6.6 3.7 Old : 100.0: 21.9 28.0 35.3 36.2 33.0 93.4 96.3: 6.6 3.7 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 : 312: 106 115 146 74 67 265 254: Old : 312: 106 115 146 74 67 265 254: 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 : 17.6 22.2 30.3 35.2 12.1 16.3 20.9 23.0 Old : 17.6 22.2 30.3 35.2 12.1 16.3 20.9 23.0 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 21, 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 : 28,336: 297 3,660 898 24,209 17,924 25,404 22,482: 2,932 5,854 Old : 28,336: 297 3,660 898 24,209 17,924 25,404 22,482: 2,932 5,854 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 12.9 3.2 85.4 63.3 89.7 79.3: 10.3 20.7 Old : 100.0: 1.0 12.9 3.2 85.4 63.3 89.7 79.3: 10.3 20.7 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 : 22: 1 2 1 11 13 12 16: Old : 22: 1 2 1 11 13 12 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 : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5 Old : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5 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 21, 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 : 100,098: 14,697 49,248 21,175 61,077 27,750 96,949 98,173: 3,149 1,925 Old : 100,098: 14,697 49,248 21,175 61,077 27,750 96,949 98,173: 3,149 1,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 1,228: -109 3,125 -1,278 3,001 -311 1,614 1,536: -386 -308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 49.2 21.2 61.0 27.7 96.9 98.1: 3.1 1.9 Old : 100.0: 14.7 49.2 21.2 61.0 27.7 96.9 98.1: 3.1 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 : 38: 7 11 13 19 20 34 36: Old : 38: 7 11 13 19 20 34 36: 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 : 48.0 58.0 62.6 73.6 38.9 46.6 46.0 50.6 Old : 48.0 58.0 62.6 73.6 38.9 46.6 46.0 50.6 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 21, 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 : 56,543: 0 393 2,122 49,529 45,534 51,651 48,049: 4,892 8,494 Old : 56,543: 0 393 2,122 49,529 45,534 51,651 48,049: 4,892 8,494 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 338: 0 64 60 278 114 338 238: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 3.8 87.6 80.5 91.3 85.0: 8.7 15.0 Old : 100.0: 0.0 0.7 3.8 87.6 80.5 91.3 85.0: 8.7 15.0 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 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 : 45.8 45.3 68.4 66.4 37.6 38.9 54.3 50.2 Old : 45.8 45.3 68.4 66.4 37.6 38.9 54.3 50.2 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 21, 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 : 2,679,935: 478,374 86,421 781,339 1,391,697 1,789,609 2,651,410 2,657,369: 28,525 22,566 Old : 2,679,935: 478,374 86,421 781,339 1,391,697 1,789,609 2,651,410 2,657,369: 28,525 22,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 1,731: 1,673 1,073 5,762 -5,595 -3,633 1,840 3,202: -109 -1,471 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 3.2 29.2 51.9 66.8 98.9 99.2: 1.1 0.8 Old : 100.0: 17.9 3.2 29.2 51.9 66.8 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 : 151: 35 15 41 96 83 144 127: Old : 151: 35 15 41 96 83 144 127: 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 : 26.2 26.8 40.7 41.6 14.9 15.4 22.6 24.6 Old : 26.2 26.8 40.7 41.6 14.9 15.4 22.6 24.6 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 21, 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 : 1,294,661: 191,988 109,104 345,631 754,279 838,118 1,291,898 1,292,853: 2,763 1,808 Old : 1,294,661: 191,988 109,104 345,631 754,279 838,118 1,291,898 1,292,853: 2,763 1,808 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 16,638: 18,719 4,979 4,492 -6,781 13,063 16,430 22,534: 208 -5,896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 8.4 26.7 58.3 64.7 99.8 99.9: 0.2 0.1 Old : 100.0: 14.8 8.4 26.7 58.3 64.7 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 : 91: 26 18 31 42 40 81 76: Old : 91: 26 18 31 42 40 81 76: 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 : 34.9 41.1 55.1 62.5 12.1 22.5 18.8 30.5 Old : 34.9 41.1 55.1 62.5 12.1 22.5 18.8 30.5 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 21, 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 : 7,070: 1,020 120 75 5,210 5,880 6,305 6,075: 765 995 Old : 7,070: 1,020 120 75 5,210 5,880 6,305 6,075: 765 995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 45: 120 45 0 -450 -235 -330 -190: 375 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 1.7 1.1 73.7 83.2 89.2 85.9: 10.8 14.1 Old : 100.0: 14.4 1.7 1.1 73.7 83.2 89.2 85.9: 10.8 14.1 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 1 13 15 16 16: Old : 20: 2 1 1 13 15 16 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 : 57.1 46.3 75.4 65.1 54.8 46.1 58.2 54.7 Old : 57.1 46.3 75.4 65.1 54.8 46.1 58.2 54.7 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 21, 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 : 13,896: 4,728 6,848 3,826 4,082 2,505 12,636 13,179: 1,260 717 Old : 13,896: 4,728 6,848 3,826 4,082 2,505 12,636 13,179: 1,260 717 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 654: -118 102 55 -183 149 -246 306: 900 348 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 49.3 27.5 29.4 18.0 90.9 94.8: 9.1 5.2 Old : 100.0: 34.0 49.3 27.5 29.4 18.0 90.9 94.8: 9.1 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 : 27: 5 17 18 5 4 24 25: Old : 27: 5 17 18 5 4 24 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 : 55.8 38.5 71.1 62.1 41.7 29.1 51.4 41.2 Old : 55.8 38.5 71.1 62.1 41.7 29.1 51.4 41.2 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 21, 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 : 6,125: 2,880 2,120 1,370 1,450 2,105 5,700 5,595: 425 530 Old : 6,125: 2,880 2,120 1,370 1,450 2,105 5,700 5,595: 425 530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 120: -30 385 -140 235 -70 65 175: 55 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 34.6 22.4 23.7 34.4 93.1 91.3: 6.9 8.7 Old : 100.0: 47.0 34.6 22.4 23.7 34.4 93.1 91.3: 6.9 8.7 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: 4 11 12 5 5 18 19: Old : 20: 4 11 12 5 5 18 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 : 61.0 42.2 77.1 64.7 47.0 23.4 47.8 38.4 Old : 61.0 42.2 77.1 64.7 47.0 23.4 47.8 38.4 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 21, 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 : 22,921: 1,428 2,498 335 20,918 19,760 22,681 22,593: 240 328 Old : 22,921: 1,428 2,498 335 20,918 19,760 22,681 22,593: 240 328 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 434: 43 51 31 352 322 426 404: 8 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 10.9 1.5 91.3 86.2 99.0 98.6: 1.0 1.4 Old : 100.0: 6.2 10.9 1.5 91.3 86.2 99.0 98.6: 1.0 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 : 53: 4 4 4 34 43 41 48: Old : 53: 4 4 4 34 43 41 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 : 42.6 38.2 63.0 54.6 34.5 30.5 47.8 42.2 Old : 42.6 38.2 63.0 54.6 34.5 30.5 47.8 42.2 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 21, 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 : 2,710: 108 0 106 1,641 1,862 1,855 1,968: 855 742 Old : 2,710: 108 0 106 1,641 1,862 1,855 1,968: 855 742 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 215: 76 0 1 -68 160 9 161: 206 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.0 3.9 60.6 68.7 68.5 72.6: 31.5 27.4 Old : 100.0: 4.0 0.0 3.9 60.6 68.7 68.5 72.6: 31.5 27.4 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 : 21: 1 0 1 17 18 18 19: Old : 21: 1 0 1 17 18 18 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 : 34.5 36.6 51.2 51.8 22.0 24.3 28.5 32.7 Old : 34.5 36.6 51.2 51.8 22.0 24.3 28.5 32.7 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 21, 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 : 1,737: 68 203 40 1,078 1,053 1,186 1,296: 551 441 Old : 1,737: 68 203 40 1,078 1,053 1,186 1,296: 551 441 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 44: -69 35 9 159 51 99 95: -55 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 11.7 2.3 62.1 60.6 68.3 74.6: 31.7 25.4 Old : 100.0: 3.9 11.7 2.3 62.1 60.6 68.3 74.6: 31.7 25.4 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 1 1 23 22 24 24: Old : 28: 1 1 1 23 22 24 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 : 23.0 37.5 39.3 50.4 17.7 32.7 30.3 40.3 Old : 23.0 37.5 39.3 50.4 17.7 32.7 30.3 40.3 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 21, 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 : 65,940: 9,221 229 5,257 50,055 59,394 64,533 64,880: 1,407 1,060 Old : 65,940: 9,221 229 5,257 50,055 59,394 64,533 64,880: 1,407 1,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 1,202: 210 0 -140 1,132 1,342 1,202 1,202: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 0.3 8.0 75.9 90.1 97.9 98.4: 2.1 1.6 Old : 100.0: 14.0 0.3 8.0 75.9 90.1 97.9 98.4: 2.1 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 : 45.8 51.5 68.2 75.0 31.6 39.3 41.1 47.9 Old : 45.8 51.5 68.2 75.0 31.6 39.3 41.1 47.9 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 21, 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 : 16,468: 568 712 2,350 12,314 12,908 15,232 15,970: 1,236 498 Old : 16,468: 568 712 2,350 12,314 12,908 15,232 15,970: 1,236 498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -22: 0 108 -80 62 -50 -18 -22: -4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 4.3 14.3 74.8 78.4 92.5 97.0: 7.5 3.0 Old : 100.0: 3.4 4.3 14.3 74.8 78.4 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 20 17 23 20: Old : 25: 1 2 3 20 17 23 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 : 48.5 48.2 75.2 70.5 42.0 41.3 55.8 54.1 Old : 48.5 48.2 75.2 70.5 42.0 41.3 55.8 54.1 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 21, 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 : 8,500: 264 1,180 36 6,577 5,915 6,877 7,131: 1,623 1,369 Old : 8,500: 264 1,180 36 6,577 5,915 6,877 7,131: 1,623 1,369 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 46: 0 60 0 70 -14 70 46: -24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 13.9 0.4 77.4 69.6 80.9 83.9: 19.1 16.1 Old : 100.0: 3.1 13.9 0.4 77.4 69.6 80.9 83.9: 19.1 16.1 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 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 : 43.3 46.5 62.8 68.7 31.3 34.7 45.4 48.6 Old : 43.3 46.5 62.8 68.7 31.3 34.7 45.4 48.6 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 21, 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 : 13,090: 3,578 400 536 8,213 11,887 12,327 12,823: 763 267 Old : 13,090: 3,578 400 536 8,213 11,887 12,327 12,823: 763 267 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -270: -240 0 -30 0 -240 -270 -270: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 3.1 4.1 62.7 90.8 94.2 98.0: 5.8 2.0 Old : 100.0: 27.3 3.1 4.1 62.7 90.8 94.2 98.0: 5.8 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 : 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 : 50.6 39.4 71.2 60.9 49.0 35.5 58.0 49.6 Old : 50.6 39.4 71.2 60.9 49.0 35.5 58.0 49.6 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 21, 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 : 23,064: 552 1,880 538 19,702 19,746 20,792 22,164: 2,272 900 Old : 23,064: 552 1,880 538 19,702 19,746 20,792 22,164: 2,272 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 : 33.6 38.7 52.6 65.0 23.4 33.4 35.7 48.3 Old : 33.6 38.7 52.6 65.0 23.4 33.4 35.7 48.3 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 21, 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 : 8,759: 1,194 0 116 5,959 6,740 7,269 6,856: 1,490 1,903 Old : 8,759: 1,194 0 116 5,959 6,740 7,269 6,856: 1,490 1,903 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -52: 0 0 0 -52 52 -52 52: 0 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 0.0 1.3 68.0 76.9 83.0 78.3: 17.0 21.7 Old : 100.0: 13.6 0.0 1.3 68.0 76.9 83.0 78.3: 17.0 21.7 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 : 21: 1 0 1 16 16 17 17: Old : 21: 1 0 1 16 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 : 39.9 36.9 60.4 58.5 31.6 31.4 42.9 43.0 Old : 39.9 36.9 60.4 58.5 31.6 31.4 42.9 43.0 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 21, 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 : 12,019: 3,230 2,406 154 7,283 8,669 10,667 11,229: 1,352 790 Old : 12,019: 3,230 2,406 154 7,283 8,669 10,667 11,229: 1,352 790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 120: -240 0 0 0 0 -240 0: 360 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 20.0 1.3 60.6 72.1 88.8 93.4: 11.2 6.6 Old : 100.0: 26.9 20.0 1.3 60.6 72.1 88.8 93.4: 11.2 6.6 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 : 54.4 49.1 73.8 71.0 49.5 35.9 52.9 49.6 Old : 54.4 49.1 73.8 71.0 49.5 35.9 52.9 49.6 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 21, 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 : 12,586: 298 2,588 840 10,463 8,870 11,601 12,298: 985 288 Old : 12,586: 298 2,588 840 10,463 8,870 11,601 12,298: 985 288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 102: 0 198 0 98 24 98 222: 4 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 20.6 6.7 83.1 70.5 92.2 97.7: 7.8 2.3 Old : 100.0: 2.4 20.6 6.7 83.1 70.5 92.2 97.7: 7.8 2.3 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 : 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 : 46.2 50.7 69.3 75.5 41.8 43.0 54.3 62.3 Old : 46.2 50.7 69.3 75.5 41.8 43.0 54.3 62.3 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 21, 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 : 56,319: 0 0 0 56,319 56,319 56,319 56,319: 0 0 Old : 56,319: 0 0 0 56,319 56,319 56,319 56,319: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 128: 0 0 0 128 128 128 128: 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 : 27: 0 0 0 21 15 21 15: Old : 27: 0 0 0 21 15 21 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 : 69.7 84.0 85.2 95.8 69.7 77.8 83.0 87.9 Old : 69.7 84.0 85.2 95.8 69.7 77.8 83.0 87.9 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 21, 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 : 933,563: 0 0 0 933,563 933,563 933,563 933,563: 0 0 Old : 933,563: 0 0 0 933,563 933,563 933,563 933,563: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 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 17 17 17 17: Old : 26: 0 0 0 17 17 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 : 69.7 84.5 89.0 94.8 68.8 77.5 85.0 87.1 Old : 69.7 84.5 89.0 94.8 68.8 77.5 85.0 87.1 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 21, 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: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 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 21, 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: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 21, 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: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 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 21, 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: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 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 44.4 55.5 69.9 27.6 34.6 41.1 51.2 Old : 35.8 44.4 55.5 69.9 27.6 34.6 41.1 51.2 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 21, 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 : 1,242,830: 40,309 111,290 17,643 1,184,878 1,113,897 1,242,830 1,242,830: 0 0 Old : 1,242,830: 40,309 111,290 17,643 1,184,878 1,113,897 1,242,830 1,242,830: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 9.0 1.4 95.3 89.6 100.0 100.0: 0.0 0.0 Old : 100.0: 3.2 9.0 1.4 95.3 89.6 100.0 100.0: 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 25 32 28: Old : 39: 4 2 1 28 25 32 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 : 40.8 42.2 60.7 69.4 36.9 39.4 54.9 59.2 Old : 40.8 42.2 60.7 69.4 36.9 39.4 54.9 59.2 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 21, 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: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 21, 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 : 23,332: 0 5,945 0 23,226 17,387 23,226 23,332: 106 0 Old : 23,332: 0 5,945 0 23,226 17,387 23,226 23,332: 106 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 980: 0 200 -200 1,180 980 980 980: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 25.5 0.0 99.5 74.5 99.5 100.0: 0.5 0.0 Old : 100.0: 0.0 25.5 0.0 99.5 74.5 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 0 12 13 12 14: Old : 20: 0 1 0 12 13 12 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 : 80.3 63.3 93.9 86.9 75.8 55.1 83.9 76.6 Old : 80.3 63.3 93.9 86.9 75.8 55.1 83.9 76.6 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 21, 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 : 40,773: 1,060 5,630 0 39,161 35,143 40,221 40,773: 552 0 Old : 40,773: 1,060 5,630 0 39,161 35,143 40,221 40,773: 552 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 724: 0 0 0 724 724 724 724: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 13.8 0.0 96.0 86.2 98.6 100.0: 1.4 0.0 Old : 100.0: 2.6 13.8 0.0 96.0 86.2 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: 1 1 0 16 18 17 19: Old : 29: 1 1 0 16 18 17 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 : 61.5 61.3 84.5 82.5 42.4 40.7 55.6 55.5 Old : 61.5 61.3 84.5 82.5 42.4 40.7 55.6 55.5 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 21, 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 : 26,748: 12,034 0 530 14,184 26,218 26,748 26,748: 0 0 Old : 26,748: 12,034 0 530 14,184 26,218 26,748 26,748: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 0.0 2.0 53.0 98.0 100.0 100.0: 0.0 0.0 Old : 100.0: 45.0 0.0 2.0 53.0 98.0 100.0 100.0: 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 0 1 10 14 12 15: Old : 20: 2 0 1 10 14 12 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 : 69.6 67.5 91.8 85.8 60.5 57.9 76.1 72.1 Old : 69.6 67.5 91.8 85.8 60.5 57.9 76.1 72.1 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 21, 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 14,634 14,452 14,971 15,653: 894 212 Old : 15,865: 318 1,182 19 14,634 14,452 14,971 15,653: 894 212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 7.5 0.1 92.2 91.1 94.4 98.7: 5.6 1.3 Old : 100.0: 2.0 7.5 0.1 92.2 91.1 94.4 98.7: 5.6 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 16 16 18 17: Old : 26: 1 1 1 16 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 : 50.7 62.7 78.0 88.6 45.0 56.7 67.5 76.0 Old : 50.7 62.7 78.0 88.6 45.0 56.7 67.5 76.0 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 21, 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 : 12,758: 170 920 0 12,482 11,583 12,652 12,503: 106 255 Old : 12,758: 170 920 0 12,482 11,583 12,652 12,503: 106 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 7.2 0.0 97.8 90.8 99.2 98.0: 0.8 2.0 Old : 100.0: 1.3 7.2 0.0 97.8 90.8 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 : 51.2 67.4 81.5 92.5 50.7 60.2 73.2 79.6 Old : 51.2 67.4 81.5 92.5 50.7 60.2 73.2 79.6 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 21, 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 : 841,900: 0 53,177 23,400 818,500 765,323 841,900 841,900: 0 0 Old : 841,900: 0 53,177 23,400 818,500 765,323 841,900 841,900: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 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 : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5 Old : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5 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 21, 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 : 978,868: 19,770 119,050 7,920 951,178 851,898 978,868 978,868: 0 0 Old : 978,868: 19,770 119,050 7,920 951,178 851,898 978,868 978,868: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 9,360: 0 0 0 9,360 9,360 9,360 9,360: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 12.2 0.8 97.2 87.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 12.2 0.8 97.2 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 : 25: 1 1 1 15 16 17 17: Old : 25: 1 1 1 15 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 : 62.3 75.3 86.5 88.7 47.7 56.3 66.9 68.2 Old : 62.3 75.3 86.5 88.7 47.7 56.3 66.9 68.2 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 21, 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 : 548,181: 126,858 0 87,571 333,752 460,610 548,181 548,181: 0 0 Old : 548,181: 126,858 0 87,571 333,752 460,610 548,181 548,181: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 23,400: -23,400 0 23,400 23,400 0 23,400 23,400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 0.0 16.0 60.9 84.0 100.0 100.0: 0.0 0.0 Old : 100.0: 23.1 0.0 16.0 60.9 84.0 100.0 100.0: 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 : 22: 2 0 2 16 14 18 16: Old : 22: 2 0 2 16 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 : 63.0 61.8 82.4 88.6 39.6 45.9 53.1 59.3 Old : 63.0 61.8 82.4 88.6 39.6 45.9 53.1 59.3 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 21, 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 : 137,456: 0 5,808 0 137,456 131,648 137,456 137,456: 0 0 Old : 137,456: 0 5,808 0 137,456 131,648 137,456 137,456: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 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 : 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 : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5 Old : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5 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 21, 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 : 30,635: 2,216 0 0 27,952 30,243 30,168 30,243: 467 392 Old : 30,635: 2,216 0 0 27,952 30,243 30,168 30,243: 467 392 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 2,667: 0 0 0 2,712 2,667 2,712 2,667: -45 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.0 0.0 91.2 98.7 98.5 98.7: 1.5 1.3 Old : 100.0: 7.2 0.0 0.0 91.2 98.7 98.5 98.7: 1.5 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 : 44: 2 0 0 36 34 38 34: Old : 44: 2 0 0 36 34 38 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 : 47.9 53.2 65.5 70.7 46.7 52.2 58.5 66.5 Old : 47.9 53.2 65.5 70.7 46.7 52.2 58.5 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 21, 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 : 6,091: 660 0 0 5,141 5,801 5,801 5,801: 290 290 Old : 6,091: 660 0 0 5,141 5,801 5,801 5,801: 290 290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -45: 0 0 0 -45 0 -45 0: 0 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 0.0 0.0 84.4 95.2 95.2 95.2: 4.8 4.8 Old : 100.0: 10.8 0.0 0.0 84.4 95.2 95.2 95.2: 4.8 4.8 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 : 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 : 69.3 62.1 86.0 80.1 69.3 62.1 81.1 79.4 Old : 69.3 62.1 86.0 80.1 69.3 62.1 81.1 79.4 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 21, 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 : 9,288: 268 1,575 66 8,669 7,089 9,003 8,730: 285 558 Old : 9,288: 268 1,575 66 8,669 7,089 9,003 8,730: 285 558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 301: 10 0 0 321 361 331 361: -30 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 17.0 0.7 93.3 76.3 96.9 94.0: 3.1 6.0 Old : 100.0: 2.9 17.0 0.7 93.3 76.3 96.9 94.0: 3.1 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 : 30: 2 2 1 24 20 26 23: Old : 30: 2 2 1 24 20 26 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 : 52.8 54.9 69.3 71.5 51.8 49.9 65.5 62.9 Old : 52.8 54.9 69.3 71.5 51.8 49.9 65.5 62.9 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 21, 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 : 10,555: 820 0 0 9,435 10,051 10,255 10,051: 300 504 Old : 10,555: 820 0 0 9,435 10,051 10,255 10,051: 300 504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 90: 0 0 0 105 151 105 151: -15 -61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 0.0 0.0 89.4 95.2 97.2 95.2: 2.8 4.8 Old : 100.0: 7.8 0.0 0.0 89.4 95.2 97.2 95.2: 2.8 4.8 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 : 28: 1 0 0 20 20 21 20: Old : 28: 1 0 0 20 20 21 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 : 53.1 48.2 79.5 72.5 53.1 46.6 72.3 64.2 Old : 53.1 48.2 79.5 72.5 53.1 46.6 72.3 64.2 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 21, 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 : 5,586: 132 0 0 5,064 5,473 5,196 5,473: 390 113 Old : 5,586: 132 0 0 5,064 5,473 5,196 5,473: 390 113 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -6: 0 0 0 -11 9 -11 9: 5 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.0 0.0 90.7 98.0 93.0 98.0: 7.0 2.0 Old : 100.0: 2.4 0.0 0.0 90.7 98.0 93.0 98.0: 7.0 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 : 22: 1 0 0 15 17 16 17: Old : 22: 1 0 0 15 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 : 81.0 55.7 89.2 81.0 81.0 55.0 85.6 77.2 Old : 81.0 55.7 89.2 81.0 81.0 55.0 85.6 77.2 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 21, 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 : 1,470,157: 362,472 132,057 414,676 623,839 855,547 1,400,987 1,402,280: 69,170 67,877 Old : 1,470,157: 362,472 132,057 414,676 623,839 855,547 1,400,987 1,402,280: 69,170 67,877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 249: 21,921 -15,112 -11,300 -9,138 24,954 1,483 -1,458: -1,234 1,707 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 9.0 28.2 42.4 58.2 95.3 95.4: 4.7 4.6 Old : 100.0: 24.7 9.0 28.2 42.4 58.2 95.3 95.4: 4.7 4.6 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 : 319: 121 78 147 85 94 276 267: Old : 319: 121 78 147 85 94 276 267: 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 28.3 25.6 12.5 11.0 18.0 17.2 Old : 17.2 15.0 28.3 25.6 12.5 11.0 18.0 17.2 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 21, 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 : 187,168: 53,939 18,953 955 88,419 119,518 143,313 139,426: 43,855 47,742 Old : 187,168: 53,939 18,953 955 88,419 119,518 143,313 139,426: 43,855 47,742 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 2,083: 221 564 9 842 727 1,072 1,300: 1,011 783 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 10.1 0.5 47.2 63.9 76.6 74.5: 23.4 25.5 Old : 100.0: 28.8 10.1 0.5 47.2 63.9 76.6 74.5: 23.4 25.5 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 : 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 : 42.9 35.9 60.3 49.7 41.8 35.5 57.7 46.7 Old : 42.9 35.9 60.3 49.7 41.8 35.5 57.7 46.7 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 21, 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 : 16,703: 886 1,340 200 15,535 15,048 16,621 16,588: 82 115 Old : 16,703: 886 1,340 200 15,535 15,048 16,621 16,588: 82 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 500: 0 0 0 503 507 503 507: -3 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 8.0 1.2 93.0 90.1 99.5 99.3: 0.5 0.7 Old : 100.0: 5.3 8.0 1.2 93.0 90.1 99.5 99.3: 0.5 0.7 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 : 39: 3 4 2 24 25 29 30: Old : 39: 3 4 2 24 25 29 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 : 50.1 47.5 67.6 70.3 28.8 32.4 41.3 42.5 Old : 50.1 47.5 67.6 70.3 28.8 32.4 41.3 42.5 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 21, 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 : 91,832: 5,792 10,714 6,180 76,944 70,477 88,916 87,371: 2,916 4,461 Old : 91,832: 5,792 10,714 6,180 76,944 70,477 88,916 87,371: 2,916 4,461 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 4,044: 64 746 363 3,414 3,754 3,841 4,863: 203 -819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 11.7 6.7 83.8 76.7 96.8 95.1: 3.2 4.9 Old : 100.0: 6.3 11.7 6.7 83.8 76.7 96.8 95.1: 3.2 4.9 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: 4 6 7 21 19 30 28: Old : 32: 4 6 7 21 19 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 : 48.1 41.2 71.4 64.8 26.2 21.8 33.1 29.0 Old : 48.1 41.2 71.4 64.8 26.2 21.8 33.1 29.0 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 21, 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 : 44,540: 3,531 2,248 5,507 33,303 34,652 42,341 42,407: 2,199 2,133 Old : 44,540: 3,531 2,248 5,507 33,303 34,652 42,341 42,407: 2,199 2,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 5,587: 779 50 1,250 3,626 4,387 5,655 5,687: -68 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 5.0 12.4 74.8 77.8 95.1 95.2: 4.9 4.8 Old : 100.0: 7.9 5.0 12.4 74.8 77.8 95.1 95.2: 4.9 4.8 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 : 23: 3 3 3 15 15 20 20: Old : 23: 3 3 3 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 : 45.8 47.8 67.3 72.0 22.8 23.1 29.6 29.8 Old : 45.8 47.8 67.3 72.0 22.8 23.1 29.6 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N Commitments of Traders - Futures Only, August 21, 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 : 63,589: 1,182 2,836 304 38,998 27,244 40,484 30,384: 23,105 33,205 Old : 63,589: 1,182 2,836 304 38,998 27,244 40,484 30,384: 23,105 33,205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 793: 234 240 0 729 -899 963 -659: -170 1,452 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 4.5 0.5 61.3 42.8 63.7 47.8: 36.3 52.2 Old : 100.0: 1.9 4.5 0.5 61.3 42.8 63.7 47.8: 36.3 52.2 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 : 20: 1 3 1 14 14 16 17: Old : 20: 1 3 1 14 14 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 : 32.4 27.7 48.9 37.3 23.6 18.1 33.8 22.5 Old : 32.4 27.7 48.9 37.3 23.6 18.1 33.8 22.5 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 21, 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 : 3,109: 450 159 0 2,614 2,896 3,064 3,055: 45 54 Old : 3,109: 450 159 0 2,614 2,896 3,064 3,055: 45 54 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 150: 0 159 0 150 0 150 159: 0 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 5.1 0.0 84.1 93.1 98.6 98.3: 1.4 1.7 Old : 100.0: 14.5 5.1 0.0 84.1 93.1 98.6 98.3: 1.4 1.7 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 : 21: 2 1 0 12 12 14 13: Old : 21: 2 1 0 12 12 14 13: 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 : 53.9 62.2 78.3 85.7 47.4 60.3 67.1 78.1 Old : 53.9 62.2 78.3 85.7 47.4 60.3 67.1 78.1 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 21, 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 : 27,978: 3,232 6,760 8,295 12,790 8,892 24,317 23,947: 3,661 4,031 Old : 27,978: 3,232 6,760 8,295 12,790 8,892 24,317 23,947: 3,661 4,031 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -858: 1,600 172 -804 -2,339 -433 -1,543 -1,065: 685 207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 24.2 29.6 45.7 31.8 86.9 85.6: 13.1 14.4 Old : 100.0: 11.6 24.2 29.6 45.7 31.8 86.9 85.6: 13.1 14.4 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: 6 7 8 10 9 20 20: Old : 23: 6 7 8 10 9 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 : 52.3 42.5 68.3 65.0 26.0 27.2 33.4 33.4 Old : 52.3 42.5 68.3 65.0 26.0 27.2 33.4 33.4 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 21, 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 : 24,291: 13,919 7,576 757 7,815 14,061 22,491 22,394: 1,800 1,897 Old : 24,291: 13,919 7,576 757 7,815 14,061 22,491 22,394: 1,800 1,897 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 284: -90 -1,742 -49 -56 1,736 -195 -55: 479 339 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 31.2 3.1 32.2 57.9 92.6 92.2: 7.4 7.8 Old : 100.0: 57.3 31.2 3.1 32.2 57.9 92.6 92.2: 7.4 7.8 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 : 137: 56 33 11 23 30 85 72: Old : 137: 56 33 11 23 30 85 72: 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 31.7 49.6 45.9 38.3 31.7 49.2 45.8 Old : 38.3 31.7 49.6 45.9 38.3 31.7 49.2 45.8 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 21, 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 : 54,526: 39,578 14,691 1,048 7,570 35,835 48,196 51,574: 6,330 2,952 Old : 54,526: 39,578 14,691 1,048 7,570 35,835 48,196 51,574: 6,330 2,952 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 452: 2,477 -3,883 -265 -1,582 5,256 630 1,108: -178 -656 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 26.9 1.9 13.9 65.7 88.4 94.6: 11.6 5.4 Old : 100.0: 72.6 26.9 1.9 13.9 65.7 88.4 94.6: 11.6 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 : 189: 100 34 15 25 38 133 83: Old : 189: 100 34 15 25 38 133 83: 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 : 23.0 32.7 34.6 47.2 23.0 31.9 34.5 46.2 Old : 23.0 32.7 34.6 47.2 23.0 31.9 34.5 46.2 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 21, 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 : 290,723: 98,775 28,655 35,526 130,326 214,272 264,627 278,453: 26,096 12,270 Old : 290,723: 98,775 28,655 35,526 130,326 214,272 264,627 278,453: 26,096 12,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 22,237: 3,047 3,938 1,529 15,038 14,228 19,614 19,695: 2,623 2,542 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 9.9 12.2 44.8 73.7 91.0 95.8: 9.0 4.2 Old : 100.0: 34.0 9.9 12.2 44.8 73.7 91.0 95.8: 9.0 4.2 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 : 196: 78 17 51 71 85 169 140: Old : 196: 78 17 51 71 85 169 140: 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 : 17.9 20.7 26.0 34.4 11.5 13.3 18.2 21.4 Old : 17.9 20.7 26.0 34.4 11.5 13.3 18.2 21.4 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 21, 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 : 16,676: 7,746 0 93 4,802 12,315 12,641 12,408: 4,035 4,268 Old : 16,676: 7,746 0 93 4,802 12,315 12,641 12,408: 4,035 4,268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 1,287: 1,087 0 0 200 1,505 1,287 1,505: 0 -218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 0.0 0.6 28.8 73.8 75.8 74.4: 24.2 25.6 Old : 100.0: 46.4 0.0 0.6 28.8 73.8 75.8 74.4: 24.2 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 : 26: 6 0 2 8 19 14 21: Old : 26: 6 0 2 8 19 14 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 : 43.0 33.4 60.1 53.3 40.3 29.7 55.9 49.6 Old : 43.0 33.4 60.1 53.3 40.3 29.7 55.9 49.6 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 21, 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 : 10,198: 62 3,371 313 9,703 6,373 10,078 10,057: 120 141 Old : 10,198: 62 3,371 313 9,703 6,373 10,078 10,057: 120 141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 553: 0 304 13 554 275 567 592: -14 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 33.1 3.1 95.1 62.5 98.8 98.6: 1.2 1.4 Old : 100.0: 0.6 33.1 3.1 95.1 62.5 98.8 98.6: 1.2 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 : 43: 1 4 3 34 26 37 32: Old : 43: 1 4 3 34 26 37 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 : 35.9 44.7 58.1 66.4 34.2 40.3 51.4 58.0 Old : 35.9 44.7 58.1 66.4 34.2 40.3 51.4 58.0 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 21, 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 : 44,022: 2,018 0 0 41,746 43,939 43,764 43,939: 258 83 Old : 44,022: 2,018 0 0 41,746 43,939 43,764 43,939: 258 83 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 1,107: 500 -25 0 607 1,132 1,107 1,107: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.0 0.0 94.8 99.8 99.4 99.8: 0.6 0.2 Old : 100.0: 4.6 0.0 0.0 94.8 99.8 99.4 99.8: 0.6 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 : 52: 4 0 0 39 32 43 32: Old : 52: 4 0 0 39 32 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 : 50.4 47.2 63.9 66.2 44.2 42.0 55.5 57.7 Old : 50.4 47.2 63.9 66.2 44.2 42.0 55.5 57.7 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 21, 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 : 31,399: 590 0 0 30,659 31,399 31,249 31,399: 150 0 Old : 31,399: 590 0 0 30,659 31,399 31,249 31,399: 150 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 2,785: 0 0 0 2,785 2,785 2,785 2,785: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 0.0 97.6 100.0 99.5 100.0: 0.5 0.0 Old : 100.0: 1.9 0.0 0.0 97.6 100.0 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 : 30: 2 0 0 22 19 24 19: Old : 30: 2 0 0 22 19 24 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 : 73.3 82.6 84.7 93.7 49.0 56.5 58.3 62.7 Old : 73.3 82.6 84.7 93.7 49.0 56.5 58.3 62.7 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 21, 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 : 14,330: 450 6,360 150 13,550 7,770 14,150 14,280: 180 50 Old : 14,330: 450 6,360 150 13,550 7,770 14,150 14,280: 180 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 50 0 0 -50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 44.4 1.0 94.6 54.2 98.7 99.7: 1.3 0.3 Old : 100.0: 3.1 44.4 1.0 94.6 54.2 98.7 99.7: 1.3 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 : 36: 2 3 1 27 20 29 24: Old : 36: 2 3 1 27 20 29 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 : 52.1 60.5 69.5 79.6 42.6 56.6 53.7 68.1 Old : 52.1 60.5 69.5 79.6 42.6 56.6 53.7 68.1 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 21, 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 : 45,476: 2,538 6,449 5,958 36,875 32,926 45,371 45,333: 105 143 Old : 45,476: 2,538 6,449 5,958 36,875 32,926 45,371 45,333: 105 143 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 2,204: 0 497 549 1,655 1,145 2,204 2,191: 0 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 14.2 13.1 81.1 72.4 99.8 99.7: 0.2 0.3 Old : 100.0: 5.6 14.2 13.1 81.1 72.4 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 : 61: 6 4 7 45 44 56 52: Old : 61: 6 4 7 45 44 56 52: 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 45.7 56.6 66.2 20.2 25.3 27.7 34.0 Old : 38.3 45.7 56.6 66.2 20.2 25.3 27.7 34.0 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 21, 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 : 9,038: 196 4,686 21 8,522 4,310 8,739 9,017: 299 21 Old : 9,038: 196 4,686 21 8,522 4,310 8,739 9,017: 299 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 309: 0 0 0 309 309 309 309: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 51.8 0.2 94.3 47.7 96.7 99.8: 3.3 0.2 Old : 100.0: 2.2 51.8 0.2 94.3 47.7 96.7 99.8: 3.3 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 : 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 : 50.5 75.4 73.6 90.5 44.1 71.6 57.7 75.5 Old : 50.5 75.4 73.6 90.5 44.1 71.6 57.7 75.5 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 21, 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 : 12,264: 1,913 2,176 491 9,737 9,288 12,141 11,955: 123 309 Old : 12,264: 1,913 2,176 491 9,737 9,288 12,141 11,955: 123 309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 311: 84 159 -94 321 246 311 311: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 17.7 4.0 79.4 75.7 99.0 97.5: 1.0 2.5 Old : 100.0: 15.6 17.7 4.0 79.4 75.7 99.0 97.5: 1.0 2.5 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 : 43: 6 2 3 26 26 33 30: Old : 43: 6 2 3 26 26 33 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 : 39.0 46.7 58.0 64.9 30.9 42.8 42.5 51.8 Old : 39.0 46.7 58.0 64.9 30.9 42.8 42.5 51.8 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 21, 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 : 26,463: 10,245 1,877 295 15,006 23,784 25,546 25,956: 917 507 Old : 26,463: 10,245 1,877 295 15,006 23,784 25,546 25,956: 917 507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 107: 57 25 -25 75 107 107 107: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 7.1 1.1 56.7 89.9 96.5 98.1: 3.5 1.9 Old : 100.0: 38.7 7.1 1.1 56.7 89.9 96.5 98.1: 3.5 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 : 52: 7 5 4 27 32 35 40: Old : 52: 7 5 4 27 32 35 40: 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 : 59.8 39.1 72.5 59.1 57.0 37.1 67.6 52.5 Old : 59.8 39.1 72.5 59.1 57.0 37.1 67.6 52.5 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 21, 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 : 22,349: 2,710 286 3,775 15,648 18,263 22,133 22,324: 216 25 Old : 22,349: 2,710 286 3,775 15,648 18,263 22,133 22,324: 216 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 630: 600 0 0 30 630 630 630: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 1.3 16.9 70.0 81.7 99.0 99.9: 1.0 0.1 Old : 100.0: 12.1 1.3 16.9 70.0 81.7 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 : 55.1 63.5 79.3 84.9 21.3 21.4 25.9 26.7 Old : 55.1 63.5 79.3 84.9 21.3 21.4 25.9 26.7 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 21, 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 : 23,780: 1,660 1,600 267 19,608 19,505 21,535 21,372: 2,245 2,408 Old : 23,780: 1,660 1,600 267 19,608 19,505 21,535 21,372: 2,245 2,408 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 666: 332 50 -50 418 665 700 665: -34 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 6.7 1.1 82.5 82.0 90.6 89.9: 9.4 10.1 Old : 100.0: 7.0 6.7 1.1 82.5 82.0 90.6 89.9: 9.4 10.1 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 : 31: 2 3 3 17 24 21 28: Old : 31: 2 3 3 17 24 21 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 : 48.6 34.7 67.0 51.1 46.7 33.1 59.7 47.5 Old : 48.6 34.7 67.0 51.1 46.7 33.1 59.7 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012