GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,503 COMMITMENTS 665 921 2,106 44,420 44,476 47,191 47,503 312 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 631) 0 -56 0 628 687 628 631 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.9 4.4 93.5 93.6 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 3 2 42 45 45 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,067 COMMITMENTS 0 0 0 16,852 16,902 16,852 16,902 215 165 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,014 COMMITMENTS 230 762 650 13,998 13,495 14,878 14,907 1,136 1,107 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 70) 0 100 51 50 -44 101 107 -31 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.8 4.1 87.4 84.3 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 2 5 43 46 48 52 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,679 COMMITMENTS 420 108 603 6,952 7,402 7,975 8,113 704 566 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 178) 25 -5 15 130 107 170 117 8 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.2 6.9 80.1 85.3 91.9 93.5 8.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 4 9 50 53 59 63 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,179 COMMITMENTS 15 0 105 5,544 5,553 5,664 5,658 515 521 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -5) 0 0 0 0 0 0 0 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 1.7 89.7 89.9 91.7 91.6 8.3 8.4 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,246 COMMITMENTS 115 280 906 6,831 6,851 7,852 8,037 394 209 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 56) 0 0 0 56 56 56 56 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.4 11.0 82.8 83.1 95.2 97.5 4.8 2.5 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,610 COMMITMENTS 135 45 10 3,197 2,967 3,342 3,022 268 588 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 119) 0 0 0 98 165 98 165 21 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.2 0.3 88.6 82.2 92.6 83.7 7.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 23 23 25 24 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,209 COMMITMENTS 50 75 152 2,530 2,546 2,732 2,773 477 436 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 209) 10 20 65 159 249 234 334 -25 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.3 4.7 78.8 79.3 85.1 86.4 14.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 4 30 28 34 33 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (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 99.6 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,737 COMMITMENTS 0 0 0 10,612 10,699 10,612 10,699 125 38 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 325) 0 0 0 325 325 325 325 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,515 COMMITMENTS 0 207 260 7,960 7,904 8,220 8,371 295 144 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 36) 0 0 0 36 36 36 36 0 0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,468 COMMITMENTS 0 2,649 825 29,623 26,994 30,448 30,468 20 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 265) 0 0 0 265 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 2.7 97.2 88.6 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,750 COMMITMENTS 53,945 25,045 42,790 128,355 171,057 225,090 238,892 37,660 23,858 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -10,206) 3,265 -845 -6,020 -7,311 -1,325 -10,066 -8,190 -140 -2,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 9.5 16.3 48.9 65.1 85.7 90.9 14.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 36 28 35 65 74 123 120 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,255 COMMITMENTS 0 4,233 0 8,855 4,965 8,855 9,198 3,400 3,057 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 905) 0 217 0 692 453 692 670 213 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 34.5 0.0 72.3 40.5 72.3 75.1 27.7 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,164,815 COMMITMENTS 240,199 400,648 401,743 457,116 318,930 1099058 1121321 65,757 43,494 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 191) -11,228 -4,263 10,633 2,495 -4,100 1,900 2,270 -1,709 -2,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 34.4 34.5 39.2 27.4 94.4 96.3 5.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 96 93 121 74 60 247 209 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 131,954 COMMITMENTS 46,074 48,769 24,812 58,399 55,989 129,285 129,570 2,669 2,384 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -17,102) -41 -7,363 -1,336 -15,237 -8,315 -16,614 -17,014 -488 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 37.0 18.8 44.3 42.4 98.0 98.2 2.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 14 7 13 21 21 41 35 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,264,650 COMMITMENTS 510,452 32,229 626,539 1085274 1581800 2222265 2240568 42,385 24,082 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -177,309) -64,543 9,704 -41,965 -72,025 -146,710 -178,533 -178,971 1,224 1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 1.4 27.7 47.9 69.8 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 34 10 37 81 75 126 115 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 838,183 COMMITMENTS 35,493 139,703 188,241 605,246 503,287 828,980 831,231 9,203 6,952 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -132,499) -51,773 -88,357 -18,222 -68,172 -28,535 -138,167 -135,114 5,668 2,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 16.7 22.5 72.2 60.0 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 13 24 24 33 33 63 64 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,535 COMMITMENTS 1,739 310 633 4,585 6,270 6,957 7,213 578 322 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -120) 10 40 -50 -110 -105 -150 -115 30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 4.1 8.4 60.8 83.2 92.3 95.7 7.7 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,415 COMMITMENTS 9,865 10,978 7,757 13,573 12,430 31,195 31,165 220 250 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -50) 120 120 -135 0 -60 -15 -75 -35 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 34.9 24.7 43.2 39.6 99.3 99.2 0.7 0.8 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,800 COMMITMENTS 5,500 3,460 3,335 3,570 5,380 12,405 12,175 395 625 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -45) 0 -195 -45 0 0 -45 -240 0 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 27.0 26.1 27.9 42.0 96.9 95.1 3.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 11 16 8 10 26 26 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,452 COMMITMENTS 1,264 617 936 19,123 19,702 21,323 21,255 129 197 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -529) -48 -1 0 -281 -394 -329 -395 -200 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.9 4.4 89.1 91.8 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 5 30 38 38 46 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,924 COMMITMENTS 60 0 33 2,136 2,333 2,229 2,366 695 558 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 82) 2 0 -2 216 218 216 216 -134 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 1.1 73.1 79.8 76.2 80.9 23.8 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 20 22 22 23 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,788 COMMITMENTS 166 536 90 2,225 1,891 2,481 2,517 307 271 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 80) 25 -27 14 73 67 112 54 -32 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 19.2 3.2 79.8 67.8 89.0 90.3 11.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 29 29 32 32 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,451 COMMITMENTS 3,320 1,907 1,824 48,981 50,586 54,125 54,317 1,326 1,134 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -7,681) -537 1,088 -1,706 -2,585 -2,828 -4,828 -3,446 -2,853 -4,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 3.4 3.3 88.3 91.2 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 3 25 28 30 31 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,890 COMMITMENTS 1,250 294 1,576 10,000 11,504 12,826 13,374 1,064 516 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 136) 0 0 0 126 136 126 136 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 2.1 11.3 72.0 82.8 92.3 96.3 7.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 21 19 24 22 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,622 COMMITMENTS 1,758 480 774 8,602 9,657 11,134 10,911 488 711 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -574) -60 40 -40 -465 -829 -565 -829 -9 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 4.1 6.7 74.0 83.1 95.8 93.9 4.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 16 17 18 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 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 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,865 COMMITMENTS 490 1,506 1,640 7,030 6,635 9,160 9,781 1,705 1,084 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 12) 0 0 0 16 12 16 12 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 13.9 15.1 64.7 61.1 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,745 COMMITMENTS 0 2,016 790 8,492 7,447 9,282 10,253 1,463 492 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 11) 0 0 0 11 11 11 11 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,775 COMMITMENTS 0 0 0 55,775 55,775 55,775 55,775 0 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 462) 0 0 0 462 462 462 462 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 28 19 28 19 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,918 COMMITMENTS 0 0 0 856,918 856,918 856,918 856,918 0 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,096) 0 0 0 5,096 5,096 5,096 5,096 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 21 19 21 19 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,710 COMMITMENTS 44,656 372,209 0 412,054 84,501 456,710 456,710 0 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,504) 2,976 0 0 3,528 6,504 6,504 6,504 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 81.5 0.0 90.2 18.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 11 12 12 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,788 COMMITMENTS 805 0 0 66,728 67,661 67,533 67,661 255 127 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 66) 0 0 0 66 66 66 66 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 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,647 COMMITMENTS 5,530 381 2,260 47,602 53,006 55,392 55,647 255 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 447) 0 381 0 447 66 447 447 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.7 4.1 85.5 95.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 28 21 31 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,114,702 COMMITMENTS 32,892 97,840 8,325 1073485 1008537 1114702 1114702 0 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,568) 0 0 0 -1,568 -1,568 -1,568 -1,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,255 COMMITMENTS 0 3,520 0 39,235 35,480 39,235 39,000 20 255 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 63) 0 63 0 63 0 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 99.9 90.4 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 0 20 15 20 18 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,220 COMMITMENTS 200 5,200 0 36,020 31,020 36,220 36,220 0 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 330) 0 0 0 330 330 330 330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.4 0.0 99.4 85.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 16 22 17 23 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (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 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (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 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 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 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 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (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 0.5 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 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 877,626 COMMITMENTS 4,240 119,360 0 873,386 758,266 877,626 877,626 0 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,096) 0 0 0 5,096 5,096 5,096 5,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 13.6 0.0 99.5 86.4 100.0 100.0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 507,199 COMMITMENTS 77,317 6,226 57,406 372,476 443,567 507,199 507,199 0 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,568) 0 0 0 1,568 1,568 1,568 1,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 1.2 11.3 73.4 87.5 100.0 100.0 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 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (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 3.3 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,654 COMMITMENTS 1,095 0 63 30,784 32,305 31,942 32,368 712 286 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 24) 0 0 0 0 30 0 30 24 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.2 94.3 98.9 97.8 99.1 2.2 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 12/31/12 | --------------------------------------------------------------| 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 6,322 6,161 6,322 435 274 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -30 0 -30 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 0.0 0.0 67.5 95.8 93.4 95.8 6.6 4.2 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,517 COMMITMENTS 122 1,010 41 6,089 5,064 6,252 6,115 265 402 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 60) 0 0 0 105 117 105 117 -45 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 15.5 0.6 93.4 77.7 95.9 93.8 4.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 1 24 25 26 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,448 COMMITMENTS 104 0 0 3,913 4,199 4,017 4,199 431 249 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 84) 0 0 0 29 -7 29 -7 55 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 88.0 94.4 90.3 94.4 9.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 15 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,473,345 COMMITMENTS 336,952 138,874 480,783 584,809 784,502 1402544 1404159 70,801 69,186 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,307) -7,928 -11,299 12,704 -8,377 -989 -3,601 416 294 -3,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 9.4 32.6 39.7 53.2 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 112 78 136 85 96 269 255 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,062 COMMITMENTS 60,285 15,058 3,551 67,609 109,771 131,445 128,380 45,617 48,682 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 2,329) 513 865 -41 1,524 792 1,996 1,616 333 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 8.5 2.0 38.2 62.0 74.2 72.5 25.8 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,490 COMMITMENTS 6,955 2,553 5,881 52,380 52,384 65,216 60,818 2,274 6,672 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 128) 9 0 100 20 -141 129 -41 -1 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.8 8.7 77.6 77.6 96.6 90.1 3.4 9.9 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,499 COMMITMENTS 3,035 2,523 11,334 36,994 37,650 51,363 51,507 2,136 1,992 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -273) 6 0 100 -579 -323 -473 -223 200 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 4.7 21.2 69.1 70.4 96.0 96.3 4.0 3.7 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,589 COMMITMENTS 0 3,532 496 28,186 27,176 28,682 31,204 25,907 23,385 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 83) 0 0 0 -1,528 -337 -1,528 -337 1,611 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.9 51.6 49.8 52.5 57.2 47.5 42.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 16 17 19 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,855 COMMITMENTS 4,179 7,333 8,730 13,011 10,143 25,920 26,206 2,935 2,649 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -98) 11 195 -52 0 0 -41 143 -57 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 25.4 30.3 45.1 35.2 89.8 90.8 10.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 6 6 12 12 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,532 COMMITMENTS 22,691 3,149 297 2,892 24,275 25,880 27,721 2,652 811 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 2,207) 1,892 -350 82 151 2,462 2,125 2,194 82 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 11.0 1.0 10.1 85.1 90.7 97.2 9.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 85 26 9 17 36 109 69 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 59,593 COMMITMENTS 43,479 7,423 445 8,857 49,479 52,781 57,347 6,812 2,246 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,873) -217 2,091 -657 -1,303 -4,502 -2,177 -3,068 -696 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.0 12.5 0.7 14.9 83.0 88.6 96.2 11.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 96 31 13 29 29 131 67 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 281,699 COMMITMENTS 99,492 29,180 38,656 118,209 203,607 256,357 271,443 25,342 10,256 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -11,540) 3,890 1,831 -2,697 -12,732 -7,041 -11,539 -7,907 -1 -3,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 10.4 13.7 42.0 72.3 91.0 96.4 9.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 75 21 46 68 82 165 137 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,160 COMMITMENTS 3,877 937 259 7,181 8,048 11,317 9,244 1,843 3,916 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 20) 3 -34 14 0 2 17 -18 3 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 7.1 2.0 54.6 61.2 86.0 70.2 14.0 29.8 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,428 COMMITMENTS 0 0 200 8,071 8,094 8,271 8,294 1,157 1,134 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -50 -110 -50 -110 -10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 2.1 85.6 85.9 87.7 88.0 12.3 12.0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,431 COMMITMENTS 11,396 400 216 8,438 18,308 20,050 18,924 1,381 2,507 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 612) 845 0 0 -232 486 613 486 -1 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.2 1.9 1.0 39.4 85.4 93.6 88.3 6.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 12 17 15 19 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,545 COMMITMENTS 685 465 135 7,695 7,945 8,515 8,545 30 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 5.4 1.6 90.1 93.0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,557 COMMITMENTS 150 3,545 436 9,971 6,379 10,557 10,360 0 197 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 102) 0 223 -32 134 -89 102 102 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 33.6 4.1 94.4 60.4 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 4 32 26 36 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,789 COMMITMENTS 2,712 850 0 42,559 44,899 45,271 45,749 518 40 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,638) 0 50 0 1,638 1,588 1,638 1,638 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.9 0.0 92.9 98.1 98.9 99.9 1.1 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,209 COMMITMENTS 650 50 300 8,103 8,859 9,053 9,209 156 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,076) 0 -600 300 776 1,376 1,076 1,076 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.5 3.3 88.0 96.2 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 11 19 12 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,331 COMMITMENTS 589 400 0 16,519 16,931 17,108 17,331 223 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,275) 50 0 0 1,225 1,275 1,275 1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 2.3 0.0 95.3 97.7 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 0 22 20 24 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,879 COMMITMENTS 1,300 8,429 100 14,429 7,300 15,829 15,829 50 50 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 150) 0 0 0 100 100 100 100 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 53.1 0.6 90.9 46.0 99.7 99.7 0.3 0.3 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,474 COMMITMENTS 1,998 1,928 0 5,446 5,546 7,444 7,474 30 0 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 25.8 0.0 72.9 74.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 11 13 13 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,829 COMMITMENTS 3,983 4,239 12,066 48,662 48,402 64,711 64,707 118 122 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 41) 792 -51 36 -751 131 77 116 -36 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 6.5 18.6 75.1 74.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 9 7 43 47 53 60 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,999 COMMITMENTS 1,544 0 180 2,265 3,549 3,989 3,729 10 270 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 0.0 4.5 56.6 88.7 99.7 93.2 0.3 6.8 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 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,411 COMMITMENTS 232 5,075 1,260 17,787 12,620 19,279 18,955 132 456 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 791) -153 0 108 836 621 791 729 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 26.1 6.5 91.6 65.0 99.3 97.7 0.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 3 27 24 30 32 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,426 COMMITMENTS 3,742 1,966 785 22,212 20,817 26,739 23,568 687 3,858 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 473) 116 42 0 365 464 481 506 -8 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 7.2 2.9 81.0 75.9 97.5 85.9 2.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 1 23 25 27 28
Updated January 4, 2013