GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,857 COMMITMENTS 672 243 920 35,600 36,516 37,192 37,679 665 178 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -7,970) -1,050 -2 -100 -6,906 -7,984 -8,056 -8,086 86 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.6 2.4 94.0 96.5 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 2 2 33 39 35 42 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,538 COMMITMENTS 0 0 0 15,255 15,434 15,255 15,434 283 104 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,664) 0 0 0 -3,685 -3,684 -3,685 -3,684 21 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 99.3 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 19 26 19 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,542 COMMITMENTS 231 153 935 11,260 11,391 12,426 12,479 1,116 1,063 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,073) -94 -141 -45 -1,962 -1,892 -2,101 -2,078 28 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.1 6.9 83.1 84.1 91.8 92.2 8.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 1 5 39 43 44 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,850 COMMITMENTS 577 45 38 5,530 6,159 6,145 6,242 705 608 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,793) 170 -24 -317 -1,634 -1,604 -1,781 -1,945 -12 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.7 0.6 80.7 89.9 89.7 91.1 10.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 1 2 41 48 45 51 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,973 COMMITMENTS 0 70 0 5,466 5,355 5,466 5,425 507 548 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -452) 0 27 -5 -541 -420 -546 -398 94 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 91.5 89.7 91.5 90.8 8.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 19 20 19 21 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,896 COMMITMENTS 0 309 284 2,698 2,993 2,982 3,586 914 310 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -685) -503 309 -232 -180 -740 -915 -663 230 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 7.3 69.3 76.8 76.5 92.0 23.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 18 21 20 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| 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 105 61 63 1,235 1,484 1,403 1,608 613 408 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -464) 10 3 5 -500 -515 -485 -507 21 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 3.0 3.1 61.3 73.6 69.6 79.8 30.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 14 14 17 15 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,616 COMMITMENTS 0 0 0 11,457 11,586 11,457 11,586 159 30 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,708) 0 0 0 -2,726 -2,708 -2,726 -2,708 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.7 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 15 22 15 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,904 COMMITMENTS 0 399 0 5,463 5,342 5,463 5,741 441 163 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,314) 0 -69 0 -1,488 -1,232 -1,488 -1,301 174 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.0 92.5 90.5 92.5 97.2 7.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 15 14 15 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,922 COMMITMENTS 0 1,731 348 17,454 15,843 17,802 17,922 120 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,544) 0 -1,693 225 -3,749 -2,076 -3,524 -3,544 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 1.9 97.4 88.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 29 23 30 24 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,102 COMMITMENTS 41,027 44,186 52,262 185,305 185,514 278,594 281,962 36,508 33,140 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -21,643) -975 1,594 -8,647 -13,265 -11,004 -22,887 -18,057 1,244 -3,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 14.0 16.6 58.8 58.9 88.4 89.5 11.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 32 40 39 72 74 126 134 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,791 COMMITMENTS 230 1,931 8 10,277 8,627 10,515 10,566 276 225 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,769) 30 -499 -92 -3,797 -3,303 -3,859 -3,894 90 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 17.9 0.1 95.2 79.9 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 5 1 37 37 40 43 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,505 COMMITMENTS 555 1,500 0 15,710 14,975 16,265 16,475 240 30 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,144) -588 -50 0 -1,778 -2,094 -2,366 -2,144 222 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 9.1 0.0 95.2 90.7 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 0 24 29 26 30 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,032 COMMITMENTS 0 0 0 9,737 10,769 9,737 10,769 1,295 263 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -164) 0 0 0 -241 -150 -241 -150 77 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.3 97.6 88.3 97.6 11.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 14 19 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,115,630 COMMITMENTS 236,916 327,800 378,036 432,862 365,854 1047814 1071690 67,816 43,940 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -29,387) 7,562 -11,631 -9,704 -25,539 -4,062 -27,681 -25,397 -1,706 -3,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 29.4 33.9 38.8 32.8 93.9 96.1 6.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 107 109 137 72 65 268 233 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,478 COMMITMENTS 629 6,007 514 28,997 21,534 30,140 28,055 3,338 5,423 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,123) 2 -1,800 -62 -5,916 -4,001 -5,976 -5,863 -147 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 17.9 1.5 86.6 64.3 90.0 83.8 10.0 16.2 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 73,601 COMMITMENTS 11,286 39,135 13,777 45,609 18,713 70,672 71,625 2,929 1,976 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,713) -3,208 12,742 -6,150 6,996 -9,262 -2,362 -2,670 -351 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 53.2 18.7 62.0 25.4 96.0 97.3 4.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 8 13 16 17 30 32 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,952 COMMITMENTS 0 1,436 2,476 53,827 50,238 56,303 54,150 5,649 7,802 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,349) 0 -16 -356 -4,431 -4,412 -4,787 -4,784 -562 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 4.0 86.9 81.1 90.9 87.4 9.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 15 16 17 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,676,744 COMMITMENTS 473,263 45,203 798,548 1371886 1807719 2643697 2651470 33,047 25,274 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -128,048) 24,047 115 -53,367 -100,030 -72,997 -129,350 -126,249 1,302 -1,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 1.7 29.8 51.3 67.5 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 34 14 44 93 82 142 128 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,297,321 COMMITMENTS 192,798 127,178 372,911 727,799 794,902 1293508 1294991 3,813 2,330 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -142,091) -45,267 -53,680 -17,847 -79,871 -71,083 -142,985 -142,610 894 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 9.8 28.7 56.1 61.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 21 21 30 44 40 79 77 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,223 COMMITMENTS 3,366 3,939 1,452 1,902 1,225 6,720 6,616 503 607 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 54.5 20.1 26.3 17.0 93.0 91.6 7.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 10 13 5 5 19 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,606 COMMITMENTS 250 1,846 97 20,012 18,296 20,359 20,239 247 367 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -4,108) -17 101 -92 -3,938 -4,093 -4,047 -4,084 -61 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 9.0 0.5 97.1 88.8 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 4 3 31 42 35 48 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,473 COMMITMENTS 80 39 55 805 986 940 1,080 533 393 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -385) -11 -41 15 -502 -360 -498 -386 113 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.6 3.7 54.7 66.9 63.8 73.3 36.2 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 17 17 19 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,183 COMMITMENTS 12,666 308 4,245 47,530 60,100 64,441 64,653 1,742 1,530 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,318) -731 -481 164 -857 -1,241 -1,424 -1,558 106 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 0.5 6.4 71.8 90.8 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 3 32 31 37 34 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,531 COMMITMENTS 518 1,354 2,404 13,281 13,079 16,203 16,837 1,328 694 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -845) 158 170 -342 -725 -521 -909 -693 64 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 7.7 13.7 75.8 74.6 92.4 96.0 7.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 20 17 23 20 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,060 COMMITMENTS 4,012 972 540 7,518 11,292 12,070 12,804 990 256 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -169) -118 -194 200 -217 -111 -135 -105 -34 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 7.4 4.1 57.6 86.5 92.4 98.0 7.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 16 19 19 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,434 COMMITMENTS 698 2,480 418 20,594 19,528 21,710 22,426 1,724 1,008 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,515) -40 -200 4 -1,439 -1,406 -1,475 -1,602 -40 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 10.6 1.8 87.9 83.3 92.6 95.7 7.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 26 24 29 27 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,635 COMMITMENTS 1,128 0 176 5,900 6,623 7,204 6,799 1,431 1,836 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -469) -22 0 -50 -344 -326 -416 -376 -53 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.0 2.0 68.3 76.7 83.4 78.7 16.6 21.3 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,620 COMMITMENTS 4,138 2,624 156 7,312 9,100 11,606 11,880 1,014 740 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -414) 58 68 20 -454 -436 -376 -348 -38 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 20.8 1.2 57.9 72.1 92.0 94.1 8.0 5.9 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,156 COMMITMENTS 378 2,332 884 10,862 9,106 12,124 12,322 1,032 834 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -738) 100 -108 -106 -873 -504 -879 -718 141 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 17.7 6.7 82.6 69.2 92.2 93.7 7.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 18 17 21 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,624 COMMITMENTS 0 0 0 58,624 58,624 58,624 58,624 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,211) 0 0 0 -3,211 -3,211 -3,211 -3,211 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 19 15 19 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 966,448 COMMITMENTS 0 0 0 966,448 966,448 966,448 966,448 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -37,217) 0 0 0 -37,217 -37,217 -37,217 -37,217 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,041 COMMITMENTS 0 0 0 27,041 27,041 27,041 27,041 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,113) 0 0 0 -1,113 -1,113 -1,113 -1,113 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,190 COMMITMENTS 42 0 0 100,893 100,956 100,935 100,956 255 234 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,783) 42 0 0 -6,825 -6,762 -6,783 -6,762 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 17 29 18 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,396,074 COMMITMENTS 3,920 0 0 1392154 1396074 1396074 1396074 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -100,144) 3,920 0 0 -104,064 -100,144 -100,144 -100,144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 17 24 18 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,136 COMMITMENTS 5,377 2,665 7,800 50,959 53,671 64,136 64,136 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,310) -315 -210 0 -1,995 -2,100 -2,310 -2,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 4.2 12.2 79.5 83.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 2 27 21 31 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,138,181 COMMITMENTS 50,425 94,050 37,710 1050046 1006421 1138181 1138181 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -54,528) -7,376 -3,840 -2,304 -44,848 -48,384 -54,528 -54,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 8.3 3.3 92.3 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 29 23 33 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,848 COMMITMENTS 0 3,767 0 49,721 45,550 49,721 49,317 127 531 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,045) 0 -21 0 -3,024 -3,003 -3,024 -3,024 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.0 99.7 91.4 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 18 15 18 17 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,651 COMMITMENTS 0 6,165 200 24,324 18,286 24,524 24,651 127 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.0 0.8 98.7 74.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 13 14 14 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,420 COMMITMENTS 1,905 5,735 0 40,942 37,685 42,847 43,420 573 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,171) 425 0 -105 -3,470 -3,066 -3,150 -3,171 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 13.2 0.0 94.3 86.8 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 14 16 16 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,253 COMMITMENTS 381 974 176 13,781 13,849 14,338 14,999 915 254 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -840) -63 0 0 -756 -798 -819 -798 -21 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.4 1.2 90.3 90.8 94.0 98.3 6.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 15 15 17 16 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,261 COMMITMENTS 212 1,067 0 11,922 10,918 12,134 11,985 127 276 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -714) -42 -63 0 -651 -630 -693 -693 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 8.7 0.0 97.2 89.0 99.0 97.7 1.0 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 840,312 COMMITMENTS 0 60,185 23,400 816,912 756,727 840,312 840,312 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -53,760) 0 -6,912 0 -53,760 -46,848 -53,760 -53,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 2.8 97.2 90.1 100.0 100.0 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,233 COMMITMENTS 23,850 111,095 12,000 927,383 840,138 963,233 963,233 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -43,008) -3,840 3,840 -3,840 -35,328 -43,008 -43,008 -43,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 11.5 1.2 96.3 87.2 100.0 100.0 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 515,402 COMMITMENTS 179,370 0 56,920 279,112 458,482 515,402 515,402 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -30,888) -27,648 0 -1,920 -1,320 -28,968 -30,888 -30,888 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 0.0 11.0 54.2 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 14 12 16 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,744 COMMITMENTS 0 7,032 0 140,744 133,712 140,744 140,744 0 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -11,136) 0 -384 0 -11,136 -10,752 -11,136 -11,136 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.0 100.0 95.0 100.0 100.0 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,853 COMMITMENTS 2,216 122 35 26,119 28,171 28,370 28,328 483 525 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 743) 0 0 0 740 743 740 743 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.4 0.1 90.5 97.6 98.3 98.2 1.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 1 36 33 39 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,050 COMMITMENTS 1,067 0 0 5,632 6,595 6,699 6,595 351 455 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -861) -30 -26 0 -820 -930 -850 -956 -11 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.0 0.0 79.9 93.5 95.0 93.5 5.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 15 14 17 14 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,898 COMMITMENTS 233 1,527 86 8,324 6,757 8,643 8,370 255 528 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -788) 143 -57 -15 -844 -643 -716 -715 -72 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 17.2 1.0 93.5 75.9 97.1 94.1 2.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 19 19 22 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,623 COMMITMENTS 945 0 0 8,563 9,068 9,508 9,068 115 555 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -900) -65 0 0 -825 -791 -890 -791 -10 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 0.0 89.0 94.2 98.8 94.2 1.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 20 18 21 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,432,999 COMMITMENTS 319,921 188,338 402,152 643,391 777,352 1365464 1367842 67,535 65,157 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 837) 24,350 5,600 -8,356 -6,720 5,367 9,274 2,611 -8,437 -1,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 13.1 28.1 44.9 54.2 95.3 95.5 4.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 105 100 145 93 95 280 274 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,464 COMMITMENTS 61,879 19,586 880 89,812 121,137 152,571 141,603 39,893 50,861 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -9,860) -2,200 -271 -404 -5,501 -9,172 -8,105 -9,847 -1,755 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 10.2 0.5 46.7 62.9 79.3 73.6 20.7 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 6 6 17 19 26 28 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,570 COMMITMENTS 768 1,275 275 13,510 13,020 14,553 14,570 17 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,955) -300 695 -845 -2,810 -3,805 -3,955 -3,955 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 8.8 1.9 92.7 89.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 3 24 21 28 27 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,834 COMMITMENTS 4,158 10,831 6,096 74,475 66,124 84,729 83,051 3,105 4,783 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,867) -644 293 1,642 1,249 -65 2,247 1,870 -380 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 12.3 6.9 84.8 75.3 96.5 94.6 3.5 5.4 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,900 COMMITMENTS 2,428 1,848 7,573 31,225 31,830 41,226 41,251 2,674 2,649 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,312) -371 0 1,326 1,062 781 2,017 2,107 295 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.2 17.3 71.1 72.5 93.9 94.0 6.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 5 14 14 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,140 COMMITMENTS 1,350 0 0 2,745 4,086 4,095 4,086 45 54 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,060) -550 0 0 -545 -1,060 -1,095 -1,060 35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 0.0 0.0 66.3 98.7 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 12 13 12 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,905 COMMITMENTS 3,585 5,454 8,032 11,111 9,561 22,728 23,047 3,177 2,858 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,059) -928 -560 197 48 -703 -683 -1,066 -376 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 21.1 31.0 42.9 36.9 87.7 89.0 12.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 6 6 10 10 19 19 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,487 COMMITMENTS 0 0 0 17,477 17,487 17,477 17,487 10 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 526) 0 0 0 516 526 516 526 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,977 COMMITMENTS 13,376 8,793 522 6,671 11,040 20,569 20,355 1,408 1,622 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 331) 674 553 7 -512 -281 169 279 162 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 40.0 2.4 30.4 50.2 93.6 92.6 6.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 50 54 10 23 28 79 90 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 49,442 COMMITMENTS 34,947 14,919 305 9,158 31,651 44,410 46,875 5,032 2,567 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -907) 193 -1,038 -200 -654 844 -661 -394 -246 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.7 30.2 0.6 18.5 64.0 89.8 94.8 10.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 79 42 7 21 31 104 76 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,521 COMMITMENTS 83,196 19,072 34,019 119,069 185,147 236,284 238,238 17,237 15,283 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -28,208) 578 -2,968 -4,233 -24,535 -17,377 -28,190 -24,578 -18 -3,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 7.5 13.4 47.0 73.0 93.2 94.0 6.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 56 31 44 69 91 145 151 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,603 COMMITMENTS 2,010 0 1,180 7,903 8,663 11,093 9,843 4,510 5,760 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -4,558) -5,697 0 995 1,245 -6,198 -3,457 -5,203 -1,101 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.0 7.6 50.7 55.5 71.1 63.1 28.9 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 9 13 13 14 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,869 COMMITMENTS 66 1,941 204 7,439 5,537 7,709 7,682 160 187 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,728) -4 -299 0 -1,651 -1,359 -1,655 -1,658 -73 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 24.7 2.6 94.5 70.4 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 1 27 29 28 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,893 COMMITMENTS 1,000 75 113 45,273 46,590 46,386 46,778 507 115 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -9,183) -1,525 75 63 -7,676 -9,343 -9,138 -9,205 -45 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.2 0.2 96.5 99.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 1 2 38 30 42 32 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,156 COMMITMENTS 309 0 0 29,727 30,156 30,036 30,156 120 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,769) -41 0 0 -2,788 -2,769 -2,829 -2,769 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.6 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 20 20 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,595 COMMITMENTS 300 4,890 150 10,965 6,555 11,415 11,595 180 0 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,339) -50 -1,123 0 -2,289 -1,216 -2,339 -2,339 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 42.2 1.3 94.6 56.5 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 1 25 21 26 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,418 COMMITMENTS 2,487 223 6,792 27,119 29,241 36,398 36,256 20 162 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,140) -2,211 223 5 -2,899 -5,286 -5,105 -5,058 -35 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.6 18.7 74.5 80.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 3 6 40 48 49 57 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,927 COMMITMENTS 278 6,136 0 9,313 3,446 9,591 9,582 336 345 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -117) 0 27 0 -213 -124 -213 -97 96 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 61.8 0.0 93.8 34.7 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 20 14 22 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,144 COMMITMENTS 2,284 1,954 25 7,727 8,062 10,036 10,041 108 103 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,949) -114 152 -205 -1,720 -1,896 -2,039 -1,949 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 19.3 0.2 76.2 79.5 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 5 1 24 22 29 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,847 COMMITMENTS 11,270 1,624 618 15,867 25,786 27,755 28,028 1,092 819 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,842) -261 -234 -153 -1,641 -1,602 -2,055 -1,989 213 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 5.6 2.1 55.0 89.4 96.2 97.2 3.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 8 6 3 24 32 33 40 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,653 COMMITMENTS 540 276 3,735 15,162 15,612 19,437 19,623 216 30 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 326) 10 10 -20 336 341 326 331 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.4 19.0 77.1 79.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 4 14 15 18 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,743 COMMITMENTS 2,494 265 624 18,092 19,387 21,210 20,276 1,533 2,467 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,120) -898 265 130 -2,054 -2,942 -2,822 -2,547 -298 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 1.2 2.7 79.5 85.2 93.3 89.2 6.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 2 18 23 22 26
Updated July 3, 2012