GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,872 COMMITMENTS 665 977 2,106 43,792 43,789 46,563 46,872 309 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 959) 117 0 103 698 868 918 971 41 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.1 4.5 93.4 93.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 3 2 43 45 46 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,107 COMMITMENTS 0 0 0 16,892 16,942 16,892 16,942 215 165 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 677) 0 0 0 670 677 670 677 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 30 25 30 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,944 COMMITMENTS 230 662 599 13,948 13,539 14,777 14,800 1,167 1,144 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -61) 83 41 -136 -184 -130 -237 -225 176 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.2 3.8 87.5 84.9 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 2 4 43 46 47 51 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,501 COMMITMENTS 395 113 588 6,822 7,295 7,805 7,996 696 505 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 41) 66 25 45 -10 21 101 91 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.3 6.9 80.2 85.8 91.8 94.1 8.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 4 8 50 53 58 62 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,184 COMMITMENTS 15 0 105 5,544 5,553 5,664 5,658 520 526 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4) 0 0 -15 -4 -19 -19 -34 15 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 1.7 89.7 89.8 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 22 23 23 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,190 COMMITMENTS 115 280 906 6,775 6,795 7,796 7,981 394 209 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 210) 0 -15 27 183 183 210 195 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.4 11.1 82.7 83.0 95.2 97.4 4.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 32 29 35 32 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,491 COMMITMENTS 135 45 10 3,099 2,802 3,244 2,857 247 634 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 9) 10 0 0 29 -40 39 -40 -30 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.3 0.3 88.8 80.3 92.9 81.8 7.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 22 22 24 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,000 COMMITMENTS 40 55 87 2,371 2,297 2,498 2,439 502 561 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 111) 5 -29 10 114 59 129 40 -18 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.8 2.9 79.0 76.6 83.3 81.3 16.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 2 29 27 31 30 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,756 COMMITMENTS 0 0 0 2,746 2,736 2,746 2,736 10 20 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150) 0 0 0 175 150 175 150 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 99.3 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 14 14 14 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,412 COMMITMENTS 0 0 0 10,287 10,374 10,287 10,374 125 38 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 892) 0 0 0 892 892 892 892 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.6 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 24 23 24 23 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,479 COMMITMENTS 0 207 260 7,924 7,868 8,184 8,335 295 144 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 -30 30 -30 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 3.1 93.5 92.8 96.5 98.3 3.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 18 19 20 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,203 COMMITMENTS 0 2,649 825 29,358 26,729 30,183 30,203 20 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,144) 0 315 100 1,044 729 1,144 1,144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 2.7 97.2 88.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 30 28 31 29 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 272,956 COMMITMENTS 50,680 25,890 48,810 135,666 172,382 235,156 247,082 37,800 25,874 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 66) 1,144 -2,119 1,794 -5,487 738 -2,549 413 2,615 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 9.5 17.9 49.7 63.2 86.2 90.5 13.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 34 30 40 74 76 134 129 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,350 COMMITMENTS 0 4,016 0 8,163 4,512 8,163 8,528 3,187 2,822 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 363) 0 38 0 295 191 295 229 68 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.4 0.0 71.9 39.8 71.9 75.1 28.1 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 0 14 15 14 19 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,164,624 COMMITMENTS 251,427 404,911 391,110 454,621 323,030 1097158 1119051 67,466 45,573 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,519) 1,766 18,826 -9,606 8,245 -10,938 405 -1,718 -2,924 -801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 34.8 33.6 39.0 27.7 94.2 96.1 5.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 93 100 122 83 66 256 220 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 149,056 COMMITMENTS 46,115 56,132 26,148 73,636 64,304 145,899 146,584 3,157 2,472 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,908) 846 949 -1,142 2,072 1,904 1,776 1,711 132 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 37.7 17.5 49.4 43.1 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 12 12 17 25 26 47 46 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,441,959 COMMITMENTS 574,995 22,525 668,504 1157299 1728510 2400798 2419539 41,161 22,420 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -7,619) -11,549 -5,032 -2,639 6,290 3,599 -7,898 -4,072 279 -3,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 0.9 27.4 47.4 70.8 98.3 99.1 1.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 42 6 43 85 78 138 121 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 970,682 COMMITMENTS 87,266 228,060 206,463 673,418 531,822 967,147 966,345 3,535 4,337 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 15,007) -1,793 -5,997 11,009 5,508 9,404 14,724 14,416 283 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 23.5 21.3 69.4 54.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 19 27 33 39 39 80 77 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,655 COMMITMENTS 1,729 270 683 4,695 6,375 7,107 7,328 548 327 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -20) 30 240 -90 80 -80 20 70 -40 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 3.5 8.9 61.3 83.3 92.8 95.7 7.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 5 12 14 18 19 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,465 COMMITMENTS 9,745 10,858 7,892 13,573 12,490 31,210 31,240 255 225 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 522) 320 690 -215 397 27 502 502 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 34.5 25.1 43.1 39.7 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 13 21 13 13 35 37 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,845 COMMITMENTS 5,500 3,655 3,380 3,570 5,380 12,450 12,415 395 430 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 550) 500 230 -190 245 515 555 555 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 28.5 26.3 27.8 41.9 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 12 17 8 10 27 27 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,981 COMMITMENTS 1,312 618 936 19,404 20,096 21,652 21,650 329 331 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 97) -113 36 78 -123 -235 -158 -121 255 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.8 4.3 88.3 91.4 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 5 5 31 38 39 46 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,842 COMMITMENTS 58 0 35 1,920 2,115 2,013 2,150 829 692 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 59) 0 0 0 49 63 49 63 10 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 1.2 67.6 74.4 70.8 75.7 29.2 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 18 19 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,708 COMMITMENTS 141 563 76 2,152 1,824 2,369 2,463 339 245 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 167) 5 -21 26 166 123 197 128 -30 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 20.8 2.8 79.5 67.4 87.5 91.0 12.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 29 30 32 33 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 63,132 COMMITMENTS 3,857 819 3,530 51,566 53,414 58,953 57,763 4,179 5,369 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 8,147) 279 -1,449 451 4,458 4,806 5,188 3,808 2,959 4,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.3 5.6 81.7 84.6 93.4 91.5 6.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 4 29 30 35 35 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,140 COMMITMENTS 84 0 0 5,655 5,549 5,739 5,549 401 591 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 92.1 90.4 93.5 90.4 6.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 15 17 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,754 COMMITMENTS 1,250 294 1,576 9,874 11,368 12,700 13,238 1,054 516 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 72 0 72 0 -72 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 2.1 11.5 71.8 82.7 92.3 96.2 7.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 21 18 24 21 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,196 COMMITMENTS 1,818 440 814 9,067 10,486 11,699 11,740 497 456 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 386) 0 0 0 432 386 432 386 -46 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 3.6 6.7 74.3 86.0 95.9 96.3 4.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 3 20 21 23 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,588 COMMITMENTS 578 1,080 598 15,783 16,180 16,959 17,858 1,629 730 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 5.8 3.2 84.9 87.0 91.2 96.1 8.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 28 25 32 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,882 COMMITMENTS 938 0 192 4,921 5,813 6,051 6,005 1,831 1,877 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 2) -24 0 24 2 -22 2 2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 2.4 62.4 73.8 76.8 76.2 23.2 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 15 18 16 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,853 COMMITMENTS 490 1,506 1,640 7,014 6,623 9,144 9,769 1,709 1,084 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 13.9 15.1 64.6 61.0 84.3 90.0 15.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 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 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,734 COMMITMENTS 0 2,016 790 8,481 7,436 9,271 10,242 1,463 492 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 58) 0 80 10 48 -32 58 58 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.8 7.4 79.0 69.3 86.4 95.4 13.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 3 19 13 22 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,313 COMMITMENTS 0 0 0 55,313 55,313 55,313 55,313 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 168) 0 0 0 168 168 168 168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 27 19 27 19 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,822 COMMITMENTS 0 0 0 851,822 851,822 851,822 851,822 0 0 CHANGES FROM 12/18/12 (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: 28) 0 0 0 20 19 20 19 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 450,206 COMMITMENTS 41,680 372,209 0 408,526 77,997 450,206 450,206 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 -5,208 0 0 5,208 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 82.7 0.0 90.7 17.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 12 11 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722 COMMITMENTS 805 0 0 66,662 67,595 67,467 67,595 255 127 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 0 17 29 19 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 901,206 COMMITMENTS 848 0 0 900,358 901,206 901,206 901,206 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 11,760) 0 0 0 11,760 11,760 11,760 11,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 20 25 21 25 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,200 COMMITMENTS 5,530 0 2,260 47,155 52,940 54,945 55,200 255 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 4.1 85.4 95.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 28 21 31 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,116,270 COMMITMENTS 32,892 97,840 8,325 1075053 1010105 1116270 1116270 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 11,592) 0 0 0 11,592 11,592 11,592 11,592 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 8.8 0.7 96.3 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 29 26 33 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192 COMMITMENTS 0 3,457 0 39,172 35,480 39,172 38,937 20 255 CHANGES FROM 12/18/12 (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 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 15 19 17 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,890 COMMITMENTS 200 5,200 0 35,690 30,690 35,890 35,890 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.5 0.0 99.4 85.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 16 21 17 22 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,957 COMMITMENTS 5,425 0 3,305 15,227 20,652 23,957 23,957 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 0.0 13.8 63.6 86.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 12 16 14 18 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,824 COMMITMENTS 126 0 0 8,379 7,400 8,505 7,400 319 1,424 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 44) 0 0 0 0 0 0 0 44 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 95.0 83.9 96.4 83.9 3.6 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 15 16 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,243 COMMITMENTS 60 3,166 0 22,120 20,057 22,180 23,223 1,063 20 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 2,047) 0 0 0 2,047 2,047 2,047 2,047 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 13.6 0.0 95.2 86.3 95.4 99.9 4.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 0 20 15 21 18 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,820 COMMITMENTS 0 60 0 12,483 12,611 12,483 12,671 337 149 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -44) 0 0 0 -44 0 -44 0 0 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 97.4 98.4 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 12 16 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899 COMMITMENTS 0 20,963 23,400 583,499 562,536 606,899 606,899 0 0 CHANGES FROM 12/18/12 (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 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 20 13 21 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 872,530 COMMITMENTS 4,240 119,360 0 868,290 753,170 872,530 872,530 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23,792) 0 0 0 23,792 23,792 23,792 23,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 13.7 0.0 99.5 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 18 22 19 23 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 505,631 COMMITMENTS 77,317 6,226 57,406 370,908 441,999 505,631 505,631 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23,400) 0 5,208 -5,208 28,608 23,400 23,400 23,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 1.2 11.4 73.4 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 15 17 18 19 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 237,016 COMMITMENTS 0 7,791 0 237,016 229,225 237,016 237,016 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 3,120) 0 3,111 0 3,120 9 3,120 3,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 100.0 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 16 15 16 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,630 COMMITMENTS 1,095 0 63 30,784 32,275 31,942 32,338 688 292 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 269) -180 0 0 389 269 209 269 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.2 94.3 98.9 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 1 35 35 37 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,596 COMMITMENTS 1,710 0 0 4,451 6,352 6,161 6,352 435 244 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 -30 30 -30 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 0.0 0.0 67.5 96.3 93.4 96.3 6.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 13 17 15 17 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,457 COMMITMENTS 122 1,010 41 5,984 4,947 6,147 5,998 310 459 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 95) 30 -50 0 65 145 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 15.6 0.6 92.7 76.6 95.2 92.9 4.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 22 25 24 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,783 COMMITMENTS 795 0 0 8,498 9,389 9,293 9,389 490 394 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 86.9 96.0 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 18 20 20 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,364 COMMITMENTS 104 0 0 3,884 4,206 3,988 4,206 376 158 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 89.0 96.4 91.4 96.4 8.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 16 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,476,652 COMMITMENTS 344,880 150,173 468,079 593,186 785,491 1406145 1403743 70,507 72,909 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -17,199) 3,251 -8,545 -6,076 -10,839 -2,486 -13,664 -17,107 -3,535 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 10.2 31.7 40.2 53.2 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 102 83 127 85 98 252 260 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,733 COMMITMENTS 59,772 14,193 3,592 66,085 108,979 129,449 126,764 45,284 47,969 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 5,507) 4,000 -1,633 3,179 -5,379 2,633 1,800 4,179 3,707 1,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 8.1 2.1 37.8 62.4 74.1 72.5 25.9 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 6 5 17 20 25 27 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,362 COMMITMENTS 6,946 2,553 5,781 52,360 52,525 65,087 60,859 2,275 6,503 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4,315) 38 1,206 -1,445 -3,242 -3,711 -4,649 -3,950 334 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.8 8.6 77.7 78.0 96.6 90.3 3.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 3 6 17 16 26 22 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,772 COMMITMENTS 3,029 2,523 11,234 37,573 37,973 51,836 51,730 1,936 2,042 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,099) 104 -825 -2,000 -53 576 -1,949 -2,249 -150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 4.7 20.9 69.9 70.6 96.4 96.2 3.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 4 14 13 18 19 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,506 COMMITMENTS 0 3,532 496 29,714 27,513 30,210 31,541 24,296 22,965 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 616) 0 0 0 567 180 567 180 49 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.9 54.5 50.5 55.4 57.9 44.6 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 3 17 18 20 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,953 COMMITMENTS 4,168 7,138 8,782 13,011 10,143 25,961 26,063 2,992 2,890 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 882) 245 31 1,052 138 81 1,435 1,164 -553 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 24.7 30.3 44.9 35.0 89.7 90.0 10.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 5 7 12 12 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,325 COMMITMENTS 20,799 3,499 215 2,741 21,813 23,755 25,527 2,570 798 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -192) 150 535 -47 -317 -268 -214 220 22 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.0 13.3 0.8 10.4 82.9 90.2 97.0 9.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 78 29 6 20 36 101 70 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,466 COMMITMENTS 43,696 5,332 1,102 10,160 53,981 54,958 60,415 7,508 2,051 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,035) -3,937 674 18 1,660 -3,172 -2,259 -2,480 224 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 8.5 1.8 16.3 86.4 88.0 96.7 12.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 102 28 16 33 31 141 71 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,239 COMMITMENTS 95,602 27,349 41,353 130,941 210,648 267,896 279,350 25,343 13,889 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 4,651) 5,507 100 4,905 -7,625 -503 2,787 4,502 1,864 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 9.3 14.1 44.7 71.8 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 75 24 52 74 84 175 141 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,140 COMMITMENTS 3,874 971 245 7,181 8,046 11,300 9,262 1,840 3,878 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 341) 60 -24 24 -16 113 68 113 273 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 7.4 1.9 54.6 61.2 86.0 70.5 14.0 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 16 17 19 21 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,488 COMMITMENTS 0 0 200 8,121 8,204 8,321 8,404 1,167 1,084 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 510) 0 0 0 303 236 303 236 207 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 2.1 85.6 86.5 87.7 88.6 12.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 1 19 16 20 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,819 COMMITMENTS 10,551 400 216 8,670 17,822 19,437 18,438 1,382 2,381 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,579) 2,155 0 0 -459 1,363 1,696 1,363 -117 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 1.9 1.0 41.6 85.6 93.4 88.6 6.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 12 17 15 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,582 COMMITMENTS 5,499 5,654 854 3,879 3,894 10,232 10,402 350 180 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 32) 0 -150 50 54 132 104 32 -72 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 53.4 8.1 36.7 36.8 96.7 98.3 3.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 5 3 5 8 14 14 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,495 COMMITMENTS 635 465 135 7,695 7,895 8,465 8,495 30 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 20) 20 0 0 0 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 5.5 1.6 90.6 92.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 10 14 15 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,455 COMMITMENTS 150 3,322 468 9,837 6,468 10,455 10,258 0 197 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 237) 100 160 -32 169 109 237 237 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 31.8 4.5 94.1 61.9 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 5 31 27 36 35 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,151 COMMITMENTS 2,712 800 0 40,921 43,311 43,633 44,111 518 40 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,541) 207 125 0 1,334 1,416 1,541 1,541 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.8 0.0 92.7 98.1 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 3 0 44 35 52 38 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,133 COMMITMENTS 650 650 0 7,327 7,483 7,977 8,133 156 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 8.0 0.0 90.1 92.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 16 10 17 11 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,056 COMMITMENTS 539 400 0 15,294 15,656 15,833 16,056 223 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 460) 0 0 0 460 460 460 460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 2.5 0.0 95.3 97.5 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 0 22 19 24 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,729 COMMITMENTS 1,300 8,429 100 14,329 7,200 15,729 15,729 0 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150) -25 -150 0 175 300 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 53.6 0.6 91.1 45.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 4 3 31 21 36 28 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,224 COMMITMENTS 1,998 1,928 0 5,196 5,296 7,194 7,224 30 0 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 225) 375 1,903 0 -150 -1,678 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 26.7 0.0 71.9 73.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 10 12 12 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,788 COMMITMENTS 3,191 4,290 12,030 49,413 48,271 64,634 64,591 154 197 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,533) 916 -700 524 -7 1,634 1,433 1,458 100 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 6.6 18.6 76.3 74.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 8 6 43 47 52 59 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,800 COMMITMENTS 521 0 50 5,013 5,291 5,584 5,341 216 459 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 64) 0 0 0 64 64 64 64 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.9 86.4 91.2 96.3 92.1 3.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 14 14 17 15 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,849 COMMITMENTS 1,544 0 180 2,115 3,399 3,839 3,579 10 270 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 0.0 4.7 54.9 88.3 99.7 93.0 0.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 2 16 8 20 10 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,620 COMMITMENTS 385 5,075 1,152 16,951 11,999 18,488 18,226 132 394 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23) 27 101 -128 124 112 23 85 0 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 27.3 6.2 91.0 64.4 99.3 97.9 0.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 6 3 28 24 31 32 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,953 COMMITMENTS 3,626 1,924 785 21,847 20,353 26,258 23,062 695 3,891 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 924) 0 42 0 2,043 2,016 2,043 2,058 -1,119 -1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 7.1 2.9 81.1 75.5 97.4 85.6 2.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 1 23 25 27 28
Updated December 28, 2012