GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,271 COMMITMENTS 571 150 985 37,049 38,041 38,605 39,176 666 95 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -920) -251 -143 65 -726 -809 -912 -887 -8 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.4 2.5 94.3 96.9 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 1 2 37 42 39 44 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,155 COMMITMENTS 0 0 0 15,857 16,055 15,857 16,055 298 100 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 405) 0 0 0 390 409 390 409 15 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 99.4 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 22 28 22 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,143 COMMITMENTS 55 251 1,098 12,732 12,698 13,885 14,047 1,258 1,096 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,090) -8 -29 127 891 974 1,010 1,072 80 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.7 7.3 84.1 83.9 91.7 92.8 8.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 2 5 42 45 47 51 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,258 COMMITMENTS 715 65 38 5,814 6,581 6,567 6,684 691 574 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 344) 108 30 0 291 346 399 376 -55 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.9 0.5 80.1 90.7 90.5 92.1 9.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 2 2 46 51 50 55 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,076 COMMITMENTS 0 125 0 5,564 5,393 5,564 5,518 512 558 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2) 0 35 0 43 10 43 45 -45 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 91.6 88.8 91.6 90.8 8.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 20 20 20 21 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,865 COMMITMENTS 0 617 289 3,768 3,621 4,057 4,527 808 338 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 255) 0 69 -35 302 229 267 263 -12 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.7 5.9 77.5 74.4 83.4 93.1 16.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 21 24 23 26 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,213 COMMITMENTS 65 24 120 1,363 1,637 1,548 1,781 665 432 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 131) -40 -19 39 108 93 107 113 24 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.1 5.4 61.6 74.0 70.0 80.5 30.0 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 15 17 17 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,264 COMMITMENTS 0 0 0 12,105 12,234 12,105 12,234 159 30 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 780) 0 0 0 780 780 780 780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 99.8 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 25 15 25 15 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,771 COMMITMENTS 0 531 0 6,272 6,026 6,272 6,557 499 214 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 764) 0 0 0 715 718 715 718 49 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.0 92.6 89.0 92.6 96.8 7.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 16 15 16 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,676 COMMITMENTS 0 1,721 348 18,208 16,607 18,556 18,676 120 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 651) 0 -110 0 651 761 651 651 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.2 1.9 97.5 88.9 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 28 23 29 24 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 324,307 COMMITMENTS 41,102 45,115 49,089 198,956 197,948 289,147 292,152 35,160 32,155 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,339) 801 1,906 -5,326 8,230 7,703 3,705 4,283 -366 -944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 13.9 15.1 61.3 61.0 89.2 90.1 10.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 35 39 43 77 73 141 131 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,289 COMMITMENTS 180 1,833 8 10,971 9,379 11,159 11,220 130 69 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 516) 50 -13 0 466 529 516 516 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 16.2 0.1 97.2 83.1 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 5 1 38 38 40 44 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,305 COMMITMENTS 695 1,500 100 16,510 15,675 17,305 17,275 0 30 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 975) 140 0 100 975 875 1,215 975 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 8.7 0.6 95.4 90.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 1 24 28 27 30 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,628 COMMITMENTS 0 0 0 10,309 10,948 10,309 10,948 1,319 680 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 453) 0 0 0 453 36 453 36 0 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.7 94.2 88.7 94.2 11.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 15 20 15 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,526 COMMITMENTS 0 0 0 1,510 1,516 1,510 1,516 16 10 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 210) 0 0 0 310 200 310 200 -100 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 99.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 13 16 13 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,117,917 COMMITMENTS 234,178 310,222 399,425 417,344 369,036 1050947 1078683 66,970 39,234 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,759) 1,085 -4,659 6,562 -4,005 1,331 3,642 3,234 -1,883 -1,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 27.8 35.7 37.3 33.0 94.0 96.5 6.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 112 111 151 73 66 284 240 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,598 COMMITMENTS 639 5,763 624 28,997 21,534 30,260 27,921 3,338 5,677 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0) 10 0 -10 0 0 0 -10 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 17.2 1.9 86.3 64.1 90.1 83.1 9.9 16.9 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 80,203 COMMITMENTS 15,736 44,064 14,069 47,657 20,267 77,462 78,400 2,741 1,803 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 248) 200 -346 101 137 493 438 248 -190 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 54.9 17.5 59.4 25.3 96.6 97.8 3.4 2.2 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,920 COMMITMENTS 0 433 2,351 54,157 50,644 56,508 53,428 5,412 8,492 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -40) 0 -755 -133 -38 34 -171 -854 131 814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 3.8 87.5 81.8 91.3 86.3 8.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 16 17 18 19 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,678,613 COMMITMENTS 464,766 45,031 800,087 1384483 1810525 2649336 2655643 29,277 22,970 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 19,850) -4,200 391 13,350 13,594 7,262 22,744 21,003 -2,894 -1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 1.7 29.9 51.7 67.6 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 38 12 41 96 84 143 128 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,314,034 COMMITMENTS 192,560 124,220 382,907 735,011 804,999 1310478 1312126 3,556 1,908 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10,288) -2,459 381 4,345 8,295 5,696 10,181 10,422 107 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 9.5 29.1 55.9 61.3 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 23 19 33 44 41 81 79 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,298 COMMITMENTS 3,606 4,369 1,662 2,392 1,435 7,660 7,466 638 832 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,075) 240 430 210 490 210 940 850 135 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 52.7 20.0 28.8 17.3 92.3 90.0 7.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 10 13 5 4 19 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,532 COMMITMENTS 257 2,185 113 22,850 20,853 23,220 23,151 312 381 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,828) 22 38 30 1,751 1,735 1,803 1,803 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 9.3 0.5 97.1 88.6 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 5 3 31 44 36 50 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,658 COMMITMENTS 130 39 35 898 1,124 1,063 1,198 595 460 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 83) 6 0 0 90 69 96 69 -13 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 2.4 2.1 54.2 67.8 64.1 72.3 35.9 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 15 18 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 67,935 COMMITMENTS 11,980 328 4,725 49,463 61,352 66,168 66,405 1,767 1,530 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,357) -500 20 450 1,382 1,127 1,332 1,597 25 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.5 7.0 72.8 90.3 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 3 34 32 39 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,533 COMMITMENTS 518 1,334 2,404 13,373 13,241 16,295 16,979 1,238 554 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 48) 0 0 0 148 48 148 48 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 7.6 13.7 76.3 75.5 92.9 96.8 7.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 3 21 17 24 20 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,569 COMMITMENTS 293 1,108 60 6,441 6,059 6,794 7,227 1,775 1,342 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 81) -3 0 0 -155 -47 -158 -47 239 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 12.9 0.7 75.2 70.7 79.3 84.3 20.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 15 14 17 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,964 COMMITMENTS 3,676 732 540 7,978 11,316 12,194 12,588 770 376 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 380) 0 0 0 600 260 600 260 -220 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 5.6 4.2 61.5 87.3 94.1 97.1 5.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 18 19 21 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,622 COMMITMENTS 698 2,480 418 20,539 19,716 21,655 22,614 1,967 1,008 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 188) 0 0 0 -55 188 -55 188 243 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 10.5 1.8 86.9 83.5 91.7 95.7 8.3 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,777 COMMITMENTS 1,134 0 176 5,964 6,621 7,274 6,797 1,503 1,980 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 114) 6 0 0 60 114 66 114 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.0 2.0 68.0 75.4 82.9 77.4 17.1 22.6 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,660 COMMITMENTS 3,898 2,510 156 7,592 9,254 11,646 11,920 1,014 740 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -200) -240 -114 0 40 -86 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 19.8 1.2 60.0 73.1 92.0 94.2 8.0 5.8 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,038 COMMITMENTS 378 2,440 836 10,812 9,288 12,026 12,564 1,012 474 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -116) 0 90 -48 -68 -38 -116 4 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 18.7 6.4 82.9 71.2 92.2 96.4 7.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 18 17 20 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,910 COMMITMENTS 0 0 0 58,910 58,910 58,910 58,910 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 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: 26) 0 0 0 19 16 19 16 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 967,623 COMMITMENTS 0 0 0 967,623 967,623 967,623 967,623 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,175 1,175 1,175 1,175 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 07/17/12 | --------------------------------------------------------------| 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 07/10/12 (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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,445 COMMITMENTS 42 0 0 101,148 101,211 101,190 101,211 255 234 CHANGES FROM 07/10/12 (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 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,400,754 COMMITMENTS 3,920 0 0 1396834 1400754 1400754 1400754 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,271 COMMITMENTS 5,377 2,235 8,015 54,879 58,021 68,271 68,271 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,095) 0 0 0 4,095 4,350 4,095 4,350 0 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 3.3 11.7 80.4 85.0 100.0 100.0 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,143,962 COMMITMENTS 42,561 94,670 42,871 1058530 1006421 1143962 1143962 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,781) -7,864 620 5,161 8,484 0 5,781 5,781 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 8.3 3.7 92.5 88.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 2 29 23 34 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,078 COMMITMENTS 0 3,997 0 49,951 45,550 49,951 49,547 127 531 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 230) 0 230 0 230 0 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 0.0 99.7 91.0 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 07/17/12 | --------------------------------------------------------------| 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 07/10/12 (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 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 07/17/12 | --------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,295 COMMITMENTS 381 868 218 13,781 13,955 14,380 15,041 915 254 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.7 1.4 90.1 91.2 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 07/17/12 | --------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 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 07/17/12 | --------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 989,689 COMMITMENTS 31,758 111,095 12,000 945,931 866,594 989,689 989,689 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 23,320) 7,908 0 0 15,412 23,320 23,320 23,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 11.2 1.2 95.6 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 14 14 17 15 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 513,914 COMMITMENTS 179,674 0 52,456 281,784 461,458 513,914 513,914 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0) -4,160 0 0 4,160 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 0.0 10.2 54.8 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 15 12 17 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| 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 07/10/12 (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 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,841 COMMITMENTS 2,251 0 0 25,119 27,424 27,370 27,424 471 417 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10) 0 0 0 108 13 108 13 -98 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 90.2 98.5 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 0 0 36 32 39 32 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,897 COMMITMENTS 713 0 25 5,807 6,468 6,545 6,493 352 404 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -279) -354 0 25 25 -304 -304 -279 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.4 84.2 93.8 94.9 94.1 5.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 15 15 17 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,125 COMMITMENTS 239 1,575 77 8,524 6,930 8,840 8,582 285 543 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 76) 6 58 -6 46 24 46 76 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 17.3 0.8 93.4 75.9 96.9 94.0 3.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 20 19 23 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,030 COMMITMENTS 945 0 0 8,945 9,460 9,890 9,460 140 570 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 284) 0 0 0 269 269 269 269 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.0 0.0 89.2 94.3 98.6 94.3 1.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 19 21 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,403,473 COMMITMENTS 323,621 150,842 390,875 624,854 791,030 1339350 1332747 64,123 70,726 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -9,942) 8,214 -25,993 971 -14,929 8,747 -5,744 -16,275 -4,198 6,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 10.7 27.9 44.5 56.4 95.4 95.0 4.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 102 87 141 91 95 267 263 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,297 COMMITMENTS 57,441 19,973 823 91,370 121,923 149,634 142,719 45,663 52,578 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,540) 248 435 -75 1,471 381 1,644 741 -104 799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 10.2 0.4 46.8 62.4 76.6 73.1 23.4 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 6 5 18 19 26 28 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,345 COMMITMENTS 768 1,275 275 15,302 14,770 16,345 16,320 0 25 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,092 1,050 1,092 1,050 -17 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 7.8 1.7 93.6 90.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 4 3 26 23 30 29 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,399 COMMITMENTS 5,130 10,676 5,931 74,787 66,999 85,848 83,606 2,551 4,793 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 362) 444 -500 -123 342 997 663 374 -301 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 12.1 6.7 84.6 75.8 97.1 94.6 2.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 8 22 19 32 29 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,338 COMMITMENTS 2,065 1,798 4,702 28,264 28,320 35,031 34,820 2,307 2,518 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,753) -408 0 -1,974 -2,283 -2,804 -4,665 -4,778 -88 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.8 12.6 75.7 75.8 93.8 93.3 6.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 3 14 14 19 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,971 COMMITMENTS 2,769 4,785 8,197 11,684 9,639 22,650 22,621 3,321 3,350 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2,586) -418 -1,012 -987 -877 -372 -2,282 -2,371 -304 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 18.4 31.6 45.0 37.1 87.2 87.1 12.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 6 7 10 10 19 20 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,457 COMMITMENTS 0 0 0 17,457 17,457 17,457 17,457 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -50 -60 -50 -60 -10 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 16 12 16 12 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,056 COMMITMENTS 13,773 8,938 838 6,160 10,666 20,771 20,442 1,285 1,614 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -116) 54 -235 45 -230 165 -131 -25 15 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.4 40.5 3.8 27.9 48.4 94.2 92.7 5.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 53 55 12 24 30 85 95 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 49,929 COMMITMENTS 35,213 15,857 539 8,579 30,547 44,331 46,943 5,598 2,986 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,214) 761 1,102 206 -279 49 688 1,357 526 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 31.8 1.1 17.2 61.2 88.8 94.0 11.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 83 38 10 20 32 109 77 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,169 COMMITMENTS 80,627 20,412 33,010 126,905 192,870 240,542 246,292 18,627 12,877 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,595) -2,397 2,017 378 7,192 5,415 5,173 7,810 422 -2,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 7.9 12.7 49.0 74.4 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 62 31 44 79 93 160 156 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,139 COMMITMENTS 1,986 0 1,197 8,193 9,097 11,376 10,294 4,763 5,845 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 393) -149 0 17 242 411 110 428 283 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.0 7.4 50.8 56.4 70.5 63.8 29.5 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 3 9 13 13 16 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,301 COMMITMENTS 66 2,002 204 7,858 5,908 8,128 8,114 173 187 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 32) 0 -56 0 32 88 32 32 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 24.1 2.5 94.7 71.2 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 1 27 30 28 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,587 COMMITMENTS 1,050 500 37 48,937 49,951 50,024 50,488 563 99 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,560) 75 400 37 3,320 3,111 3,432 3,548 128 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.0 0.1 96.7 98.7 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 1 1 40 32 44 34 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,634 COMMITMENTS 452 0 0 32,062 32,634 32,514 32,634 120 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,545) 0 0 0 1,545 1,545 1,545 1,545 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.2 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 22 21 23 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,695 COMMITMENTS 300 5,740 150 12,065 6,805 12,515 12,695 180 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 800) 0 650 0 800 150 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 45.2 1.2 95.0 53.6 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 4 1 27 21 28 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,042 COMMITMENTS 2,061 2,326 7,472 32,470 32,103 42,003 41,901 39 141 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,565) 0 2,029 334 3,228 1,218 3,562 3,581 3 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.5 17.8 77.2 76.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 5 5 43 48 53 55 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,488 COMMITMENTS 278 6,305 0 9,874 4,162 10,152 10,467 336 21 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0) 0 -81 0 0 81 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 60.1 0.0 94.1 39.7 96.8 99.8 3.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 0 21 15 23 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,430 COMMITMENTS 1,381 2,090 535 9,406 8,659 11,322 11,284 108 146 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 514) -571 80 368 717 0 514 448 0 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 18.3 4.7 82.3 75.8 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 3 3 27 23 33 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,581 COMMITMENTS 12,326 2,755 180 14,935 24,909 27,441 27,844 1,140 737 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 58) 720 1,227 -477 -233 -649 10 101 48 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 9.6 0.6 52.3 87.2 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 5 2 24 33 32 40 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,079 COMMITMENTS 540 276 3,735 15,588 16,038 19,863 20,049 216 30 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 426) 0 0 0 426 426 426 426 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.4 18.6 77.6 79.9 98.9 99.9 1.1 0.1 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,569 COMMITMENTS 2,660 173 740 18,279 19,953 21,679 20,866 1,890 2,703 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,088) 358 0 0 333 821 691 821 397 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.7 3.1 77.6 84.7 92.0 88.5 8.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 4 17 24 22 28
Updated July 20, 2012