GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,040 COMMITMENTS 559 586 1,050 34,864 35,251 36,473 36,887 567 153 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,938) 77 181 -7 2,887 2,714 2,957 2,888 -19 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.6 2.8 94.1 95.2 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 3 1 35 41 36 45 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,688 COMMITMENTS 0 0 0 12,428 12,608 12,428 12,608 260 80 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 275) 0 0 0 255 270 255 270 20 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 99.4 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 22 29 22 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,187 COMMITMENTS 197 306 737 13,102 13,002 14,036 14,045 1,151 1,142 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 233) -1 67 2 397 338 398 407 -165 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.0 4.9 86.3 85.6 92.4 92.5 7.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 37 38 41 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,702 COMMITMENTS 589 65 94 5,348 5,880 6,031 6,039 671 663 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 159) -43 0 60 131 9 148 69 11 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.0 1.4 79.8 87.7 90.0 90.1 10.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 2 3 43 48 47 53 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,570 COMMITMENTS 0 135 0 6,140 5,807 6,140 5,942 430 628 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 295) 0 5 0 365 311 365 316 -70 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 93.5 88.4 93.5 90.4 6.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 20 20 20 21 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,884 COMMITMENTS 0 698 288 4,635 4,634 4,923 5,620 961 264 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 304) 0 -18 23 192 287 215 292 89 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.9 4.9 78.8 78.8 83.7 95.5 16.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 18 22 19 24 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,090 COMMITMENTS 0 43 60 1,695 1,544 1,755 1,647 335 443 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 112) 0 -60 60 76 342 136 342 -24 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 2.9 81.1 73.9 84.0 78.8 16.0 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 17 17 18 19 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,542 COMMITMENTS 155 0 22 1,824 1,984 2,001 2,006 541 536 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 208) 5 0 -10 210 174 205 164 3 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.9 71.8 78.0 78.7 78.9 21.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 23 22 25 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,326 COMMITMENTS 0 0 0 10,257 10,296 10,257 10,296 69 30 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 565) 0 0 0 643 565 643 565 -78 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 21 18 21 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,291 COMMITMENTS 0 458 150 6,734 6,659 6,884 7,267 407 24 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 337) 0 0 0 396 396 396 396 -59 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 2.1 92.4 91.3 94.4 99.7 5.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 15 17 16 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,733 COMMITMENTS 0 1,195 463 19,170 18,075 19,633 19,733 100 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,696) 0 140 0 1,696 1,556 1,696 1,696 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 2.3 97.1 91.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 28 24 29 25 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,906 COMMITMENTS 40,211 30,927 56,585 181,966 206,245 278,762 293,757 39,144 24,149 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 5,170) 1,125 -6,264 2,228 93 10,683 3,446 6,647 1,724 -1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 9.7 17.8 57.2 64.9 87.7 92.4 12.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 39 32 44 78 76 145 128 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,586 COMMITMENTS 134 2,789 229 11,101 8,479 11,464 11,497 122 89 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 415) -75 337 25 463 51 413 413 2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 24.1 2.0 95.8 73.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 5 3 40 36 43 43 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,230 COMMITMENTS 670 1,500 100 15,460 14,600 16,230 16,200 0 30 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -110) 0 0 0 -110 -110 -110 -110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 9.2 0.6 95.3 90.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 1 23 28 26 30 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,280 COMMITMENTS 975 605 1,575 11,730 12,100 14,280 14,280 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 375) -600 0 375 600 0 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 4.2 11.0 82.1 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 12 14 15 16 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,344 COMMITMENTS 420 817 85 2,371 2,054 2,876 2,956 468 388 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -2) 0 0 0 0 0 0 0 -2 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 24.4 2.5 70.9 61.4 86.0 88.4 14.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 3 10 11 14 15 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,239 COMMITMENTS 225 0 0 11,825 12,955 12,050 12,955 1,189 284 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 45) 225 0 0 3 -3 228 -3 -183 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 89.3 97.9 91.0 97.9 9.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 23 17 24 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,076,707 COMMITMENTS 232,567 299,042 375,117 394,424 364,439 1002108 1038598 74,599 38,109 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -35,545) -3,630 -10,255 -51,644 19,906 27,302 -35,368 -34,597 -177 -948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 27.8 34.8 36.6 33.8 93.1 96.5 6.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 104 116 153 76 67 279 250 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 28,336 COMMITMENTS 297 3,660 898 24,209 17,924 25,404 22,482 2,932 5,854 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 70) -342 -303 113 474 391 245 201 -175 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 12.9 3.2 85.4 63.3 89.7 79.3 10.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 11 13 12 16 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 98,870 COMMITMENTS 14,806 46,123 22,453 58,076 28,061 95,335 96,637 3,535 2,233 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 12,959) -728 3,713 8,524 4,840 1,022 12,636 13,259 323 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 46.7 22.7 58.7 28.4 96.4 97.7 3.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 10 12 18 18 32 33 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,205 COMMITMENTS 0 329 2,062 49,251 45,420 51,313 47,811 4,892 8,394 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 108) 0 0 0 330 0 330 0 -222 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 3.7 87.6 80.8 91.3 85.1 8.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 16 16 17 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,678,204 COMMITMENTS 476,701 85,348 775,577 1397292 1793242 2649570 2654167 28,634 24,037 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 34,708) 11,158 28,886 -5,574 29,975 8,979 35,559 32,291 -851 2,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 3.2 29.0 52.2 67.0 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 36 13 40 96 83 144 125 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,278,023 COMMITMENTS 173,269 104,125 341,139 761,060 825,055 1275468 1270319 2,555 7,704 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 34,021) 31,266 -36,454 -27,030 29,695 91,667 33,931 28,183 90 5,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 8.1 26.7 59.5 64.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 16 31 42 40 80 74 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,242 COMMITMENTS 4,846 6,746 3,771 4,265 2,356 12,882 12,873 360 369 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 3,363) 906 2,347 685 1,565 790 3,156 3,822 207 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 50.9 28.5 32.2 17.8 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 15 18 7 6 26 27 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,005 COMMITMENTS 2,910 1,735 1,510 1,215 2,175 5,635 5,420 370 585 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 450) 145 230 90 185 75 420 395 30 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 28.9 25.1 20.2 36.2 93.8 90.3 6.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 9 12 5 5 18 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,487 COMMITMENTS 1,385 2,447 304 20,566 19,438 22,255 22,189 232 298 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,258) 370 9 -56 953 1,327 1,267 1,280 -9 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 10.9 1.4 91.5 86.4 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 4 4 33 43 40 48 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,495 COMMITMENTS 32 0 105 1,709 1,702 1,846 1,807 649 688 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 50) -9 0 -11 127 0 107 -11 -57 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 4.2 68.5 68.2 74.0 72.4 26.0 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 21 19 22 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,693 COMMITMENTS 137 168 31 919 1,002 1,087 1,201 606 492 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 74) 4 4 10 75 64 89 78 -15 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 9.9 1.8 54.3 59.2 64.2 70.9 35.8 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 20 19 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 64,738 COMMITMENTS 9,011 229 5,397 48,923 58,052 63,331 63,678 1,407 1,060 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 101) 0 0 0 100 101 100 101 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.4 8.3 75.6 89.7 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 4 35 31 41 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,490 COMMITMENTS 568 604 2,430 12,252 12,958 15,250 15,992 1,240 498 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 26) -24 -160 80 -30 106 26 26 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.7 14.7 74.3 78.6 92.5 97.0 7.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 19 17 22 20 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,454 COMMITMENTS 264 1,120 36 6,507 5,929 6,807 7,085 1,647 1,369 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -12) 0 0 0 0 0 0 0 -12 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 13.2 0.4 77.0 70.1 80.5 83.8 19.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 16 15 18 18 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,360 COMMITMENTS 3,818 400 566 8,213 12,127 12,597 13,093 763 267 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 3.0 4.2 61.5 90.8 94.3 98.0 5.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 18 21 21 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,064 COMMITMENTS 552 1,880 538 19,702 19,746 20,792 22,164 2,272 900 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 8.2 2.3 85.4 85.6 90.1 96.1 9.9 3.9 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 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,811 COMMITMENTS 1,194 0 116 6,011 6,688 7,321 6,804 1,490 2,007 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 1.3 68.2 75.9 83.1 77.2 16.9 22.8 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 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,899 COMMITMENTS 3,470 2,406 154 7,283 8,669 10,907 11,229 992 670 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0) -10 0 0 0 0 -10 0 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 20.2 1.3 61.2 72.9 91.7 94.4 8.3 5.6 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 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,484 COMMITMENTS 298 2,390 840 10,365 8,846 11,503 12,076 981 408 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 192) 0 40 28 20 128 48 196 144 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 19.1 6.7 83.0 70.9 92.1 96.7 7.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 18 16 20 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,191 COMMITMENTS 0 0 0 56,191 56,191 56,191 56,191 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 556) 0 0 0 556 556 556 556 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: 27) 0 0 0 21 15 21 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,563 COMMITMENTS 0 0 0 933,563 933,563 933,563 933,563 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,524) 0 0 0 9,524 9,524 9,524 9,524 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 17 17 17 17 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,151 COMMITMENTS 0 0 0 25,151 25,151 25,151 25,151 0 0 CHANGES FROM 08/07/12 (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 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 93,717 COMMITMENTS 0 0 0 93,462 93,504 93,462 93,504 255 213 CHANGES FROM 08/07/12 (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: 36) 0 0 0 17 28 17 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,286,634 COMMITMENTS 1,880 0 0 1284754 1286634 1286634 1286634 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 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 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,043 COMMITMENTS 3,109 135 9,290 53,644 56,618 66,043 66,043 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.2 14.1 81.2 85.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 28 22 32 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,242,830 COMMITMENTS 40,309 111,290 17,643 1184878 1113897 1242830 1242830 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 93,184) 0 -2,080 0 93,184 95,264 93,184 93,184 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 9.0 1.4 95.3 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 1 28 25 32 28 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,185 COMMITMENTS 0 3,934 0 50,079 45,741 50,079 49,675 106 510 CHANGES FROM 08/07/12 (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 7.8 0.0 99.8 91.1 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 18 14 18 16 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,352 COMMITMENTS 0 5,745 200 22,046 16,407 22,246 22,352 106 0 CHANGES FROM 08/07/12 (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 25.7 0.9 98.6 73.4 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 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,049 COMMITMENTS 1,060 5,630 0 38,437 34,419 39,497 40,049 552 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0) -2,400 0 0 2,400 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 14.1 0.0 96.0 85.9 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 16 17 17 18 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,748 COMMITMENTS 12,034 0 530 14,184 26,218 26,748 26,748 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -230) 1,275 0 -740 -765 510 -230 -230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 0.0 2.0 53.0 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 10 14 12 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,865 COMMITMENTS 318 1,182 19 14,634 14,452 14,971 15,653 894 212 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 230 0 230 0 -230 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 7.5 0.1 92.2 91.1 94.4 98.7 5.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 16 16 18 17 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,758 COMMITMENTS 170 920 0 12,482 11,583 12,652 12,503 106 255 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.2 0.0 97.8 90.8 99.2 98.0 0.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 16 9 17 11 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,900 COMMITMENTS 0 53,177 23,400 818,500 765,323 841,900 841,900 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 3,008) 0 -72 0 3,008 3,080 3,008 3,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 2.8 97.2 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 20 15 21 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 969,508 COMMITMENTS 19,770 119,050 7,920 941,818 842,538 969,508 969,508 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,360) -50,151 0 0 59,511 9,360 9,360 9,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 12.3 0.8 97.1 86.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 15 16 17 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 524,781 COMMITMENTS 150,258 0 64,171 310,352 460,610 524,781 524,781 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,080) -2,080 0 2,080 2,080 0 2,080 2,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 0.0 12.2 59.1 87.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 15 14 17 16 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 137,456 COMMITMENTS 0 5,808 0 137,456 131,648 137,456 137,456 0 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,360) 0 0 0 9,360 9,360 9,360 9,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 100.0 95.8 100.0 100.0 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 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,968 COMMITMENTS 2,216 0 0 25,240 27,576 27,456 27,576 512 392 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 475) 0 0 0 482 474 482 474 -7 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 0.0 90.2 98.6 98.2 98.6 1.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 37 34 39 34 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,136 COMMITMENTS 660 0 0 5,186 5,801 5,846 5,801 290 335 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 -5 10 -5 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.0 0.0 84.5 94.5 95.3 94.5 4.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 15 15 16 15 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,987 COMMITMENTS 258 1,575 66 8,348 6,728 8,672 8,369 315 618 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 173) 75 0 -56 124 184 143 128 30 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 17.5 0.7 92.9 74.9 96.5 93.1 3.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 22 19 24 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,465 COMMITMENTS 820 0 0 9,330 9,900 10,150 9,900 315 565 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -105) 0 0 0 -145 -104 -145 -104 40 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.0 0.0 89.2 94.6 97.0 94.6 3.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 19 20 19 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,592 COMMITMENTS 132 0 0 5,075 5,464 5,207 5,464 385 128 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 61) 102 0 0 -11 148 91 148 -30 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 90.8 97.7 93.1 97.7 6.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 17 16 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,469,908 COMMITMENTS 340,551 147,169 425,976 632,977 830,593 1399504 1403738 70,404 66,170 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 20,291) -8,164 2,953 1,296 22,114 15,518 15,246 19,767 5,045 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 10.0 29.0 43.1 56.5 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 120 92 148 89 94 281 278 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,085 COMMITMENTS 53,718 18,389 946 87,577 118,791 142,241 138,126 42,844 46,959 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 306) 210 189 -18 75 -91 267 80 39 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 9.9 0.5 47.3 64.2 76.9 74.6 23.1 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 4 18 20 26 27 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,203 COMMITMENTS 886 1,340 200 15,032 14,541 16,118 16,081 85 122 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 295) 25 0 0 220 270 245 270 50 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 8.3 1.2 92.8 89.7 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 4 2 22 24 27 29 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,788 COMMITMENTS 5,728 9,968 5,817 73,530 66,723 85,075 82,508 2,713 5,280 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,180) 496 502 150 -115 233 531 885 649 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 11.4 6.6 83.8 76.0 96.9 94.0 3.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 5 7 21 19 30 27 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,953 COMMITMENTS 2,752 2,198 4,257 29,677 30,265 36,686 36,720 2,267 2,233 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,821) 988 450 -163 830 1,318 1,655 1,605 166 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 5.6 10.9 76.2 77.7 94.2 94.3 5.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 2 15 15 20 19 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,796 COMMITMENTS 948 2,596 304 38,269 28,143 39,521 31,043 23,275 31,753 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.1 0.5 60.9 44.8 62.9 49.4 37.1 50.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 14 14 16 17 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,959 COMMITMENTS 450 0 0 2,464 2,896 2,914 2,896 45 63 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -400) -400 0 0 0 -400 -400 -400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.0 0.0 83.3 97.9 98.5 97.9 1.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 12 12 14 12 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,836 COMMITMENTS 1,632 6,588 9,099 15,129 9,325 25,860 25,012 2,976 3,824 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 153) -252 -887 150 733 650 631 -87 -478 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 22.8 31.6 52.5 32.3 89.7 86.7 10.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 9 9 10 10 20 23 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,007 COMMITMENTS 14,009 9,318 806 7,871 12,325 22,686 22,449 1,321 1,558 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -197) 53 221 114 -362 -628 -195 -293 -2 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 38.8 3.4 32.8 51.3 94.5 93.5 5.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 54 52 9 24 31 82 91 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,074 COMMITMENTS 37,101 18,574 1,313 9,152 30,579 47,566 50,466 6,508 3,608 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 828) 581 1,009 154 -285 -671 450 492 378 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.6 34.3 2.4 16.9 56.6 88.0 93.3 12.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 100 48 18 25 33 133 94 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,486 COMMITMENTS 95,728 24,717 33,997 115,288 200,044 245,013 258,758 23,473 9,728 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,529) 4,078 1,026 -2,867 6,468 11,303 7,679 9,462 850 -933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 9.2 12.7 42.9 74.5 91.3 96.4 8.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 77 21 51 73 90 170 148 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,389 COMMITMENTS 6,659 0 93 4,602 10,810 11,354 10,903 4,035 4,486 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 467) 42 0 30 58 248 130 278 337 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 0.0 0.6 29.9 70.2 73.8 70.8 26.2 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 0 2 9 18 15 20 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,645 COMMITMENTS 62 3,067 300 9,149 6,098 9,511 9,465 134 180 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 439) 0 164 50 464 300 514 514 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 31.8 3.1 94.9 63.2 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 2 31 24 33 29 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,915 COMMITMENTS 1,518 25 0 41,139 42,807 42,657 42,832 258 83 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 191) 218 0 0 70 191 288 191 -97 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.1 0.0 95.9 99.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 1 0 40 32 44 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,614 COMMITMENTS 590 0 0 27,874 28,614 28,464 28,614 150 0 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 750) 200 0 0 550 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.4 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 22 19 24 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,330 COMMITMENTS 450 6,310 150 13,550 7,820 14,150 14,280 180 50 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 500) 0 200 0 500 250 500 450 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 44.0 1.0 94.6 54.6 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 1 27 20 29 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,272 COMMITMENTS 2,538 5,952 5,409 35,220 31,781 43,167 43,142 105 130 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,824) 627 442 146 2,019 2,236 2,792 2,824 32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 13.8 12.5 81.4 73.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 4 6 45 44 56 51 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,729 COMMITMENTS 196 4,686 21 8,213 4,001 8,430 8,708 299 21 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 63) 0 64 0 63 -1 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 53.7 0.2 94.1 45.8 96.6 99.8 3.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 21 14 24 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,953 COMMITMENTS 1,829 2,017 585 9,416 9,042 11,830 11,644 123 309 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 589) 254 59 34 313 496 601 589 -12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 16.9 4.9 78.8 75.6 99.0 97.4 1.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 3 26 25 33 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,356 COMMITMENTS 10,188 1,852 320 14,931 23,677 25,439 25,849 917 507 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,217) 90 -50 100 1,027 1,167 1,217 1,217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 7.0 1.2 56.7 89.8 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 5 5 27 32 35 40 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,719 COMMITMENTS 2,110 286 3,775 15,618 17,633 21,503 21,694 216 25 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 720) 720 0 0 0 720 720 720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.3 17.4 71.9 81.2 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 5 13 13 18 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,114 COMMITMENTS 1,328 1,550 317 19,190 18,840 20,835 20,707 2,279 2,407 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 958) -24 1,238 110 855 1,034 941 2,382 17 -1,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 6.7 1.4 83.0 81.5 90.1 89.6 9.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 18 23 21 27
Updated August 17, 2012