IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 91,842 COMMITMENTS 6,432 766 3,971 81,388 87,051 91,791 91,788 51 54 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.8 4.3 88.6 94.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 3 9 13 14 17 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,477 COMMITMENTS 1,297 546 596 44,105 45,163 45,998 46,305 479 172 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,756) 108 -24 14 1,705 1,622 1,827 1,612 -71 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.2 1.3 94.9 97.2 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 4 2 41 44 43 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,771 COMMITMENTS 0 330 0 12,531 12,353 12,531 12,683 240 88 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 337) 0 330 0 357 32 357 362 -20 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.0 98.1 96.7 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 1 0 25 29 25 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,291 COMMITMENTS 259 363 833 13,895 13,904 14,987 15,100 1,304 1,191 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 465) 88 67 51 205 182 344 300 121 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.2 5.1 85.3 85.3 92.0 92.7 8.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 3 4 38 41 42 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,775 COMMITMENTS 671 65 275 6,047 6,652 6,993 6,992 782 783 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 482) 8 -5 72 289 283 369 350 113 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.8 3.5 77.8 85.6 89.9 89.9 10.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 2 6 45 47 52 54 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,168 COMMITMENTS 0 150 0 6,668 6,307 6,668 6,457 500 711 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 217) 0 5 0 202 234 202 239 15 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 93.0 88.0 93.0 90.1 7.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 21 22 21 23 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,851 COMMITMENTS 0 738 395 5,573 5,401 5,968 6,534 883 317 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 757) 0 70 25 665 600 690 695 67 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 5.8 81.3 78.8 87.1 95.4 12.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 1 21 25 22 29 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,613 COMMITMENTS 40 79 79 2,196 1,930 2,315 2,088 298 525 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 308) 20 -15 5 293 293 318 283 -10 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.0 3.0 84.0 73.9 88.6 79.9 11.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 21 18 25 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,956 COMMITMENTS 215 0 61 2,151 2,259 2,427 2,320 529 636 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 160) 72 0 4 102 72 178 76 -18 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 2.1 72.8 76.4 82.1 78.5 17.9 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 25 23 27 24 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,708 COMMITMENTS 0 0 0 11,639 11,678 11,639 11,678 69 30 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 127) 0 0 0 127 127 127 127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 18 22 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,728 COMMITMENTS 0 377 150 8,119 8,160 8,269 8,687 459 41 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 168) 0 0 0 136 158 136 158 32 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 1.7 93.0 93.5 94.7 99.5 5.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 19 18 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,820 COMMITMENTS 0 1,825 75 22,595 20,920 22,670 22,820 150 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,629) 0 -10 0 1,579 1,639 1,579 1,629 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 0.3 99.0 91.7 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 30 26 31 27 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 331,284 COMMITMENTS 51,468 37,307 46,928 186,163 220,985 284,559 305,220 46,725 26,064 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 14,029) 4,721 1,908 888 6,565 10,311 12,174 13,107 1,855 922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 11.3 14.2 56.2 66.7 85.9 92.1 14.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 45 28 35 68 72 137 113 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,870 COMMITMENTS 134 6,033 279 15,346 9,465 15,759 15,777 111 93 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,589) 0 1,178 0 1,600 402 1,600 1,580 -11 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 38.0 1.8 96.7 59.6 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 1 7 4 42 39 46 49 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,180 COMMITMENTS 505 1,860 180 16,495 15,110 17,180 17,150 0 30 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -430) -65 360 -20 -345 -770 -430 -430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 10.8 1.0 96.0 88.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 1 22 26 25 29 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,975 COMMITMENTS 50 705 1,475 10,450 9,795 11,975 11,975 0 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,305) -925 100 -100 -1,280 -2,305 -2,305 -2,305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.9 12.3 87.3 81.8 100.0 100.0 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,352 COMMITMENTS 420 824 85 2,381 2,024 2,886 2,933 466 419 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -6) 0 0 0 0 -27 0 -27 -6 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 24.6 2.5 71.0 60.4 86.1 87.5 13.9 12.5 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,461 COMMITMENTS 525 150 0 14,785 16,133 15,310 16,283 1,151 178 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 988) 0 0 0 1,112 1,112 1,112 1,112 -124 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.9 0.0 89.8 98.0 93.0 98.9 7.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 23 20 25 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,101,920 COMMITMENTS 246,921 337,313 382,360 398,664 334,429 1027945 1054102 73,975 47,818 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 21,506) -6,868 4,673 23,436 2,940 -13,793 19,508 14,316 1,998 7,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 30.6 34.7 36.2 30.3 93.3 95.7 6.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 106 106 141 73 62 263 239 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| 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 17,684 25,404 22,242 2,932 6,094 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -240 0 -240 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 12.9 3.2 85.4 62.4 89.7 78.5 10.3 21.5 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 92,161 COMMITMENTS 15,245 44,178 20,274 53,347 26,026 88,866 90,478 3,295 1,683 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -9,460) 396 -6,975 681 -10,178 -2,954 -9,101 -9,248 -359 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 47.9 22.0 57.9 28.2 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 9 11 19 20 33 33 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,159 COMMITMENTS 0 355 2,036 46,033 42,314 48,069 44,705 4,090 7,454 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,918) 0 -2 -146 -4,226 -3,974 -4,372 -4,122 -546 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 3.9 88.3 81.1 92.2 85.7 7.8 14.3 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,567,405 COMMITMENTS 508,884 90,366 714,259 1315936 1742324 2539079 2546949 28,326 20,456 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -114,970) 6,016 -21,085 -38,449 -81,206 -54,372 -113,639 -113,906 -1,331 -1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 3.5 27.8 51.3 67.9 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 37 13 41 93 82 141 126 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,155,943 COMMITMENTS 118,728 102,264 312,830 720,561 738,423 1152119 1153517 3,824 2,426 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -157,765) -92,806 -197 -30,914 -33,625 -126,795 -157,345 -157,906 -420 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.8 27.1 62.3 63.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 22 21 31 41 39 83 71 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,460 COMMITMENTS 495 0 0 5,200 5,485 5,695 5,485 765 975 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -605) -510 -165 -60 -35 -620 -605 -845 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 0.0 80.5 84.9 88.2 84.9 11.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 13 15 15 15 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,884 COMMITMENTS 4,998 7,558 3,401 5,830 3,121 14,229 14,080 655 804 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 509) 200 185 -71 435 300 564 414 -55 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 50.8 22.9 39.2 21.0 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 16 17 7 6 25 26 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,585 COMMITMENTS 2,990 2,055 1,595 1,625 2,320 6,210 5,970 375 615 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 225) 0 -180 155 70 105 225 80 0 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 31.2 24.2 24.7 35.2 94.3 90.7 5.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 10 12 6 6 19 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,916 COMMITMENTS 1,462 2,031 369 16,907 16,197 18,738 18,597 178 319 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,355) 0 -326 44 -4,320 -4,032 -4,276 -4,314 -79 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 10.7 2.0 89.4 85.6 99.1 98.3 0.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 5 6 32 42 42 49 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,985 COMMITMENTS 222 0 165 1,812 2,112 2,199 2,277 786 708 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 165) 41 0 39 131 110 211 149 -46 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 5.5 60.7 70.8 73.7 76.3 26.3 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 19 20 20 21 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,110 COMMITMENTS 86 415 97 1,395 1,263 1,578 1,775 532 335 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 210) 14 107 -29 292 258 277 336 -67 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 19.7 4.6 66.1 59.9 74.8 84.1 25.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 25 25 27 28 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,889 COMMITMENTS 5,407 376 4,874 48,403 53,606 58,684 58,856 1,205 1,033 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -6,687) -4,514 147 -163 -1,825 -6,641 -6,502 -6,657 -185 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.6 8.1 80.8 89.5 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 3 34 31 40 34 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,755 COMMITMENTS 1,058 222 2,012 11,471 12,985 14,541 15,219 1,214 536 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,005) 490 -544 -330 -1,071 -97 -911 -971 -94 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 1.4 12.8 72.8 82.4 92.3 96.6 7.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 20 18 23 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,991 COMMITMENTS 0 1,278 18 6,240 5,416 6,258 6,712 1,733 1,279 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -603) -264 -22 -18 -431 -473 -713 -513 110 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.0 0.2 78.1 67.8 78.3 84.0 21.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 16 15 17 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,721 COMMITMENTS 3,652 440 430 7,778 11,382 11,860 12,252 861 469 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -591) 44 40 -226 -459 -607 -641 -793 50 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 3.5 3.4 61.1 89.5 93.2 96.3 6.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 20 20 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,565 COMMITMENTS 406 1,680 658 18,220 18,317 19,284 20,655 2,281 910 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,451) -26 -200 0 -1,410 -1,261 -1,436 -1,461 -15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 7.8 3.1 84.5 84.9 89.4 95.8 10.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 26 25 29 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,543 COMMITMENTS 1,364 0 66 5,598 6,961 7,028 7,027 1,515 1,516 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -456) 50 0 -50 -481 -323 -481 -373 25 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 0.0 0.8 65.5 81.5 82.3 82.3 17.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 16 16 17 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,435 COMMITMENTS 3,120 2,422 128 6,945 8,165 10,193 10,715 1,242 720 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -704) -110 -104 -26 -410 -504 -546 -634 -158 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 21.2 1.1 60.7 71.4 89.1 93.7 10.9 6.3 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,006 COMMITMENTS 218 2,154 840 9,664 8,646 10,722 11,640 1,284 366 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -570) -80 -472 0 -885 -176 -965 -648 395 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 17.9 7.0 80.5 72.0 89.3 97.0 10.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 17 15 19 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,238 COMMITMENTS 0 0 0 52,900 53,238 52,900 53,238 338 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,583) 0 0 0 -3,921 -3,583 -3,921 -3,583 338 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 16 20 16 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 893,481 COMMITMENTS 0 0 0 893,481 893,481 893,481 893,481 0 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -42,065) 0 0 0 -42,065 -42,065 -42,065 -42,065 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 16 17 16 17 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,368 COMMITMENTS 0 0 0 85,113 85,178 85,113 85,178 255 190 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -8,349) 0 0 0 -8,349 -8,326 -8,349 -8,326 0 -23 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 16 28 16 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,173,458 COMMITMENTS 0 0 0 1173458 1173458 1173458 1173458 0 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -113,176) -1,880 0 0 -111,296 -113,176 -113,176 -113,176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 17 23 17 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,709 COMMITMENTS 1,975 580 7,685 51,794 53,444 61,454 61,709 255 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,334) -1,134 445 -1,605 -1,850 -3,174 -4,589 -4,334 255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.9 12.5 83.9 86.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 27 21 30 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,227,214 COMMITMENTS 38,805 107,530 15,387 1173022 1104297 1227214 1227214 0 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -62,416) -1,504 -3,760 -2,256 -58,656 -56,400 -62,416 -62,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 8.8 1.3 95.6 90.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 1 28 26 32 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,232 COMMITMENTS 0 3,750 0 48,149 43,972 48,149 47,722 83 510 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,228) 0 -184 0 -3,205 -3,044 -3,205 -3,228 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.0 99.8 91.2 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 18 14 18 16 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,968 COMMITMENTS 830 5,515 0 37,609 33,453 38,439 38,968 529 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,315) -230 -115 0 -2,062 -2,200 -2,292 -2,315 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 14.2 0.0 96.5 85.8 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 16 20 17 21 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,641 COMMITMENTS 11,193 0 530 13,918 24,856 25,641 25,386 0 255 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,657) -2,116 0 0 -1,541 -3,912 -3,657 -3,912 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 0.0 2.1 54.3 96.9 100.0 99.0 0.0 1.0 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,817 COMMITMENTS 249 1,577 19 13,678 13,055 13,946 14,651 871 166 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,219) -69 -115 0 -1,127 -1,058 -1,196 -1,173 -23 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 10.6 0.1 92.3 88.1 94.1 98.9 5.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 15 14 17 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,220 COMMITMENTS 0 46,785 23,400 767,820 721,035 791,220 791,220 0 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -50,680) 0 -6,392 0 -50,680 -44,288 -50,680 -50,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 3.0 97.0 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 20 13 21 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 935,820 COMMITMENTS 16,010 122,810 4,160 915,650 808,850 935,820 935,820 0 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -43,048) -3,760 3,760 -3,760 -35,528 -43,048 -43,048 -43,048 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 13.1 0.4 97.8 86.4 100.0 100.0 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 500,805 COMMITMENTS 101,666 0 87,571 311,568 413,234 500,805 500,805 0 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -47,376) -25,192 0 0 -22,184 -47,376 -47,376 -47,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 0.0 17.5 62.2 82.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 16 13 18 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,654 COMMITMENTS 1,856 0 0 30,295 32,232 32,151 32,232 503 422 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,185) -176 0 0 1,361 1,185 1,185 1,185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.0 92.8 98.7 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 36 35 38 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,125 COMMITMENTS 660 0 0 4,262 4,889 4,922 4,889 203 236 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -936) 0 0 0 -969 -882 -969 -882 33 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.0 0.0 83.2 95.4 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 14 15 14 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,080 COMMITMENTS 293 1,275 46 8,466 7,359 8,805 8,680 275 400 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -473) 10 0 -10 -503 -380 -503 -390 30 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 14.0 0.5 93.2 81.0 97.0 95.6 3.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 25 21 27 24 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,281 COMMITMENTS 755 0 0 9,240 9,839 9,995 9,839 286 442 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -598) -65 0 0 -519 -556 -584 -556 -14 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 89.9 95.7 97.2 95.7 2.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 19 21 20 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,204 COMMITMENTS 132 25 0 4,740 5,055 4,872 5,080 332 124 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -482) 0 25 0 -435 -507 -435 -482 -47 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.5 0.0 91.1 97.1 93.6 97.6 6.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 17 18 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,531,823 COMMITMENTS 374,147 135,555 426,796 652,677 901,929 1453620 1464280 78,203 67,543 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 20,509) -5,483 5,187 11,434 5,851 1,924 11,802 18,545 8,707 1,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 8.8 27.9 42.6 58.9 94.9 95.6 5.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 123 92 152 87 95 279 286 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,644 COMMITMENTS 57,243 18,133 1,665 81,619 108,360 140,527 128,158 40,117 52,486 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -9,633) -1,474 -1,555 301 -8,303 -11,086 -9,476 -12,340 -157 2,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 10.0 0.9 45.2 60.0 77.8 70.9 22.2 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 5 5 17 19 25 27 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,678 COMMITMENTS 1,726 445 200 16,727 18,008 18,653 18,653 25 25 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -886) 0 -895 0 -779 99 -779 -796 -107 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.4 1.1 89.6 96.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 2 21 23 26 26 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,897 COMMITMENTS 6,292 10,714 7,589 76,752 70,384 90,633 88,687 3,264 5,210 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 563) 106 0 901 -354 -273 653 628 -90 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 11.4 8.1 81.7 75.0 96.5 94.5 3.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 10 21 19 33 30 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,577 COMMITMENTS 4,878 2,198 6,877 32,794 35,515 44,549 44,590 2,028 1,987 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 196) -117 50 392 -136 -203 139 239 57 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 4.7 14.8 70.4 76.3 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 5 16 16 23 23 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,648 COMMITMENTS 734 417 150 2,653 3,015 3,537 3,582 111 66 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 290) 284 0 150 -210 140 224 290 66 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 11.4 4.1 72.7 82.6 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 12 11 15 14 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,216 COMMITMENTS 2,763 4,843 8,860 12,540 10,378 24,163 24,081 4,053 4,135 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -460) -341 -1,708 -198 -250 1,301 -789 -605 329 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 17.2 31.4 44.4 36.8 85.6 85.3 14.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 8 8 10 10 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,901 COMMITMENTS 13,330 4,939 222 4,584 13,904 18,136 19,065 1,765 836 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,829) -11 -599 -520 -1,373 -586 -1,904 -1,705 75 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 24.8 1.1 23.0 69.9 91.1 95.8 8.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 61 30 7 20 32 86 67 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,977 COMMITMENTS 40,880 10,397 606 6,496 41,053 47,982 52,056 6,995 2,921 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 519) 810 -1,010 -239 -457 1,425 114 176 405 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.4 18.9 1.1 11.8 74.7 87.3 94.7 12.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 94 30 15 21 38 123 78 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,399 COMMITMENTS 107,315 40,150 31,944 119,300 201,444 258,559 273,538 25,840 10,861 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 9,202) 2,790 5,070 1,840 4,417 4,650 9,047 11,560 155 -2,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 14.1 11.2 41.9 70.8 90.9 96.2 9.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 89 20 53 67 84 178 144 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,815 COMMITMENTS 7,163 0 47 4,944 11,486 12,154 11,533 3,661 4,282 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,380) -1,368 0 -36 -532 -1,800 -1,936 -1,836 -444 -544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 0.0 0.3 31.3 72.6 76.9 72.9 23.1 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 2 10 17 15 19 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,623 COMMITMENTS 0 0 0 22,959 21,855 22,959 21,855 664 1,768 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 92.5 97.2 92.5 2.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 14 13 14 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,495 COMMITMENTS 7,211 1,200 2,403 11,805 17,046 21,419 20,649 1,076 1,846 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,140) 1,791 0 -1,147 -2,527 441 -1,883 -706 -257 -1,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 5.3 10.7 52.5 75.8 95.2 91.8 4.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 12 17 14 19 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,988 COMMITMENTS 62 5,515 348 13,458 7,984 13,868 13,847 120 141 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,293) 0 972 35 1,258 286 1,293 1,293 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 39.4 2.5 96.2 57.1 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 5 4 36 30 40 37 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,523 COMMITMENTS 1,818 0 0 43,447 45,440 45,265 45,440 258 83 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,208) 0 0 0 2,303 2,208 2,303 2,208 -95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 95.4 99.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 0 0 41 30 45 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,651 COMMITMENTS 590 0 0 26,911 27,651 27,501 27,651 150 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,848) 0 0 0 -3,848 -3,848 -3,848 -3,848 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.3 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 24 20 26 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,005 COMMITMENTS 450 6,760 150 14,225 8,095 14,825 15,005 180 0 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 575) 0 400 0 575 275 575 675 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 45.1 1.0 94.8 53.9 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 1 28 20 30 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,382 COMMITMENTS 2,625 6,900 5,491 34,106 29,905 42,222 42,296 160 86 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,112) 82 827 -926 -3,266 -3,899 -4,110 -3,998 -2 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 16.3 13.0 80.5 70.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 6 5 6 46 43 55 52 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,631 COMMITMENTS 135 2,884 71 7,181 4,595 7,387 7,550 244 81 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,407) 39 -1,552 -50 -1,341 135 -1,352 -1,467 -55 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 37.8 0.9 94.1 60.2 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 21 13 24 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,759 COMMITMENTS 1,656 1,999 340 9,691 9,131 11,687 11,470 72 289 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,924) -132 -974 -227 -1,460 -703 -1,819 -1,904 -105 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 17.0 2.9 82.4 77.7 99.4 97.5 0.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 3 27 24 31 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,385 COMMITMENTS 8,576 1,446 314 13,644 21,065 22,534 22,825 851 560 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,044) -1,819 -35 19 -1,181 -2,866 -2,981 -2,882 -63 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 6.2 1.3 58.3 90.1 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 5 4 27 32 35 40 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,769 COMMITMENTS 2,710 286 3,775 16,068 18,683 22,553 22,744 216 25 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 1.3 16.6 70.6 82.1 99.1 99.9 0.9 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 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,380 COMMITMENTS 3,609 812 244 20,289 21,846 24,142 22,902 1,238 2,478 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -575) 188 -687 1 -245 243 -56 -443 -519 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 3.2 1.0 79.9 86.1 95.1 90.2 4.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 3 17 22 23 25
Updated September 4, 2012