GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,027 COMMITMENTS 1,495 150 970 36,024 37,805 38,489 38,925 538 102 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,894) 127 100 -120 1,886 1,924 1,893 1,904 1 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.4 2.5 92.3 96.9 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 1 1 38 43 39 45 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,109 COMMITMENTS 0 0 0 18,857 19,045 18,857 19,045 252 64 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -200) 0 0 0 -215 -200 -215 -200 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 99.7 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 25 33 25 33 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,122 COMMITMENTS 0 0 0 2,562 2,445 2,562 2,445 560 677 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 16) 0 0 0 25 10 25 10 -9 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.1 78.3 82.1 78.3 17.9 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 19 19 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,814 COMMITMENTS 154 172 529 11,393 11,404 12,076 12,105 1,738 1,709 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 596) -9 -20 123 415 440 529 543 67 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.2 3.8 82.5 82.6 87.4 87.6 12.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 2 3 41 43 44 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,753 COMMITMENTS 296 49 327 6,297 6,855 6,920 7,231 833 522 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 641) 22 -5 5 640 699 667 699 -26 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.6 4.2 81.2 88.4 89.3 93.3 10.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 1 4 46 50 51 54 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,589 COMMITMENTS 0 0 0 4,057 3,679 4,057 3,679 532 910 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.4 80.2 88.4 80.2 11.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 18 18 18 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,712 COMMITMENTS 589 0 238 2,207 3,051 3,034 3,289 678 423 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 173) 91 0 -71 49 333 69 262 104 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 6.4 59.5 82.2 81.7 88.6 18.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 18 23 20 24 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,905 COMMITMENTS 0 120 29 1,440 1,270 1,469 1,419 436 486 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 125) 0 -20 20 149 120 169 120 -44 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 1.5 75.6 66.7 77.1 74.5 22.9 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 16 14 17 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,211 COMMITMENTS 45 0 13 1,607 1,916 1,665 1,929 546 282 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 208) 45 0 13 41 163 99 176 109 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.6 72.7 86.7 75.3 87.2 24.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 15 19 16 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,023 COMMITMENTS 0 0 0 10,882 10,993 10,882 10,993 141 30 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 739) 0 0 0 739 739 739 739 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 99.7 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 25 18 25 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,485 COMMITMENTS 0 339 0 6,218 5,970 6,218 6,309 267 176 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 423) 0 0 0 408 351 408 351 15 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 95.9 92.1 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 18 19 18 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,355 COMMITMENTS 0 2,954 318 19,897 17,083 20,215 20,355 140 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 286) 0 202 0 286 84 286 286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.5 1.6 97.7 83.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 27 22 28 23 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,200 COMMITMENTS 38,218 35,456 58,325 181,605 184,836 278,148 278,617 36,052 35,583 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -2,212) 160 -4,023 2,147 -7,139 554 -4,832 -1,322 2,620 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 11.3 18.6 57.8 58.8 88.5 88.7 11.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 38 35 41 72 74 132 132 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,966 COMMITMENTS 200 2,330 250 12,338 10,286 12,788 12,866 178 100 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 657) 100 0 -150 723 807 673 657 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 18.0 1.9 95.2 79.3 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 3 2 34 43 39 48 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,744 COMMITMENTS 1,143 1,550 0 16,583 16,164 17,726 17,714 18 30 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,405) 150 0 0 1,255 1,405 1,405 1,405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 8.7 0.0 93.5 91.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 0 28 31 33 32 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,574 COMMITMENTS 0 0 0 9,440 10,330 9,440 10,330 1,134 244 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 557) 0 0 0 160 526 160 526 397 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.3 97.7 89.3 97.7 10.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 13 18 13 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,176,268 COMMITMENTS 253,212 355,610 427,568 426,407 336,737 1107187 1119915 69,081 56,353 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -30,723) 6,854 13,850 -40,615 5,953 -6,429 -27,808 -33,194 -2,915 2,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 30.2 36.3 36.3 28.6 94.1 95.2 5.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 105 118 143 73 70 271 252 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,601 COMMITMENTS 627 7,807 576 34,937 25,535 36,140 33,918 3,461 5,683 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 19.7 1.5 88.2 64.5 91.3 85.6 8.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 9 12 11 16 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 68,096 COMMITMENTS 10,887 24,741 18,422 35,768 22,964 65,077 66,127 3,019 1,969 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 6,671) 1,448 -6,943 4,554 580 9,110 6,582 6,721 89 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 36.3 27.1 52.5 33.7 95.6 97.1 4.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 13 16 15 29 29 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,546 COMMITMENTS 0 1,327 2,856 57,541 53,996 60,397 58,179 6,149 8,367 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 122) 0 -103 131 -9 94 122 122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 4.3 86.5 81.1 90.8 87.4 9.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 16 16 18 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,731,488 COMMITMENTS 450,477 67,934 825,454 1420062 1810305 2695993 2703693 35,495 27,795 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 45,132) -10,269 -17,272 30,005 24,010 32,149 43,746 44,882 1,386 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 2.5 30.2 52.0 66.3 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 31 18 44 93 81 142 128 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,339,608 COMMITMENTS 211,978 126,059 381,437 743,375 829,570 1336790 1337066 2,818 2,542 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 51,965) 2,736 12,957 24,344 24,922 14,575 52,002 51,876 -37 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 9.4 28.5 55.5 61.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 22 19 34 45 39 83 76 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,036 COMMITMENTS 167 1,779 357 23,188 21,529 23,712 23,665 324 371 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 625) 10 -95 154 514 564 678 623 -53 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.4 1.5 96.5 89.6 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 5 4 35 42 41 48 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,095 COMMITMENTS 112 92 62 1,504 1,208 1,678 1,362 417 733 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -92) 21 79 -90 -39 -84 -108 -95 16 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 4.4 3.0 71.8 57.7 80.1 65.0 19.9 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 20 19 23 21 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,391 COMMITMENTS 69 80 15 1,049 988 1,133 1,083 258 308 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 99) 16 5 15 74 25 105 45 -6 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.8 1.1 75.4 71.0 81.5 77.9 18.5 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 15 20 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 67,041 COMMITMENTS 13,217 729 4,041 48,154 60,981 65,412 65,751 1,629 1,290 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 644) -960 0 864 740 -220 644 644 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 1.1 6.0 71.8 91.0 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 4 33 32 39 36 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,869 COMMITMENTS 120 1,122 2,666 13,821 13,237 16,607 17,025 1,262 844 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 52) 0 -20 0 52 62 52 42 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.3 14.9 77.3 74.1 92.9 95.3 7.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 21 17 24 20 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,231 COMMITMENTS 4,190 1,226 280 7,741 11,405 12,211 12,911 1,020 320 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 24) 0 0 0 0 28 0 28 24 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 9.3 2.1 58.5 86.2 92.3 97.6 7.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 15 19 18 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,197 COMMITMENTS 498 2,680 638 21,851 20,958 22,987 24,276 2,210 921 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 380) -60 0 90 326 290 356 380 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 10.6 2.5 86.7 83.2 91.2 96.3 8.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 26 24 29 27 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,084 COMMITMENTS 1,150 0 226 6,224 6,939 7,600 7,165 1,484 1,919 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 16) 0 0 0 16 16 16 16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.0 2.5 68.5 76.4 83.7 78.9 16.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 16 18 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,984 COMMITMENTS 4,076 2,536 136 7,750 9,506 11,962 12,178 1,022 806 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 35) 0 0 0 5 43 5 43 30 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 19.5 1.0 59.7 73.2 92.1 93.8 7.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 16 16 19 18 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,830 COMMITMENTS 278 2,500 976 11,685 9,740 12,939 13,216 891 614 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 106) 0 10 0 106 96 106 106 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 18.1 7.1 84.5 70.4 93.6 95.6 6.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 20 18 23 21 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,731 COMMITMENTS 0 0 0 61,731 61,731 61,731 61,731 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 171) 0 0 0 171 171 171 171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 15 18 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,003,370 COMMITMENTS 0 0 0 1003370 1003370 1003370 1003370 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 16 16 16 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,154 COMMITMENTS 0 0 0 28,154 28,154 28,154 28,154 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -2,902) 0 0 0 -2,902 -2,902 -2,902 -2,902 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 10 13 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 106,090 COMMITMENTS 0 0 0 105,835 105,835 105,835 105,835 255 255 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 440) 0 0 0 440 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 17 28 17 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,463,245 COMMITMENTS 0 0 0 1463245 1463245 1463245 1463245 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 17 23 17 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,768 COMMITMENTS 5,692 2,875 7,800 51,276 54,093 64,768 64,768 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 4.4 12.0 79.2 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 2 25 20 29 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,189,940 COMMITMENTS 57,801 97,890 40,014 1092125 1052036 1189940 1189940 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 51,480) 0 0 0 51,480 51,480 51,480 51,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 8.2 3.4 91.8 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 28 23 32 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,107 COMMITMENTS 0 1,747 0 50,959 48,808 50,959 50,555 148 552 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 -105 0 0 105 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 99.7 95.5 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 18 15 18 17 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,591 COMMITMENTS 1,480 5,735 105 44,412 40,751 45,997 46,591 594 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 12.3 0.2 95.3 87.5 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 15 17 17 18 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,911 COMMITMENTS 13,168 0 1,690 16,053 29,221 30,911 30,911 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 0.0 5.5 51.9 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 9 13 11 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,093 COMMITMENTS 444 974 176 14,537 14,647 15,157 15,797 936 296 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 343) 0 0 0 343 343 343 343 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 6.1 1.1 90.3 91.0 94.2 98.2 5.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 17 16 19 17 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,975 COMMITMENTS 254 1,130 0 12,573 11,548 12,827 12,678 148 297 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.7 0.0 96.9 89.0 98.9 97.7 1.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 16 10 17 12 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,992 COMMITMENTS 0 65,017 23,400 868,592 803,575 891,992 891,992 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 2.6 97.4 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 19 15 20 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,006,241 COMMITMENTS 27,690 107,255 15,840 962,711 883,146 1006241 1006241 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 10.7 1.6 95.7 87.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 14 16 15 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 538,474 COMMITMENTS 207,018 0 58,840 272,616 479,634 538,474 538,474 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 0.0 10.9 50.6 89.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 13 12 15 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 151,880 COMMITMENTS 0 7,416 0 151,880 144,464 151,880 151,880 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 4,664) 0 0 0 4,664 4,664 4,664 4,664 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 9 12 9 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,356 COMMITMENTS 2,160 122 35 24,721 26,674 26,916 26,831 440 525 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 699) 0 0 0 625 729 625 729 74 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.4 0.1 90.4 97.5 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 1 34 33 36 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,731 COMMITMENTS 1,097 26 0 6,227 7,345 7,324 7,371 407 360 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 335) -78 0 0 713 340 635 340 -300 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.3 0.0 80.5 95.0 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 18 15 21 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,056 COMMITMENTS 90 1,644 86 8,530 6,597 8,706 8,327 350 729 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 336) 0 55 5 331 200 336 260 0 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 18.2 0.9 94.2 72.8 96.1 92.0 3.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 19 16 21 18 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,739 COMMITMENTS 1,010 0 0 8,067 9,075 9,077 9,075 662 664 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 272) 0 0 0 137 242 137 242 135 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 0.0 82.8 93.2 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 18 22 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,458,395 COMMITMENTS 308,626 177,768 439,327 629,659 766,949 1377612 1384044 80,783 74,351 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,791) -17,720 -1,741 11,111 8,364 -8,008 1,755 1,362 36 429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 12.2 30.1 43.2 52.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 101 105 154 91 94 281 283 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,776 COMMITMENTS 62,939 14,756 1,422 94,371 126,278 158,732 142,456 40,044 56,320 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 2,144) 576 297 -132 1,285 5,134 1,729 5,299 415 -3,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 7.4 0.7 47.5 63.5 79.9 71.7 20.1 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 4 5 17 19 25 26 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,179 COMMITMENTS 1,068 605 1,120 13,974 14,437 16,162 16,162 17 17 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 350) 0 0 100 250 250 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 3.7 6.9 86.4 89.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 3 22 23 26 28 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,425 COMMITMENTS 4,749 10,030 3,519 73,217 66,129 81,485 79,678 2,940 4,747 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,374) -116 281 -479 2,088 1,452 1,493 1,254 -119 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 11.9 4.2 86.7 78.3 96.5 94.4 3.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 8 22 18 31 28 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,042 COMMITMENTS 2,875 1,848 1,684 28,255 30,046 32,814 33,578 3,228 2,464 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,404) 397 0 -862 1,677 2,282 1,212 1,420 192 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 5.1 4.7 78.4 83.4 91.0 93.2 9.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 4 13 13 19 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,290 COMMITMENTS 2,158 0 0 3,080 5,236 5,238 5,236 52 54 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0) -150 0 0 195 0 45 0 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 0.0 0.0 58.2 99.0 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 0 15 15 19 15 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,469 COMMITMENTS 5,640 5,961 6,925 11,565 10,498 24,130 23,384 2,339 3,085 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 204) 775 -572 488 -908 745 355 661 -151 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 22.5 26.2 43.7 39.7 91.2 88.3 8.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 8 8 10 10 20 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,030 COMMITMENTS 12,658 7,601 500 7,595 12,575 20,753 20,676 1,277 1,354 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -689) 694 -913 124 -1,477 217 -659 -572 -30 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 34.5 2.3 34.5 57.1 94.2 93.9 5.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 56 52 13 27 27 91 88 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 50,036 COMMITMENTS 32,927 16,734 414 11,541 29,531 44,882 46,679 5,154 3,357 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 198) 698 -761 -155 147 834 690 -82 -492 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 33.4 0.8 23.1 59.0 89.7 93.3 10.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 85 47 10 26 30 115 83 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 299,171 COMMITMENTS 80,125 20,978 41,923 157,863 218,706 279,911 281,607 19,260 17,564 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 6,690) -5,837 1,235 -4,932 16,662 9,977 5,893 6,280 797 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 7.0 14.0 52.8 73.1 93.6 94.1 6.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 63 23 48 77 91 157 152 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,952 COMMITMENTS 7,264 0 67 6,420 14,359 13,751 14,426 6,201 5,526 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,760) 1,178 0 -58 829 1,926 1,949 1,868 -189 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 0.0 0.3 32.2 72.0 68.9 72.3 31.1 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 1 11 20 15 21 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,462 COMMITMENTS 0 3,837 2,610 14,557 10,030 17,167 16,477 2,295 2,985 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.7 13.4 74.8 51.5 88.2 84.7 11.8 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 3 13 14 16 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,122 COMMITMENTS 70 2,496 204 8,680 6,215 8,954 8,915 168 207 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 617) 0 256 0 617 361 617 617 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 27.4 2.2 95.2 68.1 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 1 27 26 28 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,836 COMMITMENTS 3,235 0 450 48,377 52,293 52,062 52,743 774 93 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 5,529) 50 0 0 5,281 5,592 5,331 5,592 198 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.9 91.6 99.0 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 0 2 47 28 54 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,930 COMMITMENTS 350 0 0 29,580 29,930 29,930 29,930 0 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 2,551) 21 0 0 2,530 2,551 2,551 2,551 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 22 18 23 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,359 COMMITMENTS 350 5,763 150 11,679 6,446 12,179 12,359 180 0 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,085) 0 0 0 1,145 1,085 1,145 1,085 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 46.6 1.2 94.5 52.2 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 1 26 20 27 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,527 COMMITMENTS 5,065 0 5,118 26,055 30,953 36,238 36,071 289 456 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,575) -320 -514 905 997 1,258 1,582 1,649 -7 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.0 14.0 71.3 84.7 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 0 5 39 44 49 49 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,762 COMMITMENTS 96 5,056 0 8,606 3,250 8,702 8,306 60 456 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,683) 0 1,350 0 1,683 360 1,683 1,710 0 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 57.7 0.0 98.2 37.1 99.3 94.8 0.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 18 15 19 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,544 COMMITMENTS 1,672 2,344 438 9,416 8,575 11,526 11,357 18 187 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,187) 475 355 164 548 686 1,187 1,205 0 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 20.3 3.8 81.6 74.3 99.8 98.4 0.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 5 2 29 24 35 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,850 COMMITMENTS 11,017 1,871 575 16,220 25,560 27,812 28,006 1,038 844 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -1,013) 603 -141 105 -1,769 -927 -1,061 -963 48 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 6.5 2.0 56.2 88.6 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 10 4 26 35 34 46 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,622 COMMITMENTS 530 266 3,455 14,121 14,566 18,106 18,287 516 335 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.4 18.6 75.8 78.2 97.2 98.2 2.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 3 14 15 17 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,079 COMMITMENTS 2,711 0 0 15,569 16,224 18,280 16,224 5,799 7,855 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,767) 141 0 -150 624 1,091 615 941 1,152 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.0 0.0 64.7 67.4 75.9 67.4 24.1 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 17 18 19 18
Updated June 15, 2012