IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 94,696 COMMITMENTS 102 2,307 2,820 91,774 89,556 94,696 94,683 0 13 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -778) -28 155 -56 -694 -890 -778 -791 0 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.4 3.0 96.9 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 3 10 14 15 18 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,294 COMMITMENTS 0 1,532 988 41,919 40,714 42,907 43,234 387 60 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,273) 0 97 0 3,273 3,166 3,273 3,263 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 2.3 96.8 94.0 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 0 3 2 36 39 38 42 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,272 COMMITMENTS 0 80 0 7,075 6,972 7,075 7,052 197 220 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 406) 0 0 0 406 406 406 406 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 97.3 95.9 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 21 24 21 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,554 COMMITMENTS 472 245 663 12,156 12,606 13,291 13,514 1,263 1,040 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 867) 89 40 12 635 688 736 740 131 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.7 4.6 83.5 86.6 91.3 92.9 8.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 1 3 36 40 39 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,217 COMMITMENTS 287 240 381 5,874 5,939 6,542 6,560 675 657 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 879) -36 65 25 849 880 838 970 41 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.3 5.3 81.4 82.3 90.6 90.9 9.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 5 6 41 47 48 56 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,137 COMMITMENTS 0 0 0 5,579 5,639 5,579 5,639 558 498 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 287) 0 0 0 217 257 217 257 70 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.9 91.9 90.9 91.9 9.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 19 18 19 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,227 COMMITMENTS 105 618 19 5,444 5,307 5,568 5,944 659 283 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 72) 0 -40 0 107 107 107 67 -35 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.9 0.3 87.4 85.2 89.4 95.5 10.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 22 26 24 28 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,240 COMMITMENTS 95 0 5 1,752 1,705 1,852 1,710 388 530 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -362) 5 -43 -35 -427 -141 -457 -219 95 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.2 78.2 76.1 82.7 76.3 17.3 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 18 16 20 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,796 COMMITMENTS 177 52 51 1,181 1,374 1,409 1,477 387 319 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -30) -3 -5 8 -77 -53 -72 -50 42 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.9 2.8 65.8 76.5 78.5 82.2 21.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 16 17 19 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,595 COMMITMENTS 0 0 0 6,430 6,565 6,430 6,565 165 30 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 870) 0 0 0 882 870 882 870 -12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 99.5 97.5 99.5 2.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 17 20 17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,510 COMMITMENTS 0 195 240 22,210 22,075 22,450 22,510 60 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -373) 0 -200 27 -400 -200 -373 -373 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 1.1 98.7 98.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 25 25 26 26 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 323,313 COMMITMENTS 54,592 27,655 50,955 169,980 221,527 275,527 300,137 47,786 23,176 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,292) 722 -1,418 -4,747 -1,212 6,056 -5,237 -109 6,529 1,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 8.6 15.8 52.6 68.5 85.2 92.8 14.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 49 24 43 70 77 143 128 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,187,378 COMMITMENTS 263,022 317,521 435,573 408,058 398,658 1106653 1151752 80,725 35,626 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 39,586) 12,000 12,594 9,871 12,129 19,450 34,000 41,915 5,586 -2,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 26.7 36.7 34.4 33.6 93.2 97.0 6.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 137 103 144 82 71 311 250 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,163 COMMITMENTS 26,531 46,893 21,344 54,905 36,630 102,780 104,867 3,383 1,296 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 6,676) 90 -1,380 3,208 3,353 4,823 6,651 6,651 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 44.2 20.1 51.7 34.5 96.8 98.8 3.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 8 16 19 19 37 35 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,517,569 COMMITMENTS 516,935 64,842 678,320 1292450 1755664 2487705 2498826 29,864 18,743 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 26,812) 27,462 1,969 -11,203 13,531 39,447 29,790 30,213 -2,978 -3,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 2.6 26.9 51.3 69.7 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 34 18 42 92 85 142 131 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,021,282 COMMITMENTS 69,261 172,895 248,792 695,072 594,365 1013125 1016052 8,157 5,230 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 19,491) -3,914 5,377 16,087 7,366 -2,400 19,539 19,064 -48 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 16.9 24.4 68.1 58.2 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 24 24 34 40 38 82 78 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,110 COMMITMENTS 1,250 0 105 5,245 6,230 6,600 6,335 510 775 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 215) 395 0 15 120 185 530 200 -315 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.0 1.5 73.8 87.6 92.8 89.1 7.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 16 17 17 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 8,185 COMMITMENTS 555 680 140 7,349 7,152 8,044 7,972 141 213 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 261) 145 50 70 46 141 261 261 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 8.3 1.7 89.8 87.4 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 15 14 17 17 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,044 COMMITMENTS 6,651 10,172 4,178 8,840 5,194 19,669 19,544 375 500 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,333) 570 814 870 973 1,148 2,413 2,832 -80 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 50.7 20.8 44.1 25.9 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 18 22 10 11 33 35 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,450 COMMITMENTS 3,870 3,735 2,170 3,085 2,790 9,125 8,695 325 755 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 280) 315 -110 430 -465 -160 280 160 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 39.5 23.0 32.6 29.5 96.6 92.0 3.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 10 12 7 7 21 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,720 COMMITMENTS 2,067 2,151 371 15,072 14,861 17,510 17,383 210 337 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,889) 121 363 119 2,632 2,462 2,872 2,944 17 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 12.1 2.1 85.1 83.9 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 5 7 33 39 46 49 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,880 COMMITMENTS 125 604 48 1,235 984 1,408 1,636 472 244 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 214) 47 26 18 277 278 342 322 -128 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 32.1 2.6 65.7 52.3 74.9 87.0 25.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 20 15 24 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,975 COMMITMENTS 2,771 747 5,444 49,526 51,479 57,741 57,670 1,234 1,305 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 104) 240 0 0 -136 104 104 104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.3 9.2 84.0 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,726 COMMITMENTS 1,194 276 1,884 11,456 12,708 14,534 14,868 1,192 858 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 40) 0 220 -96 126 -344 30 -220 10 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.8 12.0 72.8 80.8 92.4 94.5 7.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 19 16 22 19 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,902 COMMITMENTS 3,070 440 310 7,773 10,797 11,153 11,547 749 355 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -205) -320 0 0 80 -192 -240 -192 35 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 3.7 2.6 65.3 90.7 93.7 97.0 6.3 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,469 COMMITMENTS 330 1,480 658 17,324 17,251 18,312 19,389 2,157 1,080 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 8) 0 0 0 120 8 120 8 -112 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 7.2 3.2 84.6 84.3 89.5 94.7 10.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 24 23 27 26 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,544 COMMITMENTS 1,290 0 120 5,519 7,033 6,929 7,153 1,615 1,391 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -10) 0 0 0 -130 -10 -130 -10 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.0 1.4 64.6 82.3 81.1 83.7 18.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 19 16 20 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,212 COMMITMENTS 986 1,904 1,690 7,765 7,677 10,441 11,271 1,771 941 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -216) -200 -240 0 -40 24 -240 -216 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 15.6 13.8 63.6 62.9 85.5 92.3 14.5 7.7 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,912 COMMITMENTS 248 2,390 796 9,127 8,260 10,171 11,446 1,741 466 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 16) 0 120 0 16 -104 16 16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 20.1 6.7 76.6 69.3 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,312 COMMITMENTS 0 0 0 55,312 55,312 55,312 55,312 0 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 62) 0 0 0 62 62 62 62 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: 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 908,489 COMMITMENTS 0 0 0 908,489 908,489 908,489 908,489 0 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,376) 0 0 0 2,376 2,376 2,376 2,376 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 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 16 28 16 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 18 23 18 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,444 COMMITMENTS 5,520 0 4,900 49,769 55,544 60,189 60,444 255 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 147) 0 0 0 147 147 147 147 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 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 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,474 COMMITMENTS 0 3,677 0 45,410 41,287 45,410 44,964 64 510 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 84) 0 84 0 84 0 84 84 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.1 0.0 99.9 90.8 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,841 COMMITMENTS 640 5,420 0 38,691 34,421 39,331 39,841 510 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,295) 0 0 0 1,295 1,295 1,295 1,295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 13.6 0.0 97.1 86.4 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 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 10/09/12 | --------------------------------------------------------------| 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 1,675 0 13,420 12,661 13,612 14,336 852 128 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 -84 0 0 84 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 11.6 0.0 92.8 87.5 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 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 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 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 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 10/09/12 | --------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,010 COMMITMENTS 2,175 0 0 28,254 30,635 30,429 30,635 581 375 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,205) 0 0 0 -2,295 -2,230 -2,295 -2,230 90 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.0 91.1 98.8 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 0 33 37 35 37 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,375 COMMITMENTS 151 675 42 8,871 8,245 9,064 8,962 311 413 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -20) -5 0 -4 -26 -6 -35 -10 15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 7.2 0.4 94.6 87.9 96.7 95.6 3.3 4.4 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,409 COMMITMENTS 930 0 0 10,239 11,305 11,169 11,305 240 104 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 114) 0 0 0 84 84 84 84 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.0 89.7 99.1 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 22 20 23 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,037 COMMITMENTS 138 25 0 4,377 4,822 4,515 4,847 522 190 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 172) 0 0 0 61 179 61 179 111 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.5 0.0 86.9 95.7 89.6 96.2 10.4 3.8 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,542,886 COMMITMENTS 367,337 153,739 460,237 637,207 854,229 1464781 1468205 78,105 74,681 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -13,991) 942 3,224 11,919 -28,366 -35,129 -15,505 -19,986 1,514 5,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 10.0 29.8 41.3 55.4 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 125 85 152 89 100 288 287 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,559 COMMITMENTS 55,528 15,119 657 77,668 107,871 133,853 123,647 46,706 56,912 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,610) 190 -90 -93 3,166 3,736 3,263 3,553 347 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 8.4 0.4 43.0 59.7 74.1 68.5 25.9 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 3 16 16 22 22 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,972 COMMITMENTS 5,834 10,854 2,874 73,380 66,977 82,088 80,705 2,884 4,267 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -1,570) -468 0 -747 -123 -666 -1,338 -1,413 -232 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 12.8 3.4 86.4 78.8 96.6 95.0 3.4 5.0 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,721 COMMITMENTS 2,775 2,804 1,673 29,558 29,717 34,006 34,194 2,715 2,527 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,297) -281 1,056 -1,203 -3,008 -3,896 -4,492 -4,043 195 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 7.6 4.6 80.5 80.9 92.6 93.1 7.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 3 14 13 19 19 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,620 COMMITMENTS 444 3,546 766 37,361 30,310 38,571 34,622 23,049 26,998 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 667) 444 55 292 327 106 1,063 453 -396 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 5.8 1.2 60.6 49.2 62.6 56.2 37.4 43.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 14 16 17 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,401 COMMITMENTS 3,442 6,399 9,201 13,538 12,056 26,181 27,656 4,220 2,745 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 567) 413 229 519 80 635 1,012 1,383 -445 -816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 21.0 30.3 44.5 39.7 86.1 91.0 13.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 9 11 12 15 25 29 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,295 COMMITMENTS 14,947 2,758 206 3,019 16,618 18,172 19,582 2,123 713 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -163) 263 -147 -16 -296 -69 -49 -232 -114 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 13.6 1.0 14.9 81.9 89.5 96.5 10.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 70 20 5 22 36 96 59 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,674 COMMITMENTS 52,576 5,751 539 4,738 56,360 57,853 62,650 6,821 2,024 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,785) 4,574 -131 -128 -607 3,934 3,839 3,675 -54 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.3 8.9 0.8 7.3 87.1 89.5 96.9 10.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 108 24 12 21 36 138 65 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,817 COMMITMENTS 110,028 36,839 33,268 108,301 195,057 251,597 265,164 26,220 12,653 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 633) -3,656 -1,017 -2,079 3,527 1,728 -2,208 -1,368 2,841 2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 13.3 12.0 39.0 70.2 90.6 95.4 9.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 83 22 54 75 88 185 148 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,660 COMMITMENTS 7,247 156 1,299 10,896 16,953 19,442 18,408 2,218 3,252 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,262) 243 0 100 1,050 1,190 1,393 1,290 -131 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 0.7 6.0 50.3 78.3 89.8 85.0 10.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 14 19 18 22 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 8,621 COMMITMENTS 150 0 0 7,654 7,688 7,804 7,688 817 933 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 88.8 89.2 90.5 89.2 9.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 14 15 15 15 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,479 COMMITMENTS 500 465 135 7,814 7,879 8,449 8,479 30 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 747) 0 0 0 747 747 747 747 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 5.5 1.6 92.2 92.9 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,630 COMMITMENTS 102 6,838 289 12,239 5,338 12,630 12,465 0 165 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 961) 0 449 0 961 512 961 961 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 54.1 2.3 96.9 42.3 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 5 3 32 24 35 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,870 COMMITMENTS 2,406 175 0 44,258 46,665 46,664 46,840 206 30 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,334) 200 25 0 2,134 2,309 2,334 2,334 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.4 0.0 94.4 99.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 1 0 46 30 53 31 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,960 COMMITMENTS 338 150 0 9,412 9,810 9,750 9,960 210 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -523) 0 150 0 -523 -673 -523 -523 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.5 0.0 94.5 98.5 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 13 17 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,145 COMMITMENTS 450 3,725 150 10,365 7,270 10,965 11,145 180 0 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -315) 0 -300 0 -315 -15 -315 -315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 33.4 1.3 93.0 65.2 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,660 COMMITMENTS 4,811 5,787 10,701 38,947 38,126 54,459 54,614 201 46 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 4,230) -296 44 1,256 3,336 2,996 4,296 4,296 -66 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 10.6 19.6 71.3 69.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 2 6 46 41 56 48 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,664 COMMITMENTS 1,754 3,269 1,221 11,582 9,934 14,557 14,424 107 240 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,068) -146 222 493 703 353 1,050 1,068 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 22.3 8.3 79.0 67.7 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 4 23 20 28 26 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,002 COMMITMENTS 3,390 306 3,780 15,616 18,901 22,786 22,987 216 15 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 1.3 16.4 67.9 82.2 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 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,016 COMMITMENTS 4,461 2,816 159 21,218 18,538 25,838 21,513 1,178 5,503 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,466) 71 92 -42 1,202 -750 1,231 -700 235 2,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 10.4 0.6 78.5 68.6 95.6 79.6 4.4 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 15 20 17 22
Updated October 12, 2012