GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,513 COMMITMENTS 664 200 1,060 38,143 39,150 39,867 40,410 646 103 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,242) 93 50 75 1,094 1,109 1,262 1,234 -20 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.5 2.6 94.2 96.6 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 1 2 38 42 40 44 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,105 COMMITMENTS 0 0 0 15,807 16,009 15,807 16,009 298 96 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -46 -50 -46 0 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 99.4 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 23 28 23 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,486 COMMITMENTS 45 420 945 13,286 12,954 14,276 14,319 1,210 1,167 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 343) -10 169 -153 554 256 391 272 -48 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.7 6.1 85.8 83.6 92.2 92.5 7.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 2 3 43 44 46 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,604 COMMITMENTS 739 65 33 6,050 6,927 6,822 7,025 782 579 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 346) 24 0 -5 236 346 255 341 91 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.9 0.4 79.6 91.1 89.7 92.4 10.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 2 2 47 51 51 55 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,869 COMMITMENTS 0 125 0 6,376 6,205 6,376 6,330 493 539 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 793) 0 0 0 812 812 812 812 -19 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 92.8 90.3 92.8 92.2 7.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 21 21 21 22 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,295 COMMITMENTS 15 652 269 4,273 4,138 4,557 5,059 738 236 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 430) 15 35 -20 505 517 500 532 -70 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 12.3 5.1 80.7 78.1 86.1 95.5 13.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 21 25 24 28 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,238 COMMITMENTS 0 40 0 1,868 1,640 1,868 1,680 370 558 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 83.5 73.3 83.5 75.1 16.5 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 19 16 19 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,550 COMMITMENTS 65 31 136 1,617 1,859 1,818 2,026 732 524 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 337) 0 7 16 254 222 270 245 67 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.2 5.3 63.4 72.9 71.3 79.5 28.7 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 17 18 19 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,472 COMMITMENTS 0 0 0 12,313 12,442 12,313 12,442 159 30 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 208) 0 0 0 208 208 208 208 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: 28) 0 0 0 23 16 23 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,987 COMMITMENTS 0 531 150 6,284 6,091 6,434 6,772 553 215 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 216) 0 0 150 12 65 162 215 54 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 2.1 89.9 87.2 92.1 96.9 7.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 16 16 17 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,570 COMMITMENTS 0 1,646 423 19,027 17,501 19,450 19,570 120 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 894) 0 -75 75 819 894 894 894 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 2.2 97.2 89.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 304,333 COMMITMENTS 39,834 42,915 49,265 181,642 184,030 270,741 276,210 33,592 28,123 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -19,974) -1,268 -2,200 176 -17,314 -13,918 -18,406 -15,942 -1,568 -4,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 14.1 16.2 59.7 60.5 89.0 90.8 11.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 35 35 48 73 69 143 125 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,985 COMMITMENTS 205 2,077 8 11,542 9,730 11,755 11,815 230 170 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 696) 25 244 0 571 351 596 595 100 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 17.3 0.1 96.3 81.2 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 5 1 39 37 42 43 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,435 COMMITMENTS 695 1,500 100 16,640 15,805 17,435 17,405 0 30 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 130) 0 0 0 130 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 8.6 0.6 95.4 90.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 1 24 29 27 31 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,875 COMMITMENTS 2,250 555 1,250 12,375 14,070 15,875 15,875 0 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 3.5 7.9 78.0 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 11 14 14 16 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,323 COMMITMENTS 0 0 0 12,027 13,083 12,027 13,083 1,296 240 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,695) 0 0 0 1,718 2,135 1,718 2,135 -23 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.3 98.2 90.3 98.2 9.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 23 16 23 16 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (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 99.0 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,123,235 COMMITMENTS 242,714 315,089 419,750 390,047 348,028 1052511 1082867 70,724 40,368 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 5,318) 8,536 4,867 20,325 -27,297 -21,008 1,564 4,184 3,754 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 28.1 37.4 34.7 31.0 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 116 107 138 76 66 277 232 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,838 COMMITMENTS 639 5,763 864 28,997 21,534 30,500 28,161 3,338 5,677 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 240) 0 0 240 0 0 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 17.0 2.6 85.7 63.6 90.1 83.2 9.9 16.8 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 82,021 COMMITMENTS 15,986 42,208 14,270 48,540 23,600 78,796 80,078 3,225 1,943 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,818) 250 -1,856 201 883 3,333 1,334 1,678 484 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 51.5 17.4 59.2 28.8 96.1 97.6 3.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 8 14 17 18 32 34 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,697 COMMITMENTS 0 162 2,221 54,732 51,326 56,953 53,709 5,744 8,988 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 777) 0 -271 -130 575 682 445 281 332 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 3.5 87.3 81.9 90.8 85.7 9.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 16 17 17 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,732,249 COMMITMENTS 470,669 54,607 817,234 1417128 1837514 2705031 2709355 27,218 22,894 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 53,636) 5,903 9,576 17,147 32,645 26,989 55,695 53,712 -2,059 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 2.0 29.9 51.9 67.3 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 37 15 43 99 86 148 132 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,348,380 COMMITMENTS 186,583 132,101 415,947 743,559 798,749 1346089 1346797 2,291 1,583 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 34,346) -5,977 7,881 33,040 8,548 -6,250 35,611 34,671 -1,265 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 9.8 30.8 55.1 59.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 29 17 34 44 43 86 81 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,403 COMMITMENTS 3,525 4,489 2,569 2,727 1,730 8,821 8,788 582 615 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,105) -81 120 907 335 295 1,161 1,322 -56 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 47.7 27.3 29.0 18.4 93.8 93.5 6.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 13 15 5 4 21 21 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,177 COMMITMENTS 341 2,228 250 23,295 21,377 23,886 23,855 291 322 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 645) 84 43 137 445 524 666 704 -21 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 9.2 1.0 96.4 88.4 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 4 3 31 45 36 51 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,833 COMMITMENTS 151 91 30 1,159 1,275 1,340 1,396 493 437 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 175) 21 52 -5 261 151 277 198 -102 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 5.0 1.6 63.2 69.6 73.1 76.2 26.9 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 21 19 23 22 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 68,852 COMMITMENTS 11,920 348 4,725 50,427 62,249 67,072 67,322 1,780 1,530 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 917) -60 20 0 964 897 904 917 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 0.5 6.9 73.2 90.4 97.4 97.8 2.6 2.2 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,545 COMMITMENTS 488 1,346 2,434 13,385 13,201 16,307 16,981 1,238 564 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 12) -30 12 30 12 -40 12 2 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.7 13.9 76.3 75.2 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 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,994 COMMITMENTS 3,676 732 540 8,008 11,346 12,224 12,618 770 376 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 5.6 4.2 61.6 87.3 94.1 97.1 5.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 18 20 21 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,865 COMMITMENTS 578 2,480 538 20,891 19,863 22,007 22,881 1,858 984 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 243) -120 0 120 352 147 352 267 -109 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 10.4 2.3 87.5 83.2 92.2 95.9 7.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 27 25 30 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,877 COMMITMENTS 1,134 0 176 6,064 6,601 7,374 6,777 1,503 2,100 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 -20 100 -20 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 2.0 68.3 74.4 83.1 76.3 16.9 23.7 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,486 COMMITMENTS 3,562 2,390 180 7,712 9,176 11,454 11,746 1,032 740 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -174) -336 -120 24 120 -78 -192 -174 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 19.1 1.4 61.8 73.5 91.7 94.1 8.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 16 16 19 19 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,008 COMMITMENTS 378 2,362 866 10,848 9,186 12,092 12,414 916 594 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -30) 0 -78 30 36 -102 66 -150 -96 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 18.2 6.7 83.4 70.6 93.0 95.4 7.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 18 16 21 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (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: 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 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 16 16 16 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (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 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,404,138 COMMITMENTS 3,920 0 0 1400218 1404138 1404138 1404138 0 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,384) 0 0 0 3,384 3,384 3,384 3,384 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: 36) 1 0 0 18 24 19 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,147,346 COMMITMENTS 42,561 118,070 19,471 1085314 1009805 1147346 1147346 0 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,384) 0 23,400 -23,400 26,784 3,384 3,384 3,384 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 10.3 1.7 94.6 88.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 1 29 23 33 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,608 COMMITMENTS 0 3,997 0 51,481 47,080 51,481 51,077 127 531 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,530) 0 0 0 1,530 1,530 1,530 1,530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.0 99.8 91.2 99.8 99.0 0.2 1.0 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 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,186 COMMITMENTS 2,671 5,735 0 40,942 38,451 43,613 44,186 573 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 766) 766 0 0 0 766 766 766 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 13.0 0.0 92.7 87.0 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,805 COMMITMENTS 381 868 218 14,291 14,465 14,890 15,551 915 254 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.5 1.4 90.4 91.5 94.2 98.4 5.8 1.6 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,771 COMMITMENTS 212 1,067 0 12,432 11,428 12,644 12,495 127 276 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 8.4 0.0 97.3 89.5 99.0 97.8 1.0 2.2 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 868,392 COMMITMENTS 0 60,185 23,400 844,992 784,807 868,392 868,392 0 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 28,080) 0 0 0 28,080 28,080 28,080 28,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 2.7 97.3 90.4 100.0 100.0 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 993,244 COMMITMENTS 45,921 111,095 12,000 935,323 870,149 993,244 993,244 0 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,555) 14,163 0 0 -10,608 3,555 3,555 3,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 11.2 1.2 94.2 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 14 15 17 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 525,429 COMMITMENTS 179,674 0 62,091 283,664 463,338 525,429 525,429 0 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 11,515) 0 0 9,635 1,880 1,880 11,515 11,515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 0.0 11.8 54.0 88.2 100.0 100.0 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 07/24/12 | --------------------------------------------------------------| 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 07/17/12 (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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,916 COMMITMENTS 2,251 0 0 25,129 27,499 27,380 27,499 536 417 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 75) 0 0 0 10 75 10 75 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 90.0 98.5 98.1 98.5 1.9 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,894 COMMITMENTS 660 0 0 5,922 6,520 6,582 6,520 312 374 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -3) -53 0 -25 115 52 37 27 -40 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 0.0 85.9 94.6 95.5 94.6 4.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 16 16 17 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,424 COMMITMENTS 259 1,575 77 8,813 7,239 9,149 8,891 275 533 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 299) 20 0 0 289 309 309 309 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 16.7 0.8 93.5 76.8 97.1 94.3 2.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 21 19 24 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,356 COMMITMENTS 945 0 0 9,186 9,791 10,131 9,791 225 565 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 326) 0 0 0 241 331 241 331 85 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 88.7 94.5 97.8 94.5 2.2 5.5 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,389,039 COMMITMENTS 339,805 149,112 379,459 608,497 798,362 1327761 1326933 61,278 62,106 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -14,434) 16,184 -1,730 -11,416 -16,357 7,332 -11,589 -5,814 -2,845 -8,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 10.7 27.3 43.8 57.5 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 109 86 138 95 93 275 258 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,996 COMMITMENTS 58,220 20,570 733 92,403 123,163 151,356 144,466 45,640 52,530 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,699) 779 597 -90 1,033 1,240 1,722 1,747 -23 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 10.4 0.4 46.9 62.5 76.8 73.3 23.2 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 6 4 18 19 26 27 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,723 COMMITMENTS 796 1,275 275 15,652 15,148 16,723 16,698 0 25 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 378) 28 0 0 350 378 378 378 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 7.6 1.6 93.6 90.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 3 27 25 32 31 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,299 COMMITMENTS 4,980 9,466 6,150 72,884 65,754 84,014 81,370 2,285 4,929 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,100) -150 -1,210 219 -1,903 -1,245 -1,834 -2,236 -266 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 11.0 7.1 84.5 76.2 97.4 94.3 2.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 4 8 22 19 32 27 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,284 COMMITMENTS 1,615 1,798 4,923 28,439 28,160 34,977 34,881 2,307 2,403 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -54) -450 0 221 175 -160 -54 61 0 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.8 13.2 76.3 75.5 93.8 93.6 6.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 3 14 14 18 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,149 COMMITMENTS 1,350 0 0 2,754 4,086 4,104 4,086 45 63 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 9) 0 0 0 9 0 9 0 0 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 0.0 0.0 66.4 98.5 98.9 98.5 1.1 1.5 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,825 COMMITMENTS 2,847 6,093 8,196 12,373 8,980 23,416 23,269 3,409 3,556 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 854) 78 1,308 -1 689 -659 766 648 88 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 22.7 30.6 46.1 33.5 87.3 86.7 12.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 7 7 10 10 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,826 COMMITMENTS 13,877 9,661 920 7,698 11,367 22,495 21,948 1,331 1,878 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,770) 104 723 82 1,538 701 1,724 1,506 46 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 40.5 3.9 32.3 47.7 94.4 92.1 5.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 53 59 15 24 28 87 98 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 51,043 COMMITMENTS 35,936 17,372 542 9,080 29,551 45,558 47,465 5,485 3,578 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,114) 723 1,515 3 501 -996 1,227 522 -113 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.4 34.0 1.1 17.8 57.9 89.3 93.0 10.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 87 46 12 25 30 118 84 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,443 COMMITMENTS 87,103 17,666 31,985 127,099 205,723 246,187 255,374 21,256 12,069 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 8,274) 6,476 -2,746 -1,025 194 12,853 5,645 9,082 2,629 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 6.6 12.0 47.5 76.9 92.1 95.5 7.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 69 21 45 79 92 165 145 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,664 COMMITMENTS 2,764 0 1,097 7,945 10,565 11,806 11,662 4,858 5,002 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 525) 778 0 -100 -248 1,468 430 1,368 95 -843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 0.0 6.6 47.7 63.4 70.8 70.0 29.2 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 2 9 16 14 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,594 COMMITMENTS 66 2,313 250 8,105 5,835 8,421 8,398 173 196 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 293) 0 311 46 247 -73 293 284 0 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 26.9 2.9 94.3 67.9 98.0 97.7 2.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 1 28 31 29 35 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,998 COMMITMENTS 1,775 500 12 49,788 51,411 51,575 51,923 423 75 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,411) 725 0 -25 851 1,460 1,551 1,435 -140 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.0 0.0 95.7 98.9 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 1 1 42 33 46 35 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,789 COMMITMENTS 452 0 0 33,217 33,789 33,669 33,789 120 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,155) 0 0 0 1,155 1,155 1,155 1,155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.3 100.0 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,685 COMMITMENTS 450 6,990 150 13,905 7,545 14,505 14,685 180 0 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,990) 150 1,250 0 1,840 740 1,990 1,990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 47.6 1.0 94.7 51.4 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 5 1 27 21 29 27 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,823 COMMITMENTS 2,029 3,157 7,577 34,178 32,930 43,784 43,664 39 159 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,781) -32 831 105 1,708 827 1,781 1,763 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 7.2 17.3 78.0 75.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 5 5 43 49 53 56 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,738 COMMITMENTS 278 6,406 0 10,124 4,266 10,402 10,672 336 66 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 250) 0 101 0 250 104 250 205 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 59.7 0.0 94.3 39.7 96.9 99.4 3.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 21 16 23 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,417 COMMITMENTS 1,793 1,955 588 9,907 9,515 12,288 12,058 129 359 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 987) 412 -135 53 501 856 966 774 21 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 15.7 4.7 79.8 76.6 99.0 97.1 1.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 2 3 27 25 34 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,323 COMMITMENTS 12,129 2,645 227 15,926 25,813 28,282 28,685 1,041 638 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 742) -197 -110 47 991 904 841 841 -99 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 9.0 0.8 54.3 88.0 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 5 2 25 32 32 39 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,139 COMMITMENTS 540 276 3,735 15,648 16,098 19,923 20,109 216 30 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.4 18.5 77.7 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 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,097 COMMITMENTS 2,903 173 262 19,818 21,667 22,983 22,102 2,114 2,995 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,528) 243 0 -478 1,539 1,714 1,304 1,236 224 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.7 1.0 79.0 86.3 91.6 88.1 8.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 3 18 25 23 28
Updated July 27, 2012