IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 95,639 COMMITMENTS 102 2,085 2,851 92,686 90,703 95,639 95,639 0 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 751) 0 53 0 775 722 775 775 -24 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.2 3.0 96.9 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 3 9 13 14 18 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,582 COMMITMENTS 0 903 1,480 42,766 42,164 44,246 44,547 336 35 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -45) 0 -219 127 -115 51 12 -41 -57 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 3.3 95.9 94.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 0 3 2 40 42 42 45 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,015 COMMITMENTS 0 80 0 9,820 9,717 9,820 9,797 195 218 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,919) 0 0 0 1,911 1,911 1,911 1,911 8 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.1 97.0 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 24 25 24 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,707 COMMITMENTS 517 372 874 14,197 14,536 15,588 15,782 1,119 925 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 200) 34 50 51 240 236 325 337 -125 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.2 5.2 85.0 87.0 93.3 94.5 6.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 2 6 41 44 47 51 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,278 COMMITMENTS 308 193 463 6,891 6,870 7,662 7,526 616 752 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 568) -48 -20 73 569 500 594 553 -26 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.3 5.6 83.2 83.0 92.6 90.9 7.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 4 7 47 49 55 57 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,556 COMMITMENTS 0 0 75 5,882 6,013 5,957 6,088 599 468 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 106) 0 0 75 31 57 106 132 0 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 1.1 89.7 91.7 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 1 18 20 19 21 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,313 COMMITMENTS 105 683 27 6,637 6,306 6,769 7,016 544 297 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 635) 0 45 -16 663 601 647 630 -12 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 9.3 0.4 90.8 86.2 92.6 95.9 7.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 28 29 30 31 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,692 COMMITMENTS 65 0 75 2,146 2,022 2,286 2,097 406 595 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 212) -25 0 25 184 168 184 193 28 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 2.8 79.7 75.1 84.9 77.9 15.1 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 18 18 21 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,219 COMMITMENTS 198 97 42 1,547 1,725 1,787 1,864 432 355 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 82) -10 45 -9 114 28 95 64 -13 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 4.4 1.9 69.7 77.7 80.5 84.0 19.5 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 21 22 24 26 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,910 COMMITMENTS 0 0 0 7,775 7,880 7,775 7,880 135 30 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 455) 0 0 0 455 455 455 455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 99.6 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 18 22 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,557 COMMITMENTS 0 231 150 9,044 9,131 9,194 9,512 363 45 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 82) 0 0 0 78 80 78 80 4 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 1.6 94.6 95.5 96.2 99.5 3.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 19 18 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,840 COMMITMENTS 0 725 399 24,381 23,716 24,780 24,840 60 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,727) 0 95 111 1,616 1,521 1,727 1,727 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 1.6 98.2 95.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 26 27 27 28 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,147 COMMITMENTS 56,104 27,033 49,517 157,844 209,499 263,465 286,049 45,682 23,098 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -16,574) -2,922 5,449 -1,317 -9,332 -23,342 -13,571 -19,210 -3,003 2,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 8.7 16.0 51.1 67.8 85.2 92.5 14.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 47 31 46 71 72 146 126 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,204,690 COMMITMENTS 284,506 343,712 407,846 430,116 416,280 1122468 1167838 82,222 36,852 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 16,098) 11,295 9,389 7,194 681 2,595 19,170 19,178 -3,072 -3,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 28.5 33.9 35.7 34.6 93.2 96.9 6.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 143 91 138 83 73 311 237 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 132,166 COMMITMENTS 30,231 48,182 34,793 63,152 47,602 128,176 130,577 3,990 1,589 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 5,205) 1,035 3,866 436 3,463 584 4,934 4,886 271 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 36.5 26.3 47.8 36.0 97.0 98.8 3.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 10 15 23 22 41 38 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,640,776 COMMITMENTS 537,795 70,834 735,028 1337787 1815158 2610610 2621020 30,166 19,756 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 55,633) 6,723 6,176 31,678 17,681 18,517 56,082 56,371 -449 -738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 2.7 27.8 50.7 68.7 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 36 19 41 92 86 145 132 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,107,330 COMMITMENTS 143,289 283,527 220,696 736,981 599,704 1100966 1103927 6,364 3,403 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 51,308) 53,265 58,540 -15,947 15,065 10,590 52,383 53,183 -1,075 -1,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 25.6 19.9 66.6 54.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 22 27 34 43 41 86 81 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,825 COMMITMENTS 1,399 0 188 5,720 6,915 7,307 7,103 518 722 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 130) 84 0 78 20 60 182 138 -52 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.0 2.4 73.1 88.4 93.4 90.8 6.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 4 13 16 18 20 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 22,083 COMMITMENTS 7,001 10,040 4,946 9,726 6,472 21,673 21,458 410 625 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,504) 65 883 410 1,019 959 1,494 2,252 10 -748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 45.5 22.4 44.0 29.3 98.1 97.2 1.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 15 20 10 11 32 33 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,870 COMMITMENTS 3,885 3,610 2,595 3,210 3,275 9,690 9,480 180 390 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 330) 45 -120 325 40 405 410 610 -80 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 36.6 26.3 32.5 33.2 98.2 96.0 1.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 12 16 7 7 25 26 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,891 COMMITMENTS 1,759 2,456 534 19,381 18,615 21,674 21,605 217 286 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,910) -161 147 -26 2,052 1,789 1,865 1,910 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 11.2 2.4 88.5 85.0 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 9 5 8 32 41 45 52 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,280 COMMITMENTS 359 0 44 2,171 2,620 2,574 2,664 706 616 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 165) 44 0 -13 129 153 160 140 5 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 1.3 66.2 79.9 78.5 81.2 21.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 17 18 18 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,243 COMMITMENTS 68 702 85 1,679 1,175 1,832 1,962 411 281 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 199) -76 98 32 213 103 169 233 30 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 31.3 3.8 74.9 52.4 81.7 87.5 18.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 25 22 28 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,723 COMMITMENTS 2,771 771 5,424 49,498 51,509 57,693 57,704 1,030 1,019 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4) 0 24 -20 16 242 -4 246 0 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.3 9.2 84.3 87.7 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 3 34 33 40 36 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,656 COMMITMENTS 1,194 396 1,824 11,464 12,708 14,482 14,928 1,174 728 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10) 0 0 0 -20 0 -20 0 10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.5 11.7 73.2 81.2 92.5 95.4 7.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 20 16 23 19 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,255 COMMITMENTS 0 1,506 128 6,770 5,362 6,898 6,996 1,357 1,259 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -32 0 -32 0 12 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 1.6 82.0 65.0 83.6 84.7 16.4 15.3 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,890 COMMITMENTS 3,066 440 310 7,779 10,783 11,155 11,533 735 357 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 4) -4 0 0 10 2 6 2 -2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 3.7 2.6 65.4 90.7 93.8 97.0 6.2 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,063 COMMITMENTS 330 1,480 658 18,160 17,869 19,148 20,007 1,915 1,056 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 214) 0 0 0 476 238 476 238 -262 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 7.0 3.1 86.2 84.8 90.9 95.0 9.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 27 25 30 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,644 COMMITMENTS 1,270 0 120 5,539 7,033 6,929 7,153 1,715 1,491 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 120) -20 0 0 20 0 0 0 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.0 1.4 64.1 81.4 80.2 82.8 19.8 17.2 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,156 COMMITMENTS 958 1,904 1,618 7,801 7,597 10,377 11,119 1,779 1,037 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -76) -48 0 -72 44 -76 -76 -148 0 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 15.7 13.3 64.2 62.5 85.4 91.5 14.6 8.5 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,952 COMMITMENTS 168 2,310 796 9,127 8,380 10,091 11,486 1,861 466 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -80) -80 -80 0 0 0 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 19.3 6.7 76.4 70.1 84.4 96.1 15.6 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,399 COMMITMENTS 0 0 0 56,399 56,399 56,399 56,399 0 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 574) 0 0 0 829 829 829 829 -255 -255 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: 30) 0 0 0 21 17 21 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 911,928 COMMITMENTS 0 0 0 911,928 911,928 911,928 911,928 0 0 CHANGES FROM 10/16/12 (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: 27) 0 0 0 18 20 18 20 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| 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 10/16/12 (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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,073,106 COMMITMENTS 0 0 0 1073106 1073106 1073106 1073106 0 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 14,880) 0 0 0 14,880 14,880 14,880 14,880 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: 35) 0 0 0 19 23 19 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,076 COMMITMENTS 5,520 0 4,900 50,401 56,176 60,821 61,076 255 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 512) 0 0 0 512 512 512 512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 8.0 82.5 92.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 27 23 30 25 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,193,510 COMMITMENTS 39,741 105,450 12,891 1140878 1075169 1193510 1193510 0 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 32,104) 0 0 0 32,104 32,104 32,104 32,104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 8.8 1.1 95.6 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 1 28 26 32 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| 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 10/16/12 (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 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,537 COMMITMENTS 640 5,420 0 39,387 35,117 40,027 40,537 510 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 13.4 0.0 97.2 86.6 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,495 COMMITMENTS 6,884 0 2,025 15,586 22,470 24,495 24,495 0 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 0.0 8.3 63.6 91.7 100.0 100.0 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,716 COMMITMENTS 192 1,885 0 13,672 12,703 13,864 14,588 852 128 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 252) 0 210 0 252 42 252 252 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 12.8 0.0 92.9 86.3 94.2 99.1 5.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 13 18 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| 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 10/16/12 (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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 927,913 COMMITMENTS 11,850 126,970 0 916,063 800,943 927,913 927,913 0 0 CHANGES FROM 10/16/12 (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 13.7 0.0 98.7 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 16 18 17 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,295 COMMITMENTS 72,529 461 83,335 300,431 372,499 456,295 456,295 0 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 385) -770 0 385 770 0 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.1 18.3 65.8 81.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 15 13 18 16 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 121,722 COMMITMENTS 0 4,680 0 121,722 117,042 121,722 121,722 0 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.0 100.0 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 10 14 10 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,938 COMMITMENTS 2,175 0 0 28,182 30,563 30,357 30,563 581 375 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 56) 0 0 0 151 151 151 151 -95 -95 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,979 COMMITMENTS 120 709 73 9,440 8,784 9,633 9,566 346 413 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 400) 0 25 0 400 375 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 7.1 0.7 94.6 88.0 96.5 95.9 3.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 1 23 21 25 24 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,994 COMMITMENTS 945 0 60 10,670 11,755 11,675 11,815 319 179 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 522) 90 0 60 465 435 615 495 -93 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 0.5 89.0 98.0 97.3 98.5 2.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 22 21 24 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,027 COMMITMENTS 138 25 0 4,377 4,812 4,515 4,837 512 190 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10) 0 0 0 0 -10 0 -10 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.5 0.0 87.1 95.7 89.8 96.2 10.2 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 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,578,997 COMMITMENTS 362,498 176,117 452,222 686,962 882,205 1501682 1510544 77,315 68,453 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,622) -2,686 17,405 -16,376 12,892 -1,248 -6,170 -219 4,548 -1,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 11.2 28.6 43.5 55.9 95.1 95.7 4.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 120 97 149 94 100 293 287 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,621 COMMITMENTS 62,354 15,275 657 77,785 110,020 140,796 125,952 42,825 57,669 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,463) 6,030 0 0 257 1,181 6,287 1,181 -4,824 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 8.3 0.4 42.4 59.9 76.7 68.6 23.3 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 4 3 16 16 23 22 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,539 COMMITMENTS 2,392 0 745 24,689 27,962 27,826 28,707 2,713 1,832 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.0 2.4 80.8 91.6 91.1 94.0 8.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 12 16 14 17 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,809 COMMITMENTS 6,105 11,037 5,921 71,417 65,430 83,443 82,388 3,366 4,421 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 5,050) 292 658 2,818 1,830 1,967 4,940 5,443 110 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 12.7 6.8 82.3 75.4 96.1 94.9 3.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 7 7 22 19 31 29 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,781 COMMITMENTS 3,115 3,188 4,200 33,025 33,091 40,340 40,479 2,441 2,302 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 6,050) 249 650 3,400 2,391 1,990 6,040 6,040 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 7.5 9.8 77.2 77.3 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 4 15 14 21 20 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,084 COMMITMENTS 0 3,315 2,499 37,785 30,494 40,284 36,308 21,800 25,776 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -477) 0 -627 248 -142 328 106 -51 -583 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 4.0 60.9 49.1 64.9 58.5 35.1 41.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 4 15 17 19 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,922 COMMITMENTS 5,158 6,519 7,372 13,065 11,580 25,595 25,471 2,327 2,451 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -3,922) 1,064 -441 -3,100 -888 -159 -2,924 -3,700 -998 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 23.3 26.4 46.8 41.5 91.7 91.2 8.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 8 12 14 15 28 30 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,885 COMMITMENTS 13,727 3,371 647 3,790 15,063 18,164 19,081 1,721 804 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 160) -646 840 225 718 -1,004 297 61 -137 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.0 17.0 3.3 19.1 75.8 91.3 96.0 8.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 68 26 12 25 34 101 69 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,200 COMMITMENTS 49,639 6,038 407 5,399 53,956 55,445 60,401 6,755 1,799 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -2,507) -3,368 707 100 641 -3,069 -2,627 -2,262 120 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.8 9.7 0.7 8.7 86.7 89.1 97.1 10.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 100 25 13 19 37 126 69 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,927 COMMITMENTS 105,111 35,350 31,944 120,949 198,826 258,004 266,120 22,923 14,807 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4,551) -5,185 -893 -3,852 7,202 -1,686 -1,835 -6,431 -2,716 1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 12.6 11.4 43.1 70.8 91.8 94.7 8.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 83 21 50 76 89 180 145 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,396 COMMITMENTS 6,780 358 1,202 11,023 16,161 19,005 17,721 2,391 3,675 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,017) -652 277 -202 -48 -922 -902 -847 -115 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 1.7 5.6 51.5 75.5 88.8 82.8 11.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 4 17 20 21 24 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,896 COMMITMENTS 200 0 0 8,604 9,011 8,804 9,011 1,092 885 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,275) 50 0 0 950 1,323 1,000 1,323 275 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 86.9 91.1 89.0 91.1 11.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 17 16 18 16 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,034 COMMITMENTS 8,848 1,200 1,200 9,625 15,847 19,673 18,247 1,361 2,787 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 5.7 5.7 45.8 75.3 93.5 86.8 6.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 13 17 15 19 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,581 COMMITMENTS 500 465 135 7,916 7,981 8,551 8,581 30 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.4 1.6 92.3 93.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 10 11 15 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,853 COMMITMENTS 102 7,326 339 13,412 6,073 13,853 13,738 0 115 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 632) 0 344 50 582 288 632 682 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 52.9 2.4 96.8 43.8 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 5 4 33 25 37 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,870 COMMITMENTS 2,328 300 0 47,216 49,510 49,544 49,810 326 60 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 252) 100 125 0 152 137 252 262 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.6 0.0 94.7 99.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 1 0 45 29 51 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,435 COMMITMENTS 338 150 0 10,749 11,285 11,087 11,435 348 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 470) 0 0 0 332 470 332 470 138 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.3 0.0 94.0 98.7 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 19 15 21 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,340 COMMITMENTS 450 3,825 150 11,560 8,365 12,160 12,340 180 0 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 375) 0 850 -400 775 -75 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 31.0 1.2 93.7 67.8 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 1 28 22 30 27 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,299 COMMITMENTS 5,003 3,971 11,223 44,892 46,031 61,118 61,225 181 74 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 3,485) -50 -751 104 3,431 4,132 3,485 3,485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 6.5 18.3 73.2 75.1 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 2 5 49 47 60 53 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,987 COMMITMENTS 531 150 0 5,147 5,660 5,678 5,810 309 177 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.5 0.0 86.0 94.5 94.8 97.0 5.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 12 12 15 13 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,894 COMMITMENTS 1,994 3,901 1,776 12,948 10,905 16,718 16,582 176 312 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,716) 195 428 534 918 700 1,647 1,662 69 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 23.1 10.5 76.6 64.5 99.0 98.2 1.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 4 24 25 29 31 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,992 COMMITMENTS 3,990 306 3,780 15,976 19,891 23,746 23,977 246 15 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.3 15.8 66.6 82.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 5 13 13 18 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,346 COMMITMENTS 4,478 1,750 391 22,344 22,400 27,213 24,541 1,133 3,805 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -321) -390 -900 66 125 515 -199 -319 -122 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 6.2 1.4 78.8 79.0 96.0 86.6 4.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 17 25 19 27
Updated October 26, 2012