GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,427 COMMITMENTS 1,805 100 970 39,073 41,235 41,848 42,305 579 122 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 3,400) 310 -50 0 3,049 3,430 3,359 3,380 41 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.2 2.3 92.1 97.2 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 1 1 39 45 40 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,240 COMMITMENTS 0 0 0 18,988 19,176 18,988 19,176 252 64 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 131) 0 0 0 131 131 131 131 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: 37) 0 0 0 26 34 26 34 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,395 COMMITMENTS 0 0 0 2,811 2,699 2,811 2,699 584 696 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 273) 0 0 0 249 254 249 254 24 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.8 79.5 82.8 79.5 17.2 20.5 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,280 COMMITMENTS 288 234 579 12,375 12,472 13,242 13,285 1,038 995 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 466) 134 62 50 982 1,068 1,166 1,180 -700 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.6 4.1 86.7 87.3 92.7 93.0 7.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 2 5 41 43 46 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,188 COMMITMENTS 325 79 332 6,734 7,272 7,391 7,683 797 505 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 435) 29 30 5 437 417 471 452 -36 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.0 4.1 82.2 88.8 90.3 93.8 9.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 2 4 46 53 51 58 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,019 COMMITMENTS 0 0 0 4,597 4,444 4,597 4,444 422 575 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 430) 0 0 0 540 765 540 765 -110 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.6 88.5 91.6 88.5 8.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 21 21 21 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,119 COMMITMENTS 456 0 358 2,680 3,435 3,494 3,793 625 326 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 407) -133 0 120 473 384 460 504 -53 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 8.7 65.1 83.4 84.8 92.1 15.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 21 25 23 26 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,016 COMMITMENTS 0 135 25 1,586 1,389 1,611 1,549 405 467 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 111) 0 15 -4 146 119 142 130 -31 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 1.2 78.7 68.9 79.9 76.8 20.1 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 17 15 18 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,329 COMMITMENTS 15 0 35 1,684 1,962 1,734 1,997 595 332 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 118) -30 0 22 77 46 69 68 49 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 1.5 72.3 84.2 74.5 85.7 25.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 16 19 17 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,489 COMMITMENTS 0 0 0 12,348 12,459 12,348 12,459 141 30 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,466) 0 0 0 1,466 1,466 1,466 1,466 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 99.8 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 18 24 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,980 COMMITMENTS 0 420 0 6,713 6,384 6,713 6,804 267 176 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 495) 0 81 0 495 414 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 96.2 91.5 96.2 97.5 3.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 18 19 18 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,902 COMMITMENTS 0 3,029 318 20,444 17,555 20,762 20,902 140 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 547) 0 75 0 547 472 547 547 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.5 1.5 97.8 84.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 30 22 31 23 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 328,215 COMMITMENTS 41,217 36,321 57,439 189,365 195,024 288,021 288,784 40,194 39,431 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 14,015) 2,999 865 -886 7,760 10,188 9,873 10,167 4,142 3,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 11.1 17.5 57.7 59.4 87.8 88.0 12.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 40 36 42 74 76 133 138 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,578 COMMITMENTS 200 2,330 100 13,096 11,048 13,396 13,478 182 100 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 612) 0 0 -150 758 762 608 612 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 17.2 0.7 96.5 81.4 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 3 1 37 45 41 49 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,119 COMMITMENTS 1,143 1,550 0 16,958 16,539 18,101 18,089 18 30 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 8.6 0.0 93.6 91.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 0 27 32 32 33 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,974 COMMITMENTS 0 0 0 9,822 10,715 9,822 10,715 1,152 259 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 400) 0 0 0 382 385 382 385 18 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.5 97.6 89.5 97.6 10.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 13 19 13 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,185,328 COMMITMENTS 243,207 356,902 414,244 458,600 365,216 1116051 1136362 69,277 48,966 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 9,060) -10,005 1,292 -13,324 32,193 28,479 8,864 16,447 196 -7,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 30.1 34.9 38.7 30.8 94.2 95.9 5.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 98 117 144 71 69 260 252 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 74,255 COMMITMENTS 14,766 27,027 18,720 37,408 26,108 70,894 71,855 3,361 2,400 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 6,159) 3,879 2,286 298 1,640 3,144 5,817 5,728 342 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 36.4 25.2 50.4 35.2 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 6 14 16 16 30 32 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,895 COMMITMENTS 0 1,452 2,832 57,914 54,244 60,746 58,528 6,149 8,367 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 349) 0 125 -24 373 248 349 349 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 4.2 86.6 81.1 90.8 87.5 9.2 12.5 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,761,927 COMMITMENTS 447,496 57,189 838,442 1440272 1838376 2726210 2734007 35,717 27,920 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 30,439) -2,981 -10,745 12,988 20,210 28,071 30,217 30,314 222 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.1 30.4 52.1 66.6 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 33 18 44 94 82 145 130 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,391,678 COMMITMENTS 229,483 173,915 381,527 777,671 834,248 1388681 1389690 2,997 1,988 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 52,070) 17,505 47,856 90 34,296 4,678 51,891 52,624 179 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 12.5 27.4 55.9 59.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 22 34 45 39 84 77 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,320 COMMITMENTS 162 1,935 248 23,642 21,771 24,052 23,954 268 366 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 284) -5 156 -109 454 242 340 289 -56 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 8.0 1.0 97.2 89.5 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 4 4 33 45 38 52 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,307 COMMITMENTS 127 78 60 1,662 1,373 1,849 1,511 458 796 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 212) 15 -14 -2 158 165 171 149 41 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 3.4 2.6 72.0 59.5 80.1 65.5 19.9 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 19 18 21 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,713 COMMITMENTS 79 80 40 1,252 1,206 1,371 1,326 342 387 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 322) 10 0 25 203 218 238 243 84 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 4.7 2.3 73.1 70.4 80.0 77.4 20.0 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 17 21 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 67,227 COMMITMENTS 13,397 749 4,081 48,113 61,107 65,591 65,937 1,636 1,290 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 186) 180 20 40 -41 126 179 186 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.1 6.1 71.6 90.9 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,394 COMMITMENTS 360 1,314 2,666 14,106 13,570 17,132 17,550 1,262 844 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 525) 240 192 0 285 333 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 7.1 14.5 76.7 73.8 93.1 95.4 6.9 4.6 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,175 COMMITMENTS 4,130 1,226 280 7,741 11,349 12,151 12,855 1,024 320 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -56) -60 0 0 0 -56 -60 -56 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 9.3 2.1 58.8 86.1 92.2 97.6 7.8 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,973 COMMITMENTS 738 2,680 414 21,611 20,718 22,763 23,812 2,210 1,161 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -224) 240 0 -224 -240 -240 -224 -464 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 10.7 1.7 86.5 83.0 91.2 95.4 8.8 4.6 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 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,008 COMMITMENTS 4,080 2,556 136 7,750 9,510 11,966 12,202 1,042 806 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 24) 4 20 0 0 4 4 24 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 19.6 1.0 59.6 73.1 92.0 93.8 8.0 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,894 COMMITMENTS 278 2,500 990 11,735 9,550 13,003 13,040 891 854 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 64) 0 0 14 50 -190 64 -176 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 18.0 7.1 84.5 68.7 93.6 93.9 6.4 6.1 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,877 COMMITMENTS 0 0 0 61,877 61,877 61,877 61,877 0 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 146) 0 0 0 146 146 146 146 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,005,329 COMMITMENTS 0 0 0 1005329 1005329 1005329 1005329 0 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,959) 0 0 0 1,959 1,959 1,959 1,959 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 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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: 20) 0 0 0 13 10 13 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 107,780 COMMITMENTS 0 0 0 107,525 107,525 107,525 107,525 255 255 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,690) 0 0 0 1,690 1,690 1,690 1,690 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,494,650 COMMITMENTS 0 0 0 1494650 1494650 1494650 1494650 0 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 31,405) 0 0 0 31,405 31,405 31,405 31,405 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,916 COMMITMENTS 5,692 2,875 7,800 51,424 54,241 64,916 64,916 0 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 148) 0 0 0 148 148 148 148 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 4.4 12.0 79.2 83.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 2 26 21 30 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,893 COMMITMENTS 0 3,788 0 52,745 48,553 52,745 52,341 148 552 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,786) 0 2,041 0 1,786 -255 1,786 1,786 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 0.0 99.7 91.8 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 15 19 17 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10 13 12 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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 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 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 894,072 COMMITMENTS 0 67,097 23,400 870,672 803,575 894,072 894,072 0 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,080) 0 2,080 0 2,080 0 2,080 2,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 2.6 97.4 89.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 20 15 21 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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 06/19/12 | --------------------------------------------------------------| 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 06/12/12 (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 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,021 COMMITMENTS 2,160 122 35 25,346 27,339 27,541 27,496 480 525 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 665) 0 0 0 625 665 625 665 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.4 0.1 90.5 97.6 98.3 98.1 1.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 2 1 35 33 37 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,791 COMMITMENTS 1,097 26 0 6,287 7,405 7,384 7,431 407 360 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.3 0.0 80.7 95.0 94.8 95.4 5.2 4.6 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,516 COMMITMENTS 90 1,649 86 8,990 7,042 9,166 8,777 350 739 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 460) 0 5 0 460 445 460 450 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 17.3 0.9 94.5 74.0 96.3 92.2 3.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 20 17 22 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,151 COMMITMENTS 1,010 0 0 9,076 9,476 10,086 9,476 65 675 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 412) 0 0 0 1,009 401 1,009 401 -597 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.0 89.4 93.4 99.4 93.4 0.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 22 18 23 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,432,126 COMMITMENTS 300,776 176,868 412,677 643,928 771,762 1357381 1361307 74,745 70,819 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -26,269) -7,850 -900 -26,650 14,269 4,813 -20,231 -22,737 -6,038 -3,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 12.4 28.8 45.0 53.9 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 102 96 145 91 93 273 270 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,207 COMMITMENTS 63,979 19,948 1,392 95,725 126,893 161,096 148,233 40,111 52,974 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,431) 1,040 5,192 -30 1,354 615 2,364 5,777 67 -3,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 9.9 0.7 47.6 63.1 80.1 73.7 19.9 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 5 5 17 19 25 27 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,841 COMMITMENTS 1,068 580 1,120 14,636 15,141 16,824 16,841 17 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 662) 0 -25 0 662 704 662 679 0 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 3.4 6.7 86.9 89.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 4 3 24 26 28 31 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,076 COMMITMENTS 5,012 10,230 3,568 73,392 66,492 81,972 80,290 3,104 4,786 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 651) 263 200 49 175 363 487 612 164 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 12.0 4.2 86.3 78.2 96.4 94.4 3.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 8 22 19 31 29 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,181 COMMITMENTS 2,607 1,848 1,757 25,629 27,137 29,993 30,742 3,188 2,439 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,861) -268 0 73 -2,626 -2,909 -2,821 -2,836 -40 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 5.6 5.3 77.2 81.8 90.4 92.6 9.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 4 13 13 18 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,200 COMMITMENTS 1,900 0 0 3,290 5,146 5,190 5,146 10 54 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -90) -258 0 0 210 -90 -48 -90 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 0.0 0.0 63.3 99.0 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 15 14 18 14 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,326 COMMITMENTS 5,265 6,164 7,805 11,063 9,699 24,133 23,668 2,193 2,658 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -143) -375 203 880 -502 -799 3 284 -146 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 23.4 29.6 42.0 36.8 91.7 89.9 8.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 6 7 10 10 20 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,017 COMMITMENTS 12,551 6,778 494 6,584 12,412 19,629 19,684 1,388 1,333 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,013) -107 -823 -6 -1,011 -163 -1,124 -992 111 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 32.3 2.4 31.3 59.1 93.4 93.7 6.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 55 42 14 24 28 87 81 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 51,831 COMMITMENTS 34,570 15,318 288 11,494 33,264 46,352 48,870 5,479 2,961 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,795) 1,643 -1,416 -126 -47 3,733 1,470 2,191 325 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.7 29.6 0.6 22.2 64.2 89.4 94.3 10.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 83 40 7 26 34 111 79 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,205 COMMITMENTS 82,081 21,212 44,298 161,265 222,516 287,644 288,026 18,561 18,179 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 7,034) 1,956 234 2,375 3,402 3,810 7,733 6,419 -699 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 6.9 14.5 52.7 72.7 93.9 94.1 6.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 62 28 54 72 90 156 158 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,608 COMMITMENTS 8,077 0 204 6,990 15,178 15,271 15,382 5,337 5,226 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 656) 813 0 137 570 819 1,520 956 -864 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 0.0 1.0 33.9 73.7 74.1 74.6 25.9 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 2 12 21 17 23 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,591 COMMITMENTS 70 2,240 204 9,134 6,940 9,408 9,384 183 207 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 469) 0 -256 0 454 725 454 469 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 23.4 2.1 95.2 72.4 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 1 28 29 29 32 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,135 COMMITMENTS 2,750 0 450 52,187 55,592 55,387 56,042 748 93 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 3,299) -485 0 0 3,810 3,299 3,325 3,299 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.8 93.0 99.0 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 0 2 47 26 54 28 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,370 COMMITMENTS 350 0 0 29,960 30,370 30,310 30,370 60 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 440) 0 0 0 380 440 380 440 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.6 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 23 22 24 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,314 COMMITMENTS 350 5,913 150 12,634 7,251 13,134 13,314 180 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 955) 0 150 0 955 805 955 955 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 44.4 1.1 94.9 54.5 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 27 20 28 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,914 COMMITMENTS 4,501 0 6,349 28,041 32,353 38,891 38,702 23 212 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,387) -564 0 1,231 1,986 1,400 2,653 2,631 -266 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 16.3 72.1 83.1 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 10 0 5 43 47 53 52 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,602 COMMITMENTS 96 5,806 0 9,266 3,289 9,362 9,095 240 507 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 840) 0 750 0 660 39 660 789 180 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 60.5 0.0 96.5 34.3 97.5 94.7 2.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 19 15 20 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,271 COMMITMENTS 2,174 1,159 441 8,632 9,540 11,247 11,140 24 131 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -273) 502 -1,185 3 -784 965 -279 -217 6 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 10.3 3.9 76.6 84.6 99.8 98.8 0.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 4 2 29 23 37 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,617 COMMITMENTS 11,734 1,788 489 16,530 26,708 28,753 28,985 864 632 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 767) 717 -83 -86 310 1,148 941 979 -174 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 6.0 1.7 55.8 90.2 97.1 97.9 2.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 9 4 26 36 34 47 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,757 COMMITMENTS 530 266 3,455 14,256 14,701 18,241 18,422 516 335 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 135) 0 0 0 135 135 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.4 18.4 76.0 78.4 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 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,363 COMMITMENTS 3,223 300 494 19,126 17,900 22,843 18,694 2,520 6,669 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,284) 512 300 494 3,557 1,676 4,563 2,470 -3,279 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 1.2 1.9 75.4 70.6 90.1 73.7 9.9 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 20 22 23 24
Updated June 22, 2012