IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC Commitments of Traders - Futures Only, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 EUA) : : : : All : 94,706: 130 1,977 3,051 91,525 89,678 94,706 94,706: 0 0 Old : 94,706: 130 1,977 3,051 91,525 89,678 94,706 94,706: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -347: -1,327 965 -970 1,950 -334 -347 -339: 0 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 2.1 3.2 96.6 94.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 2.1 3.2 96.6 94.7 100.0 100.0: 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 : 21: 3 4 3 10 13 16 17: Old : 21: 3 4 3 10 13 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 : 78.9 82.5 96.7 94.5 38.8 37.3 40.2 39.6 Old : 78.9 82.5 96.7 94.5 38.8 37.3 40.2 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, September 25, 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 : 47,137: 699 745 1,530 44,456 44,759 46,685 47,034: 452 103 Old : 47,137: 699 745 1,530 44,456 44,759 46,685 47,034: 452 103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 3,546: -201 -47 -36 3,760 3,577 3,523 3,494: 23 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 1.6 3.2 94.3 95.0 99.0 99.8: 1.0 0.2 Old : 100.0: 1.5 1.6 3.2 94.3 95.0 99.0 99.8: 1.0 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 : 56: 1 2 2 39 45 41 48: Old : 56: 1 2 2 39 45 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 : 38.8 40.2 61.1 57.6 19.3 17.6 29.8 27.6 Old : 38.8 40.2 61.1 57.6 19.3 17.6 29.8 27.6 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, September 25, 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 : 10,252: 0 0 0 10,005 10,186 10,005 10,186: 247 66 Old : 10,252: 0 0 0 10,005 10,186 10,005 10,186: 247 66 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 386: 0 0 0 370 399 370 399: 16 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.6 99.4 97.6 99.4: 2.4 0.6 Old : 100.0: 0.0 0.0 0.0 97.6 99.4 97.6 99.4: 2.4 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 24 29 24 29: Old : 39: 0 0 0 24 29 24 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 46.4 78.8 71.0 59.7 40.9 73.1 62.2 Old : 62.2 46.4 78.8 71.0 59.7 40.9 73.1 62.2 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, September 25, 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 : 15,574: 548 359 614 13,118 13,513 14,280 14,486: 1,294 1,088 Old : 15,574: 548 359 614 13,118 13,513 14,280 14,486: 1,294 1,088 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 682: -8 90 0 656 615 648 705: 34 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 2.3 3.9 84.2 86.8 91.7 93.0: 8.3 7.0 Old : 100.0: 3.5 2.3 3.9 84.2 86.8 91.7 93.0: 8.3 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 2 2 3 37 43 40 48: Old : 49: 2 2 3 37 43 40 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 : 30.1 28.2 49.0 45.5 13.2 16.1 20.4 23.1 Old : 30.1 28.2 49.0 45.5 13.2 16.1 20.4 23.1 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, September 25, 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 : 7,512: 449 80 476 5,872 6,144 6,797 6,700: 715 812 Old : 7,512: 449 80 476 5,872 6,144 6,797 6,700: 715 812 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 536: -91 50 79 510 371 498 500: 38 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 1.1 6.3 78.2 81.8 90.5 89.2: 9.5 10.8 Old : 100.0: 6.0 1.1 6.3 78.2 81.8 90.5 89.2: 9.5 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 4 3 6 44 48 51 55: Old : 58: 4 3 6 44 48 51 55: 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 : 26.6 24.9 42.9 36.5 17.8 18.2 24.2 24.4 Old : 26.6 24.9 42.9 36.5 17.8 18.2 24.2 24.4 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, September 25, 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 : 6,624: 0 50 5 6,119 6,028 6,124 6,083: 500 541 Old : 6,624: 0 50 5 6,119 6,028 6,124 6,083: 500 541 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 314: 0 0 0 219 290 219 290: 95 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.1 92.4 91.0 92.5 91.8: 7.5 8.2 Old : 100.0: 0.0 0.8 0.1 92.4 91.0 92.5 91.8: 7.5 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 1 20 23 21 24: Old : 24: 0 1 1 20 23 21 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 : 55.7 49.4 73.6 69.8 18.6 15.6 25.4 22.5 Old : 55.7 49.4 73.6 69.8 18.6 15.6 25.4 22.5 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, September 25, 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 : 7,312: 105 586 290 6,208 6,172 6,603 7,048: 709 264 Old : 7,312: 105 586 290 6,208 6,172 6,603 7,048: 709 264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 145: 0 -115 0 120 245 120 130: 25 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 8.0 4.0 84.9 84.4 90.3 96.4: 9.7 3.6 Old : 100.0: 1.4 8.0 4.0 84.9 84.4 90.3 96.4: 9.7 3.6 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 : 34: 1 4 1 23 27 25 31: Old : 34: 1 4 1 23 27 25 31: 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 : 37.4 36.6 56.0 56.3 13.2 13.2 20.8 21.9 Old : 37.4 36.6 56.0 56.3 13.2 13.2 20.8 21.9 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, September 25, 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 : 2,602: 90 43 40 2,179 1,846 2,309 1,929: 293 673 Old : 2,602: 90 43 40 2,179 1,846 2,309 1,929: 293 673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 176: 5 -10 10 186 89 201 89: -25 87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 1.7 1.5 83.7 70.9 88.7 74.1: 11.3 25.9 Old : 100.0: 3.5 1.7 1.5 83.7 70.9 88.7 74.1: 11.3 25.9 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 : 24: 2 2 3 19 14 23 17: Old : 24: 2 2 3 19 14 23 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 : 48.3 39.9 64.0 60.1 32.5 27.6 44.6 36.6 Old : 48.3 39.9 64.0 60.1 32.5 27.6 44.6 36.6 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, September 25, 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 : 2,656: 135 52 88 2,012 2,157 2,235 2,297: 421 359 Old : 2,656: 135 52 88 2,012 2,157 2,235 2,297: 421 359 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 126: -4 10 0 97 103 93 113: 33 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 2.0 3.3 75.8 81.2 84.1 86.5: 15.9 13.5 Old : 100.0: 5.1 2.0 3.3 75.8 81.2 84.1 86.5: 15.9 13.5 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 : 27: 2 1 2 22 21 25 23: Old : 27: 2 1 2 22 21 25 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 : 30.5 41.8 49.8 58.9 19.0 27.9 29.3 37.0 Old : 30.5 41.8 49.8 58.9 19.0 27.9 29.3 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Commitments of Traders - Futures Only, September 25, 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 : 2,020: 0 0 0 1,976 1,965 1,976 1,965: 44 55 Old : 2,020: 0 0 0 1,976 1,965 1,976 1,965: 44 55 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.8 97.3 97.8 97.3: 2.2 2.7 Old : 100.0: 0.0 0.0 0.0 97.8 97.3 97.8 97.3: 2.2 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 14 10 14 10: Old : 20: 0 0 0 14 10 14 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 : 67.3 71.2 85.0 93.4 67.3 63.5 82.8 84.5 Old : 67.3 71.2 85.0 93.4 67.3 63.5 82.8 84.5 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, September 25, 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 : 8,828: 0 0 0 8,759 8,798 8,759 8,798: 69 30 Old : 8,828: 0 0 0 8,759 8,798 8,759 8,798: 69 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 290: 0 0 0 290 290 290 290: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.2 99.7 99.2 99.7: 0.8 0.3 Old : 100.0: 0.0 0.0 0.0 99.2 99.7 99.2 99.7: 0.8 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 : 30: 0 0 0 20 20 20 20: Old : 30: 0 0 0 20 20 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 : 59.0 60.4 83.3 85.8 52.7 55.6 65.9 66.3 Old : 59.0 60.4 83.3 85.8 52.7 55.6 65.9 66.3 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, September 25, 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 : 9,429: 0 304 150 8,861 8,943 9,011 9,397: 418 32 Old : 9,429: 0 304 150 8,861 8,943 9,011 9,397: 418 32 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,025: 0 0 0 1,025 1,025 1,025 1,025: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 1.6 94.0 94.8 95.6 99.7: 4.4 0.3 Old : 100.0: 0.0 3.2 1.6 94.0 94.8 95.6 99.7: 4.4 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 : 23: 0 1 1 17 19 18 21: Old : 23: 0 1 1 17 19 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 55.5 80.5 73.9 47.8 45.3 57.5 58.0 Old : 60.0 55.5 80.5 73.9 47.8 45.3 57.5 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders - Futures Only, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 25,890: 0 1,409 214 25,596 24,267 25,810 25,890: 80 0 Old : 25,890: 0 1,409 214 25,596 24,267 25,810 25,890: 80 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,882: 0 15 -15 1,897 1,882 1,882 1,882: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 0.8 98.9 93.7 99.7 100.0: 0.3 0.0 Old : 100.0: 0.0 5.4 0.8 98.9 93.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 1 1 28 26 29 27: Old : 35: 0 1 1 28 26 29 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 : 48.2 41.7 69.2 70.3 44.2 32.0 60.3 54.2 Old : 48.2 41.7 69.2 70.3 44.2 32.0 60.3 54.2 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, September 25, 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 : 328,512: 49,981 34,416 52,942 182,243 217,588 285,166 304,946: 43,346 23,566 Old : 328,512: 49,981 34,416 52,942 182,243 217,588 285,166 304,946: 43,346 23,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,013: -2,752 -3,340 7,725 -2,559 -5,044 2,414 -659: -1,401 1,672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 10.5 16.1 55.5 66.2 86.8 92.8: 13.2 7.2 Old : 100.0: 15.2 10.5 16.1 55.5 66.2 86.8 92.8: 13.2 7.2 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 : 161: 46 25 44 69 74 141 124: Old : 161: 46 25 44 69 74 141 124: 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 : 14.8 21.7 22.7 32.9 7.9 9.2 13.8 15.1 Old : 14.8 21.7 22.7 32.9 7.9 9.2 13.8 15.1 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, September 25, 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 : 13,617: 48 7,401 379 13,138 5,693 13,565 13,473: 52 144 Old : 13,617: 48 7,401 379 13,138 5,693 13,565 13,473: 52 144 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,002: 0 845 0 996 127 996 972: 6 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 54.4 2.8 96.5 41.8 99.6 98.9: 0.4 1.1 Old : 100.0: 0.4 54.4 2.8 96.5 41.8 99.6 98.9: 0.4 1.1 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 : 55: 1 7 4 34 32 38 43: Old : 55: 1 7 4 34 32 38 43: 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 : 45.0 59.3 63.5 69.5 41.9 58.3 58.0 68.1 Old : 45.0 59.3 63.5 69.5 41.9 58.3 58.0 68.1 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, September 25, 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 : 16,775: 505 1,500 75 16,195 15,170 16,775 16,745: 0 30 Old : 16,775: 505 1,500 75 16,195 15,170 16,775 16,745: 0 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -305: 0 -110 -180 -125 -15 -305 -305: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 8.9 0.4 96.5 90.4 100.0 99.8: 0.0 0.2 Old : 100.0: 3.0 8.9 0.4 96.5 90.4 100.0 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 : 37: 2 1 1 22 27 25 29: Old : 37: 2 1 1 22 27 25 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 45.4 79.3 68.9 43.9 32.9 53.2 44.8 Old : 59.3 45.4 79.3 68.9 43.9 32.9 53.2 44.8 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, September 25, 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 : 11,330: 275 630 1,400 9,655 9,300 11,330 11,330: 0 0 Old : 11,330: 275 630 1,400 9,655 9,300 11,330 11,330: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,050: -1,050 0 1,050 1,050 0 1,050 1,050: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 5.6 12.4 85.2 82.1 100.0 100.0: 0.0 0.0 Old : 100.0: 2.4 5.6 12.4 85.2 82.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 72.9 73.2 91.7 92.1 51.7 56.1 62.8 63.9 Old : 72.9 73.2 91.7 92.1 51.7 56.1 62.8 63.9 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, September 25, 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 : 18,695: 525 150 0 17,415 18,036 17,940 18,186: 755 509 Old : 18,695: 525 150 0 17,415 18,036 17,940 18,186: 755 509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,051: 0 0 0 1,432 700 1,432 700: -381 351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.8 0.0 93.2 96.5 96.0 97.3: 4.0 2.7 Old : 100.0: 2.8 0.8 0.0 93.2 96.5 96.0 97.3: 4.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 0 24 20 26 21: Old : 30: 2 1 0 24 20 26 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 : 51.4 61.2 67.5 82.2 43.9 49.8 55.5 65.9 Old : 51.4 61.2 67.5 82.2 43.9 49.8 55.5 65.9 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, September 25, 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 : 1,067,076: 232,956 326,499 371,941 390,149 330,029 995,046 1,028,469: 72,030 38,607 Old : 1,067,076: 232,956 326,499 371,941 390,149 330,029 995,046 1,028,469: 72,030 38,607 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -55,914: -6,308 -2,458 -38,548 -7,480 -12,353 -52,336 -53,359: -3,578 -2,555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 30.6 34.9 36.6 30.9 93.2 96.4: 6.8 3.6 Old : 100.0: 21.8 30.6 34.9 36.6 30.9 93.2 96.4: 6.8 3.6 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 : 301: 116 95 130 73 64 265 225: Old : 301: 116 95 130 73 64 265 225: 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 : 16.8 22.9 29.1 36.9 11.7 16.6 19.7 24.3 Old : 16.8 22.9 29.1 36.9 11.7 16.6 19.7 24.3 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, September 25, 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 : 22,328: 365 1,860 694 18,805 14,606 19,864 17,160: 2,464 5,168 Old : 22,328: 365 1,860 694 18,805 14,606 19,864 17,160: 2,464 5,168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 0: 124 0 -124 0 124 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 8.3 3.1 84.2 65.4 89.0 76.9: 11.0 23.1 Old : 100.0: 1.6 8.3 3.1 84.2 65.4 89.0 76.9: 11.0 23.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 1 11 14 12 17: Old : 23: 1 2 1 11 14 12 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 47.4 85.5 62.0 67.8 44.5 78.7 58.5 Old : 69.7 47.4 85.5 62.0 67.8 44.5 78.7 58.5 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, September 25, 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 : 109,903: 18,958 41,711 30,618 57,466 35,625 107,042 107,954: 2,861 1,949 Old : 109,903: 18,958 41,711 30,618 57,466 35,625 107,042 107,954: 2,861 1,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 4,565: -198 386 2,660 1,875 684 4,337 3,730: 228 835 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 38.0 27.9 52.3 32.4 97.4 98.2: 2.6 1.8 Old : 100.0: 17.2 38.0 27.9 52.3 32.4 97.4 98.2: 2.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 9 10 13 23 21 40 36: Old : 43: 9 10 13 23 21 40 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 : 39.2 54.1 57.2 74.0 27.7 36.4 34.9 41.2 Old : 39.2 54.1 57.2 74.0 27.7 36.4 34.9 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Commitments of Traders - Futures Only, September 25, 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 : 25,817: 8,617 8,034 5,173 7,821 7,777 21,611 20,984: 4,206 4,833 Old : 25,817: 8,617 8,034 5,173 7,821 7,777 21,611 20,984: 4,206 4,833 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 31.1 20.0 30.3 30.1 83.7 81.3: 16.3 18.7 Old : 100.0: 33.4 31.1 20.0 30.3 30.1 83.7 81.3: 16.3 18.7 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: 9 6 7 4 5 18 13: Old : 20: 9 6 7 4 5 18 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 : 44.9 53.4 65.7 73.0 27.8 33.4 39.1 40.8 Old : 44.9 53.4 65.7 73.0 27.8 33.4 39.1 40.8 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, September 25, 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 : 53,480: 0 231 2,316 47,114 43,399 49,430 45,946: 4,050 7,534 Old : 53,480: 0 231 2,316 47,114 43,399 49,430 45,946: 4,050 7,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 432: 0 72 -56 388 372 332 388: 100 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 4.3 88.1 81.1 92.4 85.9: 7.6 14.1 Old : 100.0: 0.0 0.4 4.3 88.1 81.1 92.4 85.9: 7.6 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 : 22: 0 1 1 17 17 18 18: Old : 22: 0 1 1 17 17 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 : 46.9 46.8 68.6 67.3 39.5 39.7 56.4 53.6 Old : 46.9 46.8 68.6 67.3 39.5 39.7 56.4 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, September 25, 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 : 2,587,107: 503,928 123,737 689,923 1,365,196 1,754,578 2,559,047 2,568,238: 28,060 18,869 Old : 2,587,107: 503,928 123,737 689,923 1,365,196 1,754,578 2,559,047 2,568,238: 28,060 18,869 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 17,895: -20,030 375 9,601 26,952 7,526 16,523 17,502: 1,372 393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 4.8 26.7 52.8 67.8 98.9 99.3: 1.1 0.7 Old : 100.0: 19.5 4.8 26.7 52.8 67.8 98.9 99.3: 1.1 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 : 161: 33 19 42 100 89 149 136: Old : 161: 33 19 42 100 89 149 136: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.6 26.1 39.3 41.7 14.1 16.1 21.7 24.4 Old : 24.6 26.1 39.3 41.7 14.1 16.1 21.7 24.4 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, September 25, 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 : 1,235,944: 162,270 148,595 313,621 756,794 771,401 1,232,685 1,233,617: 3,259 2,327 Old : 1,235,944: 162,270 148,595 313,621 756,794 771,401 1,232,685 1,233,617: 3,259 2,327 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 49,993: 54,341 42,111 -22,664 18,156 31,071 49,833 50,518: 160 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 12.0 25.4 61.2 62.4 99.7 99.8: 0.3 0.2 Old : 100.0: 13.1 12.0 25.4 61.2 62.4 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 : 101: 31 22 36 44 40 94 79: Old : 101: 31 22 36 44 40 94 79: 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 : 33.8 38.5 52.8 59.5 12.3 19.2 19.5 28.0 Old : 33.8 38.5 52.8 59.5 12.3 19.2 19.5 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Commitments of Traders - Futures Only, September 25, 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 : 17,293: 6,122 8,013 3,646 7,165 4,600 16,933 16,259: 360 1,034 Old : 17,293: 6,122 8,013 3,646 7,165 4,600 16,933 16,259: 360 1,034 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,526: 655 495 92 804 424 1,551 1,011: -25 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 46.3 21.1 41.4 26.6 97.9 94.0: 2.1 6.0 Old : 100.0: 35.4 46.3 21.1 41.4 26.6 97.9 94.0: 2.1 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 : 33: 7 17 19 8 8 28 31: Old : 33: 7 17 19 8 8 28 31: 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 : 49.9 36.0 68.7 54.7 43.3 30.2 58.9 41.7 Old : 49.9 36.0 68.7 54.7 43.3 30.2 58.9 41.7 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, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 9,185: 3,470 4,580 1,650 3,675 2,295 8,795 8,525: 390 660 Old : 9,185: 3,470 4,580 1,650 3,675 2,295 8,795 8,525: 390 660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 755: 135 370 45 505 120 685 535: 70 220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 49.9 18.0 40.0 25.0 95.8 92.8: 4.2 7.2 Old : 100.0: 37.8 49.9 18.0 40.0 25.0 95.8 92.8: 4.2 7.2 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: 6 11 15 8 6 24 22: Old : 25: 6 11 15 8 6 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 52.8 79.5 70.5 50.1 41.0 58.5 50.8 Old : 66.6 52.8 79.5 70.5 50.1 41.0 58.5 50.8 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, September 25, 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 : 20,327: 1,840 2,010 445 17,920 17,633 20,205 20,088: 122 239 Old : 20,327: 1,840 2,010 445 17,920 17,633 20,205 20,088: 122 239 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 40: 60 -135 -31 28 244 57 78: -17 -38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 9.9 2.2 88.2 86.7 99.4 98.8: 0.6 1.2 Old : 100.0: 9.1 9.9 2.2 88.2 86.7 99.4 98.8: 0.6 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 7 6 8 34 43 47 52: Old : 64: 7 6 8 34 43 47 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 : 41.1 37.2 61.6 55.9 34.4 31.3 49.7 43.8 Old : 41.1 37.2 61.6 55.9 34.4 31.3 49.7 43.8 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, September 25, 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 : 3,286: 208 0 150 2,242 2,580 2,600 2,730: 686 556 Old : 3,286: 208 0 150 2,242 2,580 2,600 2,730: 686 556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 147: 15 0 64 46 20 125 84: 22 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 0.0 4.6 68.2 78.5 79.1 83.1: 20.9 16.9 Old : 100.0: 6.3 0.0 4.6 68.2 78.5 79.1 83.1: 20.9 16.9 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 : 23: 1 0 1 18 20 19 21: Old : 23: 1 0 1 18 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 : 36.0 42.9 53.4 60.0 20.1 27.5 28.1 35.1 Old : 36.0 42.9 53.4 60.0 20.1 27.5 28.1 35.1 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, September 25, 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 : 1,846: 29 586 26 1,231 829 1,286 1,441: 560 405 Old : 1,846: 29 586 26 1,231 829 1,286 1,441: 560 405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 96: 29 58 1 -22 30 8 89: 88 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 31.7 1.4 66.7 44.9 69.7 78.1: 30.3 21.9 Old : 100.0: 1.6 31.7 1.4 66.7 44.9 69.7 78.1: 30.3 21.9 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 : 27: 1 2 2 21 18 23 21: Old : 27: 1 2 2 21 18 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 46.0 47.1 59.2 28.4 45.8 40.0 53.6 Old : 32.2 46.0 47.1 59.2 28.4 45.8 40.0 53.6 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, September 25, 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 : 61,426: 4,899 672 5,354 49,596 54,321 59,849 60,347: 1,577 1,079 Old : 61,426: 4,899 672 5,354 49,596 54,321 59,849 60,347: 1,577 1,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -682: -720 200 120 -82 -1,022 -682 -702: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 1.1 8.7 80.7 88.4 97.4 98.2: 2.6 1.8 Old : 100.0: 8.0 1.1 8.7 80.7 88.4 97.4 98.2: 2.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 5 1 3 32 30 38 33: Old : 39: 5 1 3 32 30 38 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 50.8 67.7 76.0 30.8 42.6 41.2 52.1 Old : 43.8 50.8 67.7 76.0 30.8 42.6 41.2 52.1 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, September 25, 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 : 16,211: 1,034 0 2,176 11,879 13,591 15,089 15,767: 1,122 444 Old : 16,211: 1,034 0 2,176 11,879 13,591 15,089 15,767: 1,122 444 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -30: -40 0 0 10 -30 -30 -30: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.0 13.4 73.3 83.8 93.1 97.3: 6.9 2.7 Old : 100.0: 6.4 0.0 13.4 73.3 83.8 93.1 97.3: 6.9 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 0 3 20 19 23 22: Old : 27: 3 0 3 20 19 23 22: 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 : 49.2 46.7 75.8 70.2 39.8 41.5 54.5 54.9 Old : 49.2 46.7 75.8 70.2 39.8 41.5 54.5 54.9 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, September 25, 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 : 8,405: 0 1,158 138 6,754 5,862 6,892 7,158: 1,513 1,247 Old : 8,405: 0 1,158 138 6,754 5,862 6,892 7,158: 1,513 1,247 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 308: 0 -120 120 516 460 636 460: -328 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 13.8 1.6 80.4 69.7 82.0 85.2: 18.0 14.8 Old : 100.0: 0.0 13.8 1.6 80.4 69.7 82.0 85.2: 18.0 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 1 18 16 19 18: Old : 22: 0 2 1 18 16 19 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 : 38.0 44.2 57.3 66.4 27.4 30.6 40.3 42.6 Old : 38.0 44.2 57.3 66.4 27.4 30.6 40.3 42.6 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, September 25, 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 : 12,695: 3,492 440 310 8,048 11,572 11,850 12,322: 845 373 Old : 12,695: 3,492 440 310 8,048 11,572 11,850 12,322: 845 373 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 84: 0 0 0 60 60 60 60: 24 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 3.5 2.4 63.4 91.2 93.3 97.1: 6.7 2.9 Old : 100.0: 27.5 3.5 2.4 63.4 91.2 93.3 97.1: 6.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 2 17 21 20 23: Old : 26: 2 1 2 17 21 20 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 39.6 72.1 60.6 47.8 35.4 58.8 49.3 Old : 50.9 39.6 72.1 60.6 47.8 35.4 58.8 49.3 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, September 25, 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 : 21,913: 406 1,680 658 18,368 18,453 19,432 20,791: 2,481 1,122 Old : 21,913: 406 1,680 658 18,368 18,453 19,432 20,791: 2,481 1,122 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 180: 0 0 0 180 160 180 160: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 7.7 3.0 83.8 84.2 88.7 94.9: 11.3 5.1 Old : 100.0: 1.9 7.7 3.0 83.8 84.2 88.7 94.9: 11.3 5.1 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 : 30: 2 1 3 25 24 28 27: Old : 30: 2 1 3 25 24 28 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 : 33.5 39.1 51.7 64.0 25.0 32.3 36.9 48.3 Old : 33.5 39.1 51.7 64.0 25.0 32.3 36.9 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, September 25, 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 : 8,929: 1,244 0 186 5,894 7,371 7,324 7,557: 1,605 1,372 Old : 8,929: 1,244 0 186 5,894 7,371 7,324 7,557: 1,605 1,372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 80: 0 0 0 80 80 80 80: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 0.0 2.1 66.0 82.6 82.0 84.6: 18.0 15.4 Old : 100.0: 13.9 0.0 2.1 66.0 82.6 82.0 84.6: 18.0 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 1 18 17 19 18: Old : 23: 1 0 1 18 17 19 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 : 35.4 37.3 54.1 56.4 27.4 30.8 40.7 47.7 Old : 35.4 37.3 54.1 56.4 27.4 30.8 40.7 47.7 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, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,637: 2,688 2,152 260 7,015 8,225 9,963 10,637: 1,674 1,000 Old : 11,637: 2,688 2,152 260 7,015 8,225 9,963 10,637: 1,674 1,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 100: -10 -30 10 -212 120 -212 100: 312 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 18.5 2.2 60.3 70.7 85.6 91.4: 14.4 8.6 Old : 100.0: 23.1 18.5 2.2 60.3 70.7 85.6 91.4: 14.4 8.6 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 : 50.4 47.1 69.4 68.5 44.0 33.5 45.9 47.4 Old : 50.4 47.1 69.4 68.5 44.0 33.5 45.9 47.4 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, September 25, 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 : 12,330: 218 2,558 840 9,508 8,546 10,566 11,944: 1,764 386 Old : 12,330: 218 2,558 840 9,508 8,546 10,566 11,944: 1,764 386 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 58: 0 38 0 54 0 54 38: 4 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 20.7 6.8 77.1 69.3 85.7 96.9: 14.3 3.1 Old : 100.0: 1.8 20.7 6.8 77.1 69.3 85.7 96.9: 14.3 3.1 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 : 22: 1 2 2 17 15 19 18: Old : 22: 1 2 2 17 15 19 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 : 45.9 52.6 68.6 76.9 40.3 44.5 52.7 64.0 Old : 45.9 52.6 68.6 76.9 40.3 44.5 52.7 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, September 25, 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 : 58,537: 0 0 0 58,199 58,537 58,199 58,537: 338 0 Old : 58,537: 0 0 0 58,199 58,537 58,199 58,537: 338 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 5,173: 0 0 0 5,173 5,173 5,173 5,173: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0 Old : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 20 16 20 16: Old : 28: 0 0 0 20 16 20 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 : 72.6 77.0 87.2 94.5 72.6 71.1 85.0 87.4 Old : 72.6 77.0 87.2 94.5 72.6 71.1 85.0 87.4 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, September 25, 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 : 947,713: 0 0 0 947,713 947,713 947,713 947,713: 0 0 Old : 947,713: 0 0 0 947,713 947,713 947,713 947,713: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 50,816: 0 0 0 50,816 50,816 50,816 50,816: 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 17 20 17 20: Old : 27: 0 0 0 17 20 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 : 70.5 79.9 89.4 93.1 69.4 73.0 85.2 86.2 Old : 70.5 79.9 89.4 93.1 69.4 73.0 85.2 86.2 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, September 25, 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 : 85,368: 0 0 0 85,113 85,178 85,113 85,178: 255 190 Old : 85,368: 0 0 0 85,113 85,178 85,113 85,178: 255 190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 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 16 28 16 28: Old : 36: 0 0 0 16 28 16 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 : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6 Old : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6 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, September 25, 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 : 1,173,458: 0 0 0 1,173,458 1,173,458 1,173,458 1,173,458: 0 0 Old : 1,173,458: 0 0 0 1,173,458 1,173,458 1,173,458 1,173,458: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 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 : 33: 0 0 0 17 23 17 23: Old : 33: 0 0 0 17 23 17 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 : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 63.5 Old : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 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, September 25, 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 : 62,984: 3,945 0 6,990 51,794 55,994 62,729 62,984: 255 0 Old : 62,984: 3,945 0 6,990 51,794 55,994 62,729 62,984: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 0.0 11.1 82.2 88.9 99.6 100.0: 0.4 0.0 Old : 100.0: 6.3 0.0 11.1 82.2 88.9 99.6 100.0: 0.4 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 : 34: 3 0 2 27 21 30 23: Old : 34: 3 0 2 27 21 30 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 : 35.9 44.9 56.0 70.9 29.0 38.2 43.1 54.5 Old : 35.9 44.9 56.0 70.9 29.0 38.2 43.1 54.5 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, September 25, 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 : 1,227,966: 38,805 107,530 15,387 1,173,774 1,105,049 1,227,966 1,227,966: 0 0 Old : 1,227,966: 38,805 107,530 15,387 1,173,774 1,105,049 1,227,966 1,227,966: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 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 8.8 1.3 95.6 90.0 100.0 100.0: 0.0 0.0 Old : 100.0: 3.2 8.8 1.3 95.6 90.0 100.0 100.0: 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 : 39: 4 2 1 28 26 32 29: Old : 39: 4 2 1 28 26 32 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 41.2 59.0 68.7 36.7 39.6 51.3 57.6 Old : 40.2 41.2 59.0 68.7 36.7 39.6 51.3 57.6 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, September 25, 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 : 48,604: 0 3,612 0 48,521 44,482 48,521 48,094: 83 510 Old : 48,604: 0 3,612 0 48,521 44,482 48,521 48,094: 83 510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 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 7.4 0.0 99.8 91.5 99.8 99.0: 0.2 1.0 Old : 100.0: 0.0 7.4 0.0 99.8 91.5 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 : 27: 0 2 0 19 14 19 16: Old : 27: 0 2 0 19 14 19 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 : 60.5 72.8 82.0 88.1 58.3 61.9 72.2 75.9 Old : 60.5 72.8 82.0 88.1 58.3 61.9 72.2 75.9 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, September 25, 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 : 39,988: 830 5,515 0 38,629 34,473 39,459 39,988: 529 0 Old : 39,988: 830 5,515 0 38,629 34,473 39,459 39,988: 529 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 510: 0 0 0 510 510 510 510: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 13.8 0.0 96.6 86.2 98.7 100.0: 1.3 0.0 Old : 100.0: 2.1 13.8 0.0 96.6 86.2 98.7 100.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 1 0 16 20 17 21: Old : 31: 1 1 0 16 20 17 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 : 64.7 60.9 87.1 80.1 47.4 41.8 58.7 55.2 Old : 64.7 60.9 87.1 80.1 47.4 41.8 58.7 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Commitments of Traders - Futures Only, September 25, 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 : 27,131: 8,643 0 1,805 16,683 25,326 27,131 27,131: 0 0 Old : 27,131: 8,643 0 1,805 16,683 25,326 27,131 27,131: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 215: 0 0 0 215 470 215 470: 0 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 0.0 6.7 61.5 93.3 100.0 100.0: 0.0 0.0 Old : 100.0: 31.9 0.0 6.7 61.5 93.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 2 11 16 13 18: Old : 22: 2 0 2 11 16 13 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 : 66.7 60.9 92.3 82.2 50.5 50.5 62.4 61.6 Old : 66.7 60.9 92.3 82.2 50.5 50.5 62.4 61.6 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, September 25, 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 : 15,072: 249 1,740 19 13,933 13,147 14,201 14,906: 871 166 Old : 15,072: 249 1,740 19 13,933 13,147 14,201 14,906: 871 166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 11.5 0.1 92.4 87.2 94.2 98.9: 5.8 1.1 Old : 100.0: 1.7 11.5 0.1 92.4 87.2 94.2 98.9: 5.8 1.1 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 : 24: 1 1 1 16 14 18 15: Old : 24: 1 1 1 16 14 18 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 : 49.9 64.1 76.8 90.4 46.5 56.6 68.4 75.8 Old : 49.9 64.1 76.8 90.4 46.5 56.6 68.4 75.8 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, September 25, 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 : 791,220: 0 46,785 23,400 767,820 721,035 791,220 791,220: 0 0 Old : 791,220: 0 46,785 23,400 767,820 721,035 791,220 791,220: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 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 5.9 3.0 97.0 91.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 5.9 3.0 97.0 91.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 1 20 13 21 15: Old : 26: 0 2 1 20 13 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 : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4 Old : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4 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, September 25, 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 : 951,105: 16,010 122,810 4,160 930,935 824,135 951,105 951,105: 0 0 Old : 951,105: 16,010 122,810 4,160 930,935 824,135 951,105 951,105: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 5,925: 0 0 0 5,925 5,925 5,925 5,925: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 12.9 0.4 97.9 86.7 100.0 100.0: 0.0 0.0 Old : 100.0: 1.7 12.9 0.4 97.9 86.7 100.0 100.0: 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 : 27: 1 1 1 16 17 18 18: Old : 27: 1 1 1 16 17 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 : 63.1 74.1 87.1 88.6 47.4 54.8 66.6 67.5 Old : 63.1 74.1 87.1 88.6 47.4 54.8 66.6 67.5 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, September 25, 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 : 503,773: 95,741 0 87,571 320,461 416,202 503,773 503,773: 0 0 Old : 503,773: 95,741 0 87,571 320,461 416,202 503,773 503,773: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 0.0 17.4 63.6 82.6 100.0 100.0: 0.0 0.0 Old : 100.0: 19.0 0.0 17.4 63.6 82.6 100.0 100.0: 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 : 22: 2 0 2 16 13 18 15: Old : 22: 2 0 2 16 13 18 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 : 60.9 61.6 81.2 89.0 35.5 43.3 48.6 55.8 Old : 60.9 61.6 81.2 89.0 35.5 43.3 48.6 55.8 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, September 25, 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 : 32,651: 2,175 0 0 30,028 32,287 32,203 32,287: 448 364 Old : 32,651: 2,175 0 0 30,028 32,287 32,203 32,287: 448 364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 855: 0 0 0 848 778 848 778: 7 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 0.0 92.0 98.9 98.6 98.9: 1.4 1.1 Old : 100.0: 6.7 0.0 0.0 92.0 98.9 98.6 98.9: 1.4 1.1 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 : 44: 2 0 0 36 38 38 38: Old : 44: 2 0 0 36 38 38 38: 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 : 45.7 53.3 61.7 71.2 41.6 49.4 52.5 61.2 Old : 45.7 53.3 61.7 71.2 41.6 49.4 52.5 61.2 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, September 25, 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 : 5,185: 660 0 0 4,217 4,949 4,877 4,949: 308 236 Old : 5,185: 660 0 0 4,217 4,949 4,877 4,949: 308 236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 120: 0 0 0 75 120 75 120: 45 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 0.0 0.0 81.3 95.4 94.1 95.4: 5.9 4.6 Old : 100.0: 12.7 0.0 0.0 81.3 95.4 94.1 95.4: 5.9 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 : 21: 1 0 0 13 14 14 14: Old : 21: 1 0 0 13 14 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 62.7 87.8 82.3 72.1 62.7 82.3 80.5 Old : 73.2 62.7 87.8 82.3 72.1 62.7 82.3 80.5 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, September 25, 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 : 10,064: 208 675 46 9,505 8,838 9,759 9,559: 305 505 Old : 10,064: 208 675 46 9,505 8,838 9,759 9,559: 305 505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 195: 0 -480 0 195 675 195 195: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 6.7 0.5 94.4 87.8 97.0 95.0: 3.0 5.0 Old : 100.0: 2.1 6.7 0.5 94.4 87.8 97.0 95.0: 3.0 5.0 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 : 32: 2 2 1 25 22 27 25: Old : 32: 2 2 1 25 22 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 55.8 70.8 73.2 53.0 52.9 68.3 68.2 Old : 55.0 55.8 70.8 73.2 53.0 52.9 68.3 68.2 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, September 25, 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 : 11,827: 995 0 0 10,744 11,760 11,739 11,760: 88 67 Old : 11,827: 995 0 0 10,744 11,760 11,739 11,760: 88 67 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 181: 0 0 0 421 241 421 241: -240 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 0.0 0.0 90.8 99.4 99.3 99.4: 0.7 0.6 Old : 100.0: 8.4 0.0 0.0 90.8 99.4 99.3 99.4: 0.7 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 : 32: 1 0 0 22 23 23 23: Old : 32: 1 0 0 22 23 23 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 : 57.8 48.3 82.0 71.4 55.5 47.9 75.3 65.1 Old : 57.8 48.3 82.0 71.4 55.5 47.9 75.3 65.1 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, September 25, 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 : 5,332: 138 25 0 4,847 5,174 4,985 5,199: 347 133 Old : 5,332: 138 25 0 4,847 5,174 4,985 5,199: 347 133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 118: 6 0 0 97 112 103 112: 15 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.5 0.0 90.9 97.0 93.5 97.5: 6.5 2.5 Old : 100.0: 2.6 0.5 0.0 90.9 97.0 93.5 97.5: 6.5 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 : 24: 1 1 0 17 17 18 18: Old : 24: 1 1 0 17 17 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 : 77.6 58.6 87.9 82.3 77.1 57.2 84.0 78.4 Old : 77.6 58.6 87.9 82.3 77.1 57.2 84.0 78.4 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, September 25, 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 : 1,555,863: 374,662 143,365 440,454 663,843 908,574 1,478,959 1,492,393: 76,904 63,470 Old : 1,555,863: 374,662 143,365 440,454 663,843 908,574 1,478,959 1,492,393: 76,904 63,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -51,677: -21,525 14,329 -21,444 -8,672 -42,554 -51,641 -49,669: -36 -2,008 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 9.2 28.3 42.7 58.4 95.1 95.9: 4.9 4.1 Old : 100.0: 24.1 9.2 28.3 42.7 58.4 95.1 95.9: 4.9 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 340: 121 91 152 89 101 284 288: Old : 340: 121 91 152 89 101 284 288: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.7 14.3 29.5 26.1 12.3 11.3 17.7 18.4 Old : 18.7 14.3 29.5 26.1 12.3 11.3 17.7 18.4 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, September 25, 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 : 186,966: 63,437 17,458 1,816 80,182 117,003 145,435 136,277: 41,531 50,689 Old : 186,966: 63,437 17,458 1,816 80,182 117,003 145,435 136,277: 41,531 50,689 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 208: 400 -60 -33 142 -774 509 -867: -301 1,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 9.3 1.0 42.9 62.6 77.8 72.9: 22.2 27.1 Old : 100.0: 33.9 9.3 1.0 42.9 62.6 77.8 72.9: 22.2 27.1 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 : 33: 6 5 6 17 20 25 29: Old : 33: 6 5 6 17 20 25 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 36.4 59.6 50.2 43.1 36.0 56.5 46.4 Old : 43.4 36.4 59.6 50.2 43.1 36.0 56.5 46.4 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, September 25, 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 : 29,315: 2,398 130 945 25,872 28,140 29,215 29,215: 100 100 Old : 29,315: 2,398 130 945 25,872 28,140 29,215 29,215: 100 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 5,977: 572 -315 0 5,355 6,242 5,927 5,927: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 0.4 3.2 88.3 96.0 99.7 99.7: 0.3 0.3 Old : 100.0: 8.2 0.4 3.2 88.3 96.0 99.7 99.7: 0.3 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 : 39: 3 1 3 24 26 30 29: Old : 39: 3 1 3 24 26 30 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 51.8 80.3 76.0 58.1 49.3 63.3 62.4 Old : 67.4 51.8 80.3 76.0 58.1 49.3 63.3 62.4 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, September 25, 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 : 89,844: 6,066 9,947 5,278 74,962 69,815 86,306 85,040: 3,538 4,804 Old : 89,844: 6,066 9,947 5,278 74,962 69,815 86,306 85,040: 3,538 4,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -1,079: -422 233 796 -1,795 -2,380 -1,421 -1,351: 342 272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 11.1 5.9 83.4 77.7 96.1 94.7: 3.9 5.3 Old : 100.0: 6.8 11.1 5.9 83.4 77.7 96.1 94.7: 3.9 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 6 8 22 19 32 28: Old : 33: 3 6 8 22 19 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 : 48.2 42.8 70.0 64.4 26.2 22.8 32.6 30.1 Old : 48.2 42.8 70.0 64.4 26.2 22.8 32.6 30.1 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, September 25, 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 : 42,703: 3,447 1,748 4,350 32,411 34,198 40,208 40,296: 2,495 2,407 Old : 42,703: 3,447 1,748 4,350 32,411 34,198 40,208 40,296: 2,495 2,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 480: -610 0 516 574 24 480 540: 0 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 4.1 10.2 75.9 80.1 94.2 94.4: 5.8 5.6 Old : 100.0: 8.1 4.1 10.2 75.9 80.1 94.2 94.4: 5.8 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 2 5 14 15 20 21: Old : 23: 3 2 5 14 15 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 44.2 65.5 69.0 21.1 22.7 27.6 29.6 Old : 43.3 44.2 65.5 69.0 21.1 22.7 27.6 29.6 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, September 25, 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 : 66,471: 591 4,443 474 41,361 33,182 42,426 38,099: 24,045 28,372 Old : 66,471: 591 4,443 474 41,361 33,182 42,426 38,099: 24,045 28,372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 849: 0 475 0 1,176 2,427 1,176 2,902: -327 -2,053 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 6.7 0.7 62.2 49.9 63.8 57.3: 36.2 42.7 Old : 100.0: 0.9 6.7 0.7 62.2 49.9 63.8 57.3: 36.2 42.7 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 : 23: 1 4 2 16 16 19 20: Old : 23: 1 4 2 16 16 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 29.7 49.5 43.5 24.9 21.9 32.6 29.7 Old : 33.0 29.7 49.5 43.5 24.9 21.9 32.6 29.7 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, September 25, 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 : 4,059: 950 699 150 2,914 3,210 4,014 4,059: 45 0 Old : 4,059: 950 699 150 2,914 3,210 4,014 4,059: 45 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 216: -84 282 0 366 0 282 282: -66 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 17.2 3.7 71.8 79.1 98.9 100.0: 1.1 0.0 Old : 100.0: 23.4 17.2 3.7 71.8 79.1 98.9 100.0: 1.1 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: 3 2 1 13 13 16 16: Old : 25: 3 2 1 13 13 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 : 51.7 59.5 80.8 80.5 42.0 47.8 63.8 63.3 Old : 51.7 59.5 80.8 80.5 42.0 47.8 63.8 63.3 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, September 25, 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 : 30,650: 2,877 6,326 9,257 14,687 11,361 26,821 26,944: 3,829 3,706 Old : 30,650: 2,877 6,326 9,257 14,687 11,361 26,821 26,944: 3,829 3,706 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 2,660: -259 805 994 1,713 1,209 2,448 3,008: 212 -348 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 20.6 30.2 47.9 37.1 87.5 87.9: 12.5 12.1 Old : 100.0: 9.4 20.6 30.2 47.9 37.1 87.5 87.9: 12.5 12.1 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: 6 8 10 12 14 24 27: Old : 29: 6 8 10 12 14 24 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 : 46.9 40.9 62.9 65.9 27.4 26.1 34.3 34.1 Old : 46.9 40.9 62.9 65.9 27.4 26.1 34.3 34.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 Commitments of Traders - Futures Only, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 18,335: 0 0 0 18,335 18,329 18,335 18,329: 0 6 Old : 18,335: 0 0 0 18,335 18,329 18,335 18,329: 0 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -1,201: 0 0 0 -1,201 -1,198 -1,201 -1,198: 0 -3 : : : : : 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 15 11 15 11: Old : 20: 0 0 0 15 11 15 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 : 65.6 87.8 92.7 97.0 63.3 85.4 85.1 89.3 Old : 65.6 87.8 92.7 97.0 63.3 85.4 85.1 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, September 25, 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 : 20,057: 14,742 2,824 235 2,894 16,402 17,871 19,461: 2,186 596 Old : 20,057: 14,742 2,824 235 2,894 16,402 17,871 19,461: 2,186 596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -320: 1,171 -653 30 -1,366 391 -165 -232: -155 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 14.1 1.2 14.4 81.8 89.1 97.0: 10.9 3.0 Old : 100.0: 73.5 14.1 1.2 14.4 81.8 89.1 97.0: 10.9 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 : 150: 79 18 7 21 38 105 60: Old : 150: 79 18 7 21 38 105 60: 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 : 34.0 36.9 44.6 53.6 34.0 36.9 44.2 53.6 Old : 34.0 36.9 44.6 53.6 34.0 36.9 44.2 53.6 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, September 25, 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 : 58,824: 44,773 6,050 1,035 5,686 49,703 51,494 56,788: 7,330 2,036 Old : 58,824: 44,773 6,050 1,035 5,686 49,703 51,494 56,788: 7,330 2,036 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,706: 1,838 -751 324 -586 2,537 1,576 2,110: 130 -404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 10.3 1.8 9.7 84.5 87.5 96.5: 12.5 3.5 Old : 100.0: 76.1 10.3 1.8 9.7 84.5 87.5 96.5: 12.5 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 170: 96 21 13 22 38 124 70: Old : 170: 96 21 13 22 38 124 70: 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 : 29.1 36.6 39.6 51.4 29.1 36.2 39.4 50.9 Old : 29.1 36.6 39.6 51.4 29.1 36.2 39.4 50.9 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, September 25, 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 : 291,114: 113,543 39,246 32,859 121,855 206,615 268,257 278,720: 22,857 12,394 Old : 291,114: 113,543 39,246 32,859 121,855 206,615 268,257 278,720: 22,857 12,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -673: 1,931 -1,913 -1,203 -1,140 935 -412 -2,181: -261 1,508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 13.5 11.3 41.9 71.0 92.1 95.7: 7.9 4.3 Old : 100.0: 39.0 13.5 11.3 41.9 71.0 92.1 95.7: 7.9 4.3 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 : 208: 87 22 51 71 83 182 139: Old : 208: 87 22 51 71 83 182 139: 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 : 14.6 18.2 23.9 29.9 11.1 13.4 18.1 23.2 Old : 14.6 18.2 23.9 29.9 11.1 13.4 18.1 23.2 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, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 21,120: 10,017 0 248 7,791 17,275 18,056 17,523: 3,064 3,597 Old : 21,120: 10,017 0 248 7,791 17,275 18,056 17,523: 3,064 3,597 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,736: 507 0 128 1,349 2,417 1,984 2,545: -248 -809 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 0.0 1.2 36.9 81.8 85.5 83.0: 14.5 17.0 Old : 100.0: 47.4 0.0 1.2 36.9 81.8 85.5 83.0: 14.5 17.0 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: 5 0 3 16 23 21 26: Old : 30: 5 0 3 16 23 21 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 : 52.8 36.5 68.4 53.3 48.3 35.1 62.0 50.7 Old : 52.8 36.5 68.4 53.3 48.3 35.1 62.0 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Commitments of Traders - Futures Only, September 25, 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 : 23,083: 0 0 0 22,441 21,739 22,441 21,739: 642 1,344 Old : 23,083: 0 0 0 22,441 21,739 22,441 21,739: 642 1,344 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -95: 0 0 0 -80 360 -80 360: -15 -455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.2 94.2 97.2 94.2: 2.8 5.8 Old : 100.0: 0.0 0.0 0.0 97.2 94.2 97.2 94.2: 2.8 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 15 16 15 16: Old : 22: 0 0 0 15 16 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 : 79.2 58.8 90.0 80.9 55.1 41.1 62.4 56.2 Old : 79.2 58.8 90.0 80.9 55.1 41.1 62.4 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 Commitments of Traders - Futures Only, September 25, 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 : 22,978: 7,329 1,200 2,808 11,664 17,303 21,801 21,311: 1,177 1,667 Old : 22,978: 7,329 1,200 2,808 11,664 17,303 21,801 21,311: 1,177 1,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 223: -465 0 225 413 243 173 468: 50 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 5.2 12.2 50.8 75.3 94.9 92.7: 5.1 7.3 Old : 100.0: 31.9 5.2 12.2 50.8 75.3 94.9 92.7: 5.1 7.3 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 : 22: 2 1 1 15 18 17 20: Old : 22: 2 1 1 15 18 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 : 66.8 45.9 86.5 64.4 52.6 33.1 64.2 47.9 Old : 66.8 45.9 86.5 64.4 52.6 33.1 64.2 47.9 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, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,899: 156 6,480 289 13,334 6,989 13,779 13,758: 120 141 Old : 13,899: 156 6,480 289 13,334 6,989 13,779 13,758: 120 141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 944: 0 350 0 944 594 944 944: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 46.6 2.1 95.9 50.3 99.1 99.0: 0.9 1.0 Old : 100.0: 1.1 46.6 2.1 95.9 50.3 99.1 99.0: 0.9 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 : 44: 2 5 3 33 27 36 34: Old : 44: 2 5 3 33 27 36 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 : 42.7 55.2 64.8 72.0 41.5 51.7 59.9 63.9 Old : 42.7 55.2 64.8 72.0 41.5 51.7 59.9 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, September 25, 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 : 52,791: 2,408 150 0 50,115 52,573 52,523 52,723: 268 68 Old : 52,791: 2,408 150 0 50,115 52,573 52,523 52,723: 268 68 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 6,165: 280 100 0 5,885 6,065 6,165 6,165: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.3 0.0 94.9 99.6 99.5 99.9: 0.5 0.1 Old : 100.0: 4.6 0.3 0.0 94.9 99.6 99.5 99.9: 0.5 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: 5 1 0 43 30 48 31: Old : 54: 5 1 0 43 30 48 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 57.6 67.0 78.1 38.3 46.4 47.6 58.9 Old : 55.4 57.6 67.0 78.1 38.3 46.4 47.6 58.9 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, September 25, 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 : 17,018: 490 0 0 16,308 17,018 16,798 17,018: 220 0 Old : 17,018: 490 0 0 16,308 17,018 16,798 17,018: 220 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -515: 0 0 0 -575 -515 -575 -515: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 0.0 95.8 100.0 98.7 100.0: 1.3 0.0 Old : 100.0: 2.9 0.0 0.0 95.8 100.0 98.7 100.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 0 23 15 25 15: Old : 30: 2 0 0 23 15 25 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 : 56.2 86.1 75.9 94.8 49.4 69.4 62.1 73.3 Old : 56.2 86.1 75.9 94.8 49.4 69.4 62.1 73.3 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, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,490: 450 4,980 150 12,710 8,360 13,310 13,490: 180 0 Old : 13,490: 450 4,980 150 12,710 8,360 13,310 13,490: 180 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,065: 0 -300 0 1,065 1,365 1,065 1,065: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 36.9 1.1 94.2 62.0 98.7 100.0: 1.3 0.0 Old : 100.0: 3.3 36.9 1.1 94.2 62.0 98.7 100.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 4 1 29 22 31 27: Old : 39: 2 4 1 29 22 31 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 59.3 73.5 79.9 50.0 54.1 59.9 69.9 Old : 58.9 59.3 73.5 79.9 50.0 54.1 59.9 69.9 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, September 25, 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 : 53,706: 4,409 5,357 10,418 38,682 37,872 53,509 53,647: 197 59 Old : 53,706: 4,409 5,357 10,418 38,682 37,872 53,509 53,647: 197 59 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 4,635: 1,452 -442 1,147 2,036 3,930 4,635 4,635: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 10.0 19.4 72.0 70.5 99.6 99.9: 0.4 0.1 Old : 100.0: 8.2 10.0 19.4 72.0 70.5 99.6 99.9: 0.4 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 : 66: 6 5 6 49 46 58 55: Old : 66: 6 5 6 49 46 58 55: 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 : 40.9 45.4 56.5 65.9 20.2 24.7 29.5 33.0 Old : 40.9 45.4 56.5 65.9 20.2 24.7 29.5 33.0 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, September 25, 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 : 7,887: 135 2,734 71 7,437 5,001 7,643 7,806: 244 81 Old : 7,887: 135 2,734 71 7,437 5,001 7,643 7,806: 244 81 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 34.7 0.9 94.3 63.4 96.9 99.0: 3.1 1.0 Old : 100.0: 1.7 34.7 0.9 94.3 63.4 96.9 99.0: 3.1 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 : 28: 1 3 2 21 13 24 16: Old : 28: 1 3 2 21 13 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 : 49.7 67.7 73.1 88.8 40.2 57.8 50.7 64.2 Old : 49.7 67.7 73.1 88.8 40.2 57.8 50.7 64.2 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, September 25, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,226: 1,567 3,560 565 13,001 10,810 15,133 14,935: 93 291 Old : 15,226: 1,567 3,560 565 13,001 10,810 15,133 14,935: 93 291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,881: -444 1,205 31 2,293 643 1,880 1,879: 1 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 23.4 3.7 85.4 71.0 99.4 98.1: 0.6 1.9 Old : 100.0: 10.3 23.4 3.7 85.4 71.0 99.4 98.1: 0.6 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 : 40: 2 3 3 28 28 32 32: Old : 40: 2 3 3 28 28 32 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 : 44.8 50.6 66.1 70.2 41.3 42.9 52.4 53.5 Old : 44.8 50.6 66.1 70.2 41.3 42.9 52.4 53.5 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, September 25, 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 : 23,992: 8,980 1,296 816 13,225 21,320 23,021 23,432: 971 560 Old : 23,992: 8,980 1,296 816 13,225 21,320 23,021 23,432: 971 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 360: 644 -450 435 -719 375 360 360: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 5.4 3.4 55.1 88.9 96.0 97.7: 4.0 2.3 Old : 100.0: 37.4 5.4 3.4 55.1 88.9 96.0 97.7: 4.0 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 : 51: 5 5 5 27 32 35 40: Old : 51: 5 5 5 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 : 57.8 39.3 71.5 59.9 55.7 36.7 67.1 55.2 Old : 57.8 39.3 71.5 59.9 55.7 36.7 67.1 55.2 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, September 25, 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 : 29,749: 4,330 2,649 374 23,740 24,164 28,444 27,187: 1,305 2,562 Old : 29,749: 4,330 2,649 374 23,740 24,164 28,444 27,187: 1,305 2,562 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : 1,950: 407 748 -20 1,744 926 2,131 1,654: -181 296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 8.9 1.3 79.8 81.2 95.6 91.4: 4.4 8.6 Old : 100.0: 14.6 8.9 1.3 79.8 81.2 95.6 91.4: 4.4 8.6 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 : 34: 3 3 4 18 23 24 27: Old : 34: 3 3 4 18 23 24 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 : 57.2 32.6 73.8 58.5 55.5 32.4 69.5 58.2 Old : 57.2 32.6 73.8 58.5 55.5 32.4 69.5 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012