IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 95,474 COMMITMENTS 130 2,152 2,876 92,468 90,446 95,474 95,474 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 768) 0 175 -175 943 768 768 768 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.3 3.0 96.9 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 3 10 13 16 17 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,021 COMMITMENTS 0 1,435 988 38,646 37,548 39,634 39,971 387 50 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -7,116) -699 690 -542 -5,810 -7,211 -7,051 -7,063 -65 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 2.5 96.6 93.8 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 3 2 36 37 38 40 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,866 COMMITMENTS 0 80 0 6,669 6,566 6,669 6,646 197 220 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,386) 0 80 0 -3,336 -3,620 -3,336 -3,540 -50 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 97.1 95.6 97.1 96.8 2.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 20 23 20 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,687 COMMITMENTS 383 205 651 11,521 11,918 12,555 12,774 1,132 913 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,887) -165 -154 37 -1,597 -1,595 -1,725 -1,712 -162 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.5 4.8 84.2 87.1 91.7 93.3 8.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 4 36 40 40 45 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,338 COMMITMENTS 323 175 356 5,025 5,059 5,704 5,590 634 748 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,174) -126 95 -120 -847 -1,085 -1,093 -1,110 -81 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.8 5.6 79.3 79.8 90.0 88.2 10.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 5 40 44 46 52 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,850 COMMITMENTS 0 0 0 5,362 5,382 5,362 5,382 488 468 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -774) 0 -50 -5 -757 -646 -762 -701 -12 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 92.0 91.7 92.0 8.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 20 18 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,155 COMMITMENTS 105 658 19 5,337 5,200 5,461 5,877 694 278 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,157) 0 72 -271 -871 -972 -1,142 -1,171 -15 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 10.7 0.3 86.7 84.5 88.7 95.5 11.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 21 26 23 28 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,826 COMMITMENTS 180 57 43 1,258 1,427 1,481 1,527 345 299 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -830) 45 5 -45 -754 -730 -754 -770 -76 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 3.1 2.4 68.9 78.1 81.1 83.6 18.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 17 17 20 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,725 COMMITMENTS 0 0 0 5,548 5,695 5,548 5,695 177 30 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,103) 0 0 0 -3,211 -3,103 -3,211 -3,103 108 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 99.5 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 16 16 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,163 COMMITMENTS 0 231 150 8,652 8,745 8,802 9,126 361 37 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -266) 0 -73 0 -209 -198 -209 -271 -57 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 1.6 94.4 95.4 96.1 99.6 3.9 0.4 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 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,883 COMMITMENTS 0 395 213 22,610 22,275 22,823 22,883 60 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,007) 0 -1,014 -1 -2,986 -1,992 -2,987 -3,007 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.9 98.8 97.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 26 25 27 26 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 322,021 COMMITMENTS 53,870 29,073 55,702 171,192 215,471 280,764 300,246 41,257 21,775 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,491) 3,889 -5,343 2,760 -11,051 -2,117 -4,402 -4,700 -2,089 -1,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 9.0 17.3 53.2 66.9 87.2 93.2 12.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 47 28 47 74 79 150 134 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,743 COMMITMENTS 83 7,259 404 10,210 2,983 10,697 10,646 46 97 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,874) 35 -142 25 -2,928 -2,710 -2,868 -2,827 -6 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 67.6 3.8 95.0 27.8 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 8 5 33 24 39 35 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,680 COMMITMENTS 375 1,500 75 15,230 14,075 15,680 15,650 0 30 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,095) -130 0 0 -965 -1,095 -1,095 -1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 9.6 0.5 97.1 89.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 21 22 23 24 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,841 COMMITMENTS 525 150 0 17,649 17,858 18,174 18,008 667 833 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 146) 0 0 0 234 -178 234 -178 -88 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.8 0.0 93.7 94.8 96.5 95.6 3.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 25 20 27 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,147,792 COMMITMENTS 251,022 304,927 425,702 395,929 379,208 1072653 1109837 75,139 37,955 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 80,716) 18,066 -21,572 53,761 5,780 49,179 77,607 81,368 3,109 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 26.6 37.1 34.5 33.0 93.5 96.7 6.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 128 106 144 78 66 300 242 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,487 COMMITMENTS 26,441 48,273 18,136 51,552 31,807 96,129 98,216 3,358 1,271 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,416) 7,483 6,562 -12,482 -5,914 -3,818 -10,913 -9,738 497 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 48.5 18.2 51.8 32.0 96.6 98.7 3.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 8 14 19 19 36 33 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,490,757 COMMITMENTS 489,473 62,873 689,523 1278919 1716217 2457915 2468613 32,842 22,144 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -96,350) -14,455 -60,864 -400 -86,277 -38,361 -101,132 -99,625 4,782 3,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 2.5 27.7 51.3 68.9 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 34 17 41 89 83 137 128 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,791 COMMITMENTS 73,175 167,518 232,705 687,706 596,765 993,586 996,988 8,205 4,803 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -234,153) -89,095 18,923 -80,916 -69,088 -174,636 -239,099 -236,629 4,946 2,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 16.7 23.2 68.6 59.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 25 21 32 40 38 82 74 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,895 COMMITMENTS 855 0 90 5,125 6,045 6,070 6,135 825 760 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 195) 270 0 90 -120 110 240 200 -45 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 1.3 74.3 87.7 88.0 89.0 12.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 1 13 17 16 18 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 7,924 COMMITMENTS 410 630 70 7,303 7,011 7,783 7,711 141 213 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 8.0 0.9 92.2 88.5 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 14 14 16 17 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,711 COMMITMENTS 6,081 9,358 3,308 7,867 4,046 17,256 16,712 455 999 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 418) -41 1,345 -338 702 -554 323 453 95 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 52.8 18.7 44.4 22.8 97.4 94.4 2.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 15 19 10 9 30 32 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,170 COMMITMENTS 3,555 3,845 1,740 3,550 2,950 8,845 8,535 325 635 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -15) 85 -735 90 -125 655 50 10 -65 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 41.9 19.0 38.7 32.2 96.5 93.1 3.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 11 13 8 7 23 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,831 COMMITMENTS 1,946 1,788 252 12,440 12,399 14,638 14,439 193 392 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,496) 106 -222 -193 -5,480 -5,234 -5,567 -5,649 71 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 12.1 1.7 83.9 83.6 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 5 5 32 36 42 44 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,940 COMMITMENTS 259 0 123 1,810 2,276 2,192 2,399 748 541 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -346) 51 0 -27 -432 -304 -408 -331 62 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.0 4.2 61.6 77.4 74.6 81.6 25.4 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 16 16 17 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,666 COMMITMENTS 78 578 30 958 706 1,066 1,314 600 352 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -180) 49 -8 4 -273 -123 -220 -127 40 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 34.7 1.8 57.5 42.4 64.0 78.9 36.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 19 14 22 16 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,871 COMMITMENTS 2,531 747 5,444 49,662 51,375 57,637 57,566 1,234 1,305 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,555) -2,368 75 90 66 -2,946 -2,212 -2,781 -343 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.3 9.2 84.4 87.3 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 3 32 30 38 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,686 COMMITMENTS 1,194 56 1,980 11,330 13,052 14,504 15,088 1,182 598 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -525) 160 56 -196 -549 -539 -585 -679 60 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.4 12.6 72.2 83.2 92.5 96.2 7.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 20 17 23 20 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,289 COMMITMENTS 0 1,506 128 6,796 5,362 6,924 6,996 1,365 1,293 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -116) 0 348 -10 42 -500 32 -162 -148 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 1.5 82.0 64.7 83.5 84.4 16.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 18 15 19 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,107 COMMITMENTS 3,390 440 310 7,693 10,989 11,393 11,739 714 368 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -588) -102 0 0 -355 -583 -457 -583 -131 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 3.6 2.6 63.5 90.8 94.1 97.0 5.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 16 20 19 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,461 COMMITMENTS 330 1,480 658 17,204 17,243 18,192 19,381 2,269 1,080 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,452) -76 -200 0 -1,164 -1,210 -1,240 -1,410 -212 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 7.2 3.2 84.1 84.3 88.9 94.7 11.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 23 23 26 26 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,554 COMMITMENTS 1,290 0 120 5,649 7,043 7,059 7,163 1,495 1,391 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -375) 46 0 -66 -245 -328 -265 -394 -110 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.0 1.4 66.0 82.3 82.5 83.7 17.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 16 19 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,428 COMMITMENTS 1,186 2,144 1,690 7,805 7,653 10,681 11,487 1,747 941 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 791) -1,502 -8 1,430 790 -572 718 850 73 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 17.3 13.6 62.8 61.6 85.9 92.4 14.1 7.6 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 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,896 COMMITMENTS 248 2,270 796 9,111 8,364 10,155 11,430 1,741 466 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -434) 30 -288 -44 -397 -182 -411 -514 -23 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 19.1 6.7 76.6 70.3 85.4 96.1 14.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 18 15 20 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,250 COMMITMENTS 0 0 0 55,250 55,250 55,250 55,250 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,287) 0 0 0 -2,949 -3,287 -2,949 -3,287 -338 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: 28) 0 0 0 20 15 20 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 906,113 COMMITMENTS 0 0 0 906,113 906,113 906,113 906,113 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -41,600) 0 0 0 -41,600 -41,600 -41,600 -41,600 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 17 20 17 20 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,250 COMMITMENTS 0 0 0 78,995 79,079 78,995 79,079 255 171 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,118) 0 0 0 -6,118 -6,099 -6,118 -6,099 0 -19 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 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,058,226 COMMITMENTS 0 0 0 1058226 1058226 1058226 1058226 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -115,232) 0 0 0 -115,232 -115,232 -115,232 -115,232 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: 34) 0 0 0 18 23 18 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,297 COMMITMENTS 5,520 0 4,900 49,622 55,397 60,042 60,297 255 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,687) 1,575 0 -2,090 -2,172 -597 -2,687 -2,687 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 8.1 82.3 91.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 27 22 30 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,406 COMMITMENTS 39,741 105,450 12,891 1108774 1043065 1161406 1161406 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -66,560) 936 -2,080 -2,496 -65,000 -61,984 -66,560 -66,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 9.1 1.1 95.5 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 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 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,390 COMMITMENTS 0 3,593 0 45,326 41,287 45,326 44,880 64 510 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,214) 0 -19 0 -3,195 -3,195 -3,195 -3,214 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 0.0 99.9 91.0 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 14 19 16 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,546 COMMITMENTS 640 5,420 0 37,396 33,126 38,036 38,546 510 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,442) -190 -95 0 -1,233 -1,347 -1,423 -1,442 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 14.1 0.0 97.0 85.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 15 19 16 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,319 COMMITMENTS 7,104 0 1,805 15,410 22,514 24,319 24,319 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,812) -1,539 0 0 -1,273 -2,812 -2,812 -2,812 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 0.0 7.4 63.4 92.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 11 16 13 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,464 COMMITMENTS 192 1,759 0 13,420 12,577 13,612 14,336 852 128 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -608) -57 19 -19 -513 -570 -589 -570 -19 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 12.2 0.0 92.8 87.0 94.1 99.1 5.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 13 17 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049 COMMITMENTS 0 37,633 23,400 698,649 661,016 722,049 722,049 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -69,171) 0 -9,152 0 -69,171 -60,019 -69,171 -69,171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 19 13 20 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 913,873 COMMITMENTS 11,850 126,970 0 902,023 786,903 913,873 913,873 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -37,232) -4,160 4,160 -4,160 -28,912 -37,232 -37,232 -37,232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 13.9 0.0 98.7 86.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 16 17 17 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 455,101 COMMITMENTS 72,490 461 82,950 299,661 371,690 455,101 455,101 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -48,672) -23,251 461 -4,621 -20,800 -44,512 -48,672 -48,672 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.1 18.2 65.8 81.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 14 13 16 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,215 COMMITMENTS 2,175 0 0 30,549 32,865 32,724 32,865 491 350 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 564) 0 0 0 521 578 521 578 43 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.0 92.0 98.9 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 36 38 38 38 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,395 COMMITMENTS 156 675 46 8,897 8,251 9,099 8,972 296 423 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -669) -52 0 0 -608 -587 -660 -587 -9 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 7.2 0.5 94.7 87.8 96.8 95.5 3.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 1 23 21 25 24 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,295 COMMITMENTS 930 0 0 10,155 11,221 11,085 11,221 210 74 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -532) -65 0 0 -589 -539 -654 -539 122 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.0 89.9 99.3 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 20 20 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,865 COMMITMENTS 138 25 0 4,316 4,643 4,454 4,668 411 197 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -467) 0 0 0 -531 -531 -531 -531 64 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.5 0.0 88.7 95.4 91.6 96.0 8.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 16 15 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,556,877 COMMITMENTS 366,395 150,515 448,318 665,573 889,358 1480286 1488191 76,591 68,686 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,014) -8,267 7,150 7,864 1,730 -19,216 1,327 -4,202 -313 5,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 9.7 28.8 42.8 57.1 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 115 96 155 96 104 293 294 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,949 COMMITMENTS 55,338 15,209 750 74,502 104,135 130,590 120,094 46,359 56,855 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,017) -8,099 -2,249 -1,066 -5,680 -12,868 -14,845 -16,183 4,828 6,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 8.6 0.4 42.1 58.9 73.8 67.9 26.2 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 4 16 16 22 23 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,133 COMMITMENTS 2,440 100 775 24,843 27,183 28,058 28,058 75 75 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,182) 42 -30 -170 -1,029 -957 -1,157 -1,157 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.4 2.8 88.3 96.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 2 23 26 27 29 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,542 COMMITMENTS 6,302 10,854 3,621 73,503 67,643 83,426 82,118 3,116 4,424 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,302) 236 907 -1,657 -1,459 -2,172 -2,880 -2,922 -422 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 12.5 4.2 84.9 78.2 96.4 94.9 3.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 7 8 22 19 32 28 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,018 COMMITMENTS 3,056 1,748 2,876 32,566 33,613 38,498 38,237 2,520 2,781 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,685) -391 0 -1,474 155 -585 -1,710 -2,059 25 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 4.3 7.0 79.4 81.9 93.9 93.2 6.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 3 14 14 19 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,953 COMMITMENTS 0 3,491 474 37,034 30,204 37,508 34,169 23,445 26,784 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,518) -591 -952 0 -4,327 -2,978 -4,918 -3,930 -600 -1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.7 0.8 60.8 49.6 61.5 56.1 38.5 43.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 2 14 16 16 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,480 COMMITMENTS 750 640 150 2,535 2,690 3,435 3,480 45 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -579) -200 -59 0 -379 -520 -579 -579 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 18.4 4.3 72.8 77.3 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 10 11 12 14 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,834 COMMITMENTS 3,029 6,170 8,682 13,458 11,421 25,169 26,273 4,665 3,561 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -816) 152 -156 -575 -1,229 60 -1,652 -671 836 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 20.7 29.1 45.1 38.3 84.4 88.1 15.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 9 8 12 14 22 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,458 COMMITMENTS 14,684 2,905 222 3,315 16,687 18,221 19,814 2,237 644 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 401) -58 81 -13 421 285 350 353 51 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.8 14.2 1.1 16.2 81.6 89.1 96.9 10.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 74 18 6 21 35 99 57 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 60,889 COMMITMENTS 48,002 5,882 667 5,345 52,426 54,014 58,975 6,875 1,914 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,065) 3,229 -168 -368 -341 2,723 2,520 2,187 -455 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.8 9.7 1.1 8.8 86.1 88.7 96.9 11.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 99 22 13 21 37 127 67 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,184 COMMITMENTS 113,684 37,856 35,347 104,774 193,329 253,805 266,532 23,379 10,652 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -13,930) 141 -1,390 2,488 -17,081 -13,286 -14,452 -12,188 522 -1,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 13.7 12.8 37.8 69.7 91.6 96.2 8.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 82 23 51 77 85 182 144 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,398 COMMITMENTS 7,004 156 1,199 9,846 15,763 18,049 17,118 2,349 3,280 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -722) -3,013 156 951 2,055 -1,512 -7 -405 -715 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 0.8 5.9 48.3 77.3 88.5 83.9 11.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 13 19 17 22 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,732 COMMITMENTS 500 465 135 7,067 7,132 7,702 7,732 30 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 6.0 1.7 91.4 92.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 10 10 15 11 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,669 COMMITMENTS 102 6,389 289 11,278 4,826 11,669 11,504 0 165 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,230) -54 -91 0 -2,056 -2,163 -2,110 -2,254 -120 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 54.8 2.5 96.6 41.4 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 5 3 31 22 34 29 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,536 COMMITMENTS 2,206 150 0 42,124 44,356 44,330 44,506 206 30 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -8,255) -202 0 0 -7,991 -8,217 -8,193 -8,217 -62 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.3 0.0 94.6 99.6 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 1 0 46 28 51 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,483 COMMITMENTS 338 0 0 9,935 10,483 10,273 10,483 210 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,535) -152 0 0 -6,373 -6,535 -6,525 -6,535 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 94.8 100.0 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 16 11 18 11 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,460 COMMITMENTS 450 4,025 150 10,680 7,285 11,280 11,460 180 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,030) 0 -955 0 -2,030 -1,075 -2,030 -2,030 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 35.1 1.3 93.2 63.6 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 4 1 25 19 27 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,430 COMMITMENTS 5,107 5,743 9,445 35,611 35,130 50,163 50,318 267 112 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,276) 698 386 -973 -3,071 -2,742 -3,346 -3,329 70 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 11.4 18.7 70.6 69.7 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 2 5 44 40 53 46 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,596 COMMITMENTS 1,900 3,047 728 10,879 9,581 13,507 13,356 89 240 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,630) 333 -513 163 -2,122 -1,229 -1,626 -1,579 -4 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 22.4 5.4 80.0 70.5 99.3 98.2 0.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 4 3 23 20 29 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,634 COMMITMENTS 7,804 1,216 584 11,247 17,922 19,635 19,722 999 912 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,358) -1,176 -80 -232 -1,978 -3,398 -3,386 -3,710 28 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 5.9 2.8 54.5 86.9 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 4 25 27 32 33 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,550 COMMITMENTS 4,390 2,724 201 20,016 19,288 24,607 22,213 943 3,337 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,199) 60 75 -173 -3,724 -4,876 -3,837 -4,974 -362 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 10.7 0.8 78.3 75.5 96.3 86.9 3.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 17 22 19 24
Updated October 5, 2012