GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 42,192: 581 480 1,007 40,004 40,670 41,592 42,157: 600 35 Old : 42,192: 581 480 1,007 40,004 40,670 41,592 42,157: 600 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,679: -83 280 -53 1,861 1,520 1,725 1,747: -46 -68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 1.1 2.4 94.8 96.4 98.6 99.9: 1.4 0.1 Old : 100.0: 1.4 1.1 2.4 94.8 96.4 98.6 99.9: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 1 2 2 41 44 43 47: Old : 55: 1 2 2 41 44 43 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 42.0 61.5 59.2 23.7 21.3 32.8 31.0 Old : 40.8 42.0 61.5 59.2 23.7 21.3 32.8 31.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,281: 0 0 0 15,983 16,185 15,983 16,185: 298 96 Old : 16,281: 0 0 0 15,983 16,185 15,983 16,185: 298 96 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 176: 0 0 0 176 176 176 176: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.2 99.4 98.2 99.4: 1.8 0.6 Old : 100.0: 0.0 0.0 0.0 98.2 99.4 98.2 99.4: 1.8 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 0 0 24 29 24 29: Old : 36: 0 0 0 24 29 24 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 58.4 80.5 77.1 57.0 55.7 69.6 68.1 Old : 66.9 58.4 80.5 77.1 57.0 55.7 69.6 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,763: 0 0 0 2,220 2,107 2,220 2,107: 543 656 Old : 2,763: 0 0 0 2,220 2,107 2,220 2,107: 543 656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 80.3 76.3 80.3 76.3: 19.7 23.7 Old : 100.0: 0.0 0.0 0.0 80.3 76.3 80.3 76.3: 19.7 23.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 19 17 19 17: Old : 20: 0 0 0 19 17 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 41.7 62.5 61.0 34.7 32.5 44.4 39.5 Old : 45.3 41.7 62.5 61.0 34.7 32.5 44.4 39.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 17,006: 45 499 849 14,874 14,479 15,768 15,827: 1,238 1,179 Old : 17,006: 45 499 849 14,874 14,479 15,768 15,827: 1,238 1,179 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,520: 0 79 -96 1,588 1,525 1,492 1,508: 28 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 2.9 5.0 87.5 85.1 92.7 93.1: 7.3 6.9 Old : 100.0: 0.3 2.9 5.0 87.5 85.1 92.7 93.1: 7.3 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 2 3 3 45 45 48 50: Old : 53: 2 3 3 45 45 48 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 32.2 48.5 51.4 14.7 13.2 20.2 19.9 Old : 30.6 32.2 48.5 51.4 14.7 13.2 20.2 19.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,067: 720 70 44 6,469 7,370 7,233 7,484: 834 583 Old : 8,067: 720 70 44 6,469 7,370 7,233 7,484: 834 583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 463: -19 5 11 419 443 411 459: 52 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.9 0.5 80.2 91.4 89.7 92.8: 10.3 7.2 Old : 100.0: 8.9 0.9 0.5 80.2 91.4 89.7 92.8: 10.3 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 4 2 3 49 55 53 60: Old : 63: 4 2 3 49 55 53 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 25.8 39.5 39.4 18.6 21.5 25.6 29.8 Old : 26.6 25.8 39.5 39.4 18.6 21.5 25.6 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 7,191: 0 150 0 6,691 6,481 6,691 6,631: 500 560 Old : 7,191: 0 150 0 6,691 6,481 6,691 6,631: 500 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 322: 0 25 0 315 276 315 301: 7 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.1 0.0 93.0 90.1 93.0 92.2: 7.0 7.8 Old : 100.0: 0.0 2.1 0.0 93.0 90.1 93.0 92.2: 7.0 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 21 21 21 22: Old : 24: 0 1 0 21 21 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 52.7 75.9 70.2 26.1 18.4 30.0 25.0 Old : 54.6 52.7 75.9 70.2 26.1 18.4 30.0 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 5,677: 0 607 304 4,615 4,525 4,919 5,436: 758 241 Old : 5,677: 0 607 304 4,615 4,525 4,919 5,436: 758 241 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 382: -15 -45 35 342 387 362 377: 20 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.7 5.4 81.3 79.7 86.6 95.8: 13.4 4.2 Old : 100.0: 0.0 10.7 5.4 81.3 79.7 86.6 95.8: 13.4 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 2 2 21 25 23 27: Old : 29: 0 2 2 21 25 23 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.4 37.8 59.8 60.6 19.2 20.0 26.2 28.4 Old : 38.4 37.8 59.8 60.6 19.2 20.0 26.2 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,353: 0 80 0 2,026 1,766 2,026 1,846: 327 507 Old : 2,353: 0 80 0 2,026 1,766 2,026 1,846: 327 507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 115: 0 40 0 158 126 158 166: -43 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.0 86.1 75.1 86.1 78.5: 13.9 21.5 Old : 100.0: 0.0 3.4 0.0 86.1 75.1 86.1 78.5: 13.9 21.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 0 21 18 21 20: Old : 25: 0 2 0 21 18 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 40.5 66.2 60.2 29.1 34.0 46.5 43.3 Old : 45.0 40.5 66.2 60.2 29.1 34.0 46.5 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,779: 65 12 150 1,921 2,062 2,136 2,224: 643 555 Old : 2,779: 65 12 150 1,921 2,062 2,136 2,224: 643 555 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 229: 0 -19 14 304 203 318 198: -89 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.4 5.4 69.1 74.2 76.9 80.0: 23.1 20.0 Old : 100.0: 2.3 0.4 5.4 69.1 74.2 76.9 80.0: 23.1 20.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 2 22 24 24 26: Old : 29: 1 1 2 22 24 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 38.1 51.5 55.8 35.2 34.8 41.7 45.2 Old : 39.0 38.1 51.5 55.8 35.2 34.8 41.7 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 13,102: 0 0 0 12,943 13,072 12,943 13,072: 159 30 Old : 13,102: 0 0 0 12,943 13,072 12,943 13,072: 159 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 630: 0 0 0 630 630 630 630: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.8 99.8 98.8 99.8: 1.2 0.2 Old : 100.0: 0.0 0.0 0.0 98.8 99.8 98.8 99.8: 1.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 24 16 24 16: Old : 28: 0 0 0 24 16 24 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 62.2 77.2 86.7 50.3 57.1 66.4 74.6 Old : 52.4 62.2 77.2 86.7 50.3 57.1 66.4 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 METRIC TONS) : : : : All : 7,627: 0 531 150 6,983 6,865 7,133 7,546: 494 81 Old : 7,627: 0 531 150 6,983 6,865 7,133 7,546: 494 81 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 640: 0 0 0 699 774 699 774: -59 -134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.0 2.0 91.6 90.0 93.5 98.9: 6.5 1.1 Old : 100.0: 0.0 7.0 2.0 91.6 90.0 93.5 98.9: 6.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 1 16 17 17 20: Old : 24: 0 2 1 16 17 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 45.1 79.3 67.4 47.9 39.0 60.8 60.5 Old : 56.3 45.1 79.3 67.4 47.9 39.0 60.8 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,912: 0 1,606 423 19,369 17,883 19,792 19,912: 120 0 Old : 19,912: 0 1,606 423 19,369 17,883 19,792 19,912: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 342: 0 -40 0 342 382 342 342: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.1 2.1 97.3 89.8 99.4 100.0: 0.6 0.0 Old : 100.0: 0.0 8.1 2.1 97.3 89.8 99.4 100.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 1 1 29 24 30 25: Old : 36: 0 1 1 29 24 30 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 49.5 57.1 76.9 31.2 42.9 46.9 56.6 Old : 35.1 49.5 57.1 76.9 31.2 42.9 46.9 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 329,980: 36,002 35,102 64,177 192,563 201,298 292,742 300,577: 37,238 29,403 Old : 329,980: 36,002 35,102 64,177 192,563 201,298 292,742 300,577: 37,238 29,403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -11,142: -3,812 -3,696 -5,647 -3,723 -1,796 -13,182 -11,140: 2,040 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 10.6 19.4 58.4 61.0 88.7 91.1: 11.3 8.9 Old : 100.0: 10.9 10.6 19.4 58.4 61.0 88.7 91.1: 11.3 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 153: 31 32 45 73 73 135 125: Old : 153: 31 32 45 73 73 135 125: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.2 24.6 28.1 37.9 8.6 11.4 14.4 16.3 Old : 17.2 24.6 28.1 37.9 8.6 11.4 14.4 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 12,797: 205 2,177 8 12,454 10,524 12,667 12,709: 130 88 Old : 12,797: 205 2,177 8 12,454 10,524 12,667 12,709: 130 88 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 812: 0 100 0 912 794 912 894: -100 -82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 17.0 0.1 97.3 82.2 99.0 99.3: 1.0 0.7 Old : 100.0: 1.6 17.0 0.1 97.3 82.2 99.0 99.3: 1.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 3 5 1 41 39 44 45: Old : 61: 3 5 1 41 39 44 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 29.3 51.4 48.4 27.9 24.7 42.1 37.9 Old : 30.3 29.3 51.4 48.4 27.9 24.7 42.1 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,770: 695 1,500 100 16,975 16,140 17,770 17,740: 0 30 Old : 17,770: 695 1,500 100 16,975 16,140 17,770 17,740: 0 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 335: 0 0 0 335 335 335 335: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 8.4 0.6 95.5 90.8 100.0 99.8: 0.0 0.2 Old : 100.0: 3.9 8.4 0.6 95.5 90.8 100.0 99.8: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 3 1 1 24 29 27 31: Old : 39: 3 1 1 24 29 27 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 45.2 73.6 67.4 35.2 26.4 45.7 39.6 Old : 56.7 45.2 73.6 67.4 35.2 26.4 45.7 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 16,025: 2,475 555 1,250 12,300 14,220 16,025 16,025: 0 0 Old : 16,025: 2,475 555 1,250 12,300 14,220 16,025 16,025: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 150: 225 0 0 -75 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 3.5 7.8 76.8 88.7 100.0 100.0: 0.0 0.0 Old : 100.0: 15.4 3.5 7.8 76.8 88.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 2 11 14 14 16: Old : 20: 2 1 2 11 14 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 74.4 92.0 92.7 53.7 57.2 64.7 63.8 Old : 74.6 74.4 92.0 92.7 53.7 57.2 64.7 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 13,233: 0 0 0 11,937 12,933 11,937 12,933: 1,296 300 Old : 13,233: 0 0 0 11,937 12,933 11,937 12,933: 1,296 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -90: 0 0 0 -90 -150 -90 -150: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.2 97.7 90.2 97.7: 9.8 2.3 Old : 100.0: 0.0 0.0 0.0 90.2 97.7 90.2 97.7: 9.8 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 23 16 23 16: Old : 26: 0 0 0 23 16 23 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 73.2 64.8 90.4 41.4 61.4 55.6 72.8 Old : 43.7 73.2 64.8 90.4 41.4 61.4 55.6 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 1,526: 0 0 0 1,510 1,516 1,510 1,516: 16 10 Old : 1,526: 0 0 0 1,510 1,516 1,510 1,516: 16 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.0 99.3 99.0 99.3: 1.0 0.7 Old : 100.0: 0.0 0.0 0.0 99.0 99.3 99.0 99.3: 1.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 16 13 16 13: Old : 23: 0 0 0 16 13 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 68.8 72.7 91.7 49.1 62.3 66.2 78.6 Old : 49.1 68.8 72.7 91.7 49.1 62.3 66.2 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,164,522: 244,944 321,168 455,763 385,041 345,309 1,085,748 1,122,240: 78,775 42,283 Old : 1,164,522: 244,944 321,168 455,763 385,041 345,309 1,085,748 1,122,240: 78,775 42,283 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -6,736: -2,746 1,237 4,631 -11,631 -10,159 -9,745 -4,290: 3,009 -2,446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 27.6 39.1 33.1 29.7 93.2 96.4: 6.8 3.6 Old : 100.0: 21.0 27.6 39.1 33.1 29.7 93.2 96.4: 6.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 324: 117 116 162 76 71 292 260: Old : 324: 117 116 162 76 71 292 260: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 23.1 27.7 35.1 11.2 15.3 18.6 21.6 Old : 16.4 23.1 27.7 35.1 11.2 15.3 18.6 21.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 34,024: 639 5,763 864 29,183 21,534 30,686 28,161: 3,338 5,863 Old : 34,024: 639 5,763 864 29,183 21,534 30,686 28,161: 3,338 5,863 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 186: 0 0 0 186 0 186 0: 0 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 16.9 2.5 85.8 63.3 90.2 82.8: 9.8 17.2 Old : 100.0: 1.9 16.9 2.5 85.8 63.3 90.2 82.8: 9.8 17.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 3 2 9 12 11 16: Old : 21: 1 3 2 9 12 11 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 47.4 86.2 67.7 70.9 45.5 83.3 65.6 Old : 72.8 47.4 86.2 67.7 70.9 45.5 83.3 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,960,095: 110,058 97,290 726,926 1,118,816 1,133,726 1,955,800 1,957,942: 4,295 2,153 Old : 1,960,095: 110,058 97,290 726,926 1,118,816 1,133,726 1,955,800 1,957,942: 4,295 2,153 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -147,759: -8,245 -17,126 -65,315 -73,915 -64,996 -147,475 -147,437: -284 -322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 5.0 37.1 57.1 57.8 99.8 99.9: 0.2 0.1 Old : 100.0: 5.6 5.0 37.1 57.1 57.8 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 151: 40 43 60 61 65 132 137: Old : 151: 40 43 60 61 65 132 137: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 37.9 55.8 57.9 4.1 4.4 6.3 6.3 Old : 35.6 37.9 55.8 57.9 4.1 4.4 6.3 6.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 83,158: 15,709 41,182 13,906 50,347 25,283 79,961 80,370: 3,197 2,788 Old : 83,158: 15,709 41,182 13,906 50,347 25,283 79,961 80,370: 3,197 2,788 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -1,189: -1,163 -768 -1,114 1,470 656 -807 -1,226: -382 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 49.5 16.7 60.5 30.4 96.2 96.6: 3.8 3.4 Old : 100.0: 18.9 49.5 16.7 60.5 30.4 96.2 96.6: 3.8 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 9 9 14 18 19 34 35: Old : 37: 9 9 14 18 19 34 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 60.4 67.2 76.6 42.5 47.7 48.7 52.5 Old : 53.8 60.4 67.2 76.6 42.5 47.7 48.7 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 84,982: 29,380 29,946 35,802 19,497 18,554 84,679 84,303: 303 680 Old : 84,982: 29,380 29,946 35,802 19,497 18,554 84,679 84,303: 303 680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 2,471: -1,144 -597 2,151 1,500 797 2,507 2,352: -36 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 35.2 42.1 22.9 21.8 99.6 99.2: 0.4 0.8 Old : 100.0: 34.6 35.2 42.1 22.9 21.8 99.6 99.2: 0.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 8 14 16 15 20 32 41: Old : 42: 8 14 16 15 20 32 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 51.7 83.9 76.5 37.1 29.1 41.1 36.3 Old : 70.1 51.7 83.9 76.5 37.1 29.1 41.1 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 63,565: 0 162 2,221 55,600 52,194 57,821 54,577: 5,744 8,988 Old : 63,565: 0 162 2,221 55,600 52,194 57,821 54,577: 5,744 8,988 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 10: 0 0 0 10 10 10 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 3.5 87.5 82.1 91.0 85.9: 9.0 14.1 Old : 100.0: 0.0 0.3 3.5 87.5 82.1 91.0 85.9: 9.0 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 1 16 18 17 19: Old : 23: 0 1 1 16 18 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 41.2 68.2 62.8 37.2 35.8 54.1 48.8 Old : 45.5 41.2 68.2 62.8 37.2 35.8 54.1 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,621,537: 458,437 49,839 786,559 1,348,485 1,762,720 2,593,481 2,599,118: 28,056 22,419 Old : 2,621,537: 458,437 49,839 786,559 1,348,485 1,762,720 2,593,481 2,599,118: 28,056 22,419 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -110,712: -12,232 -4,768 -30,675 -68,643 -74,794 -111,550 -110,237: 838 -475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 1.9 30.0 51.4 67.2 98.9 99.1: 1.1 0.9 Old : 100.0: 17.5 1.9 30.0 51.4 67.2 98.9 99.1: 1.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 147: 36 13 39 94 83 141 124: Old : 147: 36 13 39 94 83 141 124: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.7 26.9 41.3 42.2 15.7 15.9 23.2 26.1 Old : 26.7 26.9 41.3 42.2 15.7 15.9 23.2 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,234,849: 151,637 130,969 362,027 717,675 739,840 1,231,339 1,232,836: 3,510 2,013 Old : 1,234,849: 151,637 130,969 362,027 717,675 739,840 1,231,339 1,232,836: 3,510 2,013 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -113,531: -34,946 -1,132 -53,920 -25,884 -58,909 -114,750 -113,961: 1,219 430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 10.6 29.3 58.1 59.9 99.7 99.8: 0.3 0.2 Old : 100.0: 12.3 10.6 29.3 58.1 59.9 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 24 16 31 42 40 78 75: Old : 87: 24 16 31 42 40 78 75: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 40.4 55.5 62.1 13.6 22.2 21.3 32.9 Old : 33.4 40.4 55.5 62.1 13.6 22.2 21.3 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 9,656: 3,829 4,504 2,712 2,532 1,600 9,073 8,816: 583 840 Old : 9,656: 3,829 4,504 2,712 2,532 1,600 9,073 8,816: 583 840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 253: 304 15 143 -195 -130 252 28: 1 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 46.6 28.1 26.2 16.6 94.0 91.3: 6.0 8.7 Old : 100.0: 39.7 46.6 28.1 26.2 16.6 94.0 91.3: 6.0 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 6 12 17 5 4 23 22: Old : 24: 6 12 17 5 4 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 35.2 70.8 56.6 48.5 30.0 55.9 42.7 Old : 57.6 35.2 70.8 56.6 48.5 30.0 55.9 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 25,594: 458 2,424 270 24,559 22,540 25,287 25,234: 307 360 Old : 25,594: 458 2,424 270 24,559 22,540 25,287 25,234: 307 360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 127: 117 196 20 -26 -115 111 101: 16 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 9.5 1.1 96.0 88.1 98.8 98.6: 1.2 1.4 Old : 100.0: 1.8 9.5 1.1 96.0 88.1 98.8 98.6: 1.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 5 4 3 33 45 39 51: Old : 56: 5 4 3 33 45 39 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 35.4 64.2 55.0 36.2 29.6 49.2 40.3 Old : 42.0 35.4 64.2 55.0 36.2 29.6 49.2 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,578: 30 0 121 1,598 1,713 1,749 1,834: 829 744 Old : 2,578: 30 0 121 1,598 1,713 1,749 1,834: 829 744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 4.7 62.0 66.4 67.8 71.1: 32.2 28.9 Old : 100.0: 1.2 0.0 4.7 62.0 66.4 67.8 71.1: 32.2 28.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 2 20 19 22 21: Old : 22: 1 0 2 20 19 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 32.0 48.7 48.6 15.6 14.9 18.8 21.3 Old : 31.0 32.0 48.7 48.6 15.6 14.9 18.8 21.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,971: 186 91 30 1,235 1,475 1,451 1,596: 520 375 Old : 1,971: 186 91 30 1,235 1,475 1,451 1,596: 520 375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 138: 35 0 0 76 200 111 200: 27 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 4.6 1.5 62.7 74.8 73.6 81.0: 26.4 19.0 Old : 100.0: 9.4 4.6 1.5 62.7 74.8 73.6 81.0: 26.4 19.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 1 3 21 21 24 25: Old : 31: 3 1 3 21 21 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.0 36.8 40.4 52.2 21.8 34.8 35.0 46.6 Old : 25.0 36.8 40.4 52.2 21.8 34.8 35.0 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 160,880: 6,211 29 22,374 130,699 137,259 159,284 159,663: 1,596 1,218 Old : 160,880: 6,211 29 22,374 130,699 137,259 159,284 159,663: 1,596 1,218 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -21,888: -3,688 29 -1,151 -16,417 -20,106 -21,255 -21,227: -633 -661 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.0 13.9 81.2 85.3 99.0 99.2: 1.0 0.8 Old : 100.0: 3.9 0.0 13.9 81.2 85.3 99.0 99.2: 1.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 5 1 4 36 34 42 38: Old : 43: 5 1 4 36 34 42 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 40.8 62.1 68.4 11.2 13.5 14.4 17.5 Old : 35.1 40.8 62.1 68.4 11.2 13.5 14.4 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 28,566: 2,561 1,054 3,549 21,081 23,400 27,191 28,002: 1,375 564 Old : 28,566: 2,561 1,054 3,549 21,081 23,400 27,191 28,002: 1,375 564 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -383: 40 -18 -153 -406 -212 -520 -383: 137 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 3.7 12.4 73.8 81.9 95.2 98.0: 4.8 2.0 Old : 100.0: 9.0 3.7 12.4 73.8 81.9 95.2 98.0: 4.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 3 20 17 23 20: Old : 26: 2 1 3 20 17 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 53.0 69.6 73.9 29.7 27.5 36.1 37.0 Old : 47.6 53.0 69.6 73.9 29.7 27.5 36.1 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 8,275: 264 1,030 56 6,428 5,964 6,748 7,050: 1,527 1,225 Old : 8,275: 264 1,030 56 6,428 5,964 6,748 7,050: 1,527 1,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -311: -29 -78 -4 -30 -112 -63 -194: -248 -117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 12.4 0.7 77.7 72.1 81.5 85.2: 18.5 14.8 Old : 100.0: 3.2 12.4 0.7 77.7 72.1 81.5 85.2: 18.5 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 2 16 15 18 18: Old : 21: 1 2 2 16 15 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 47.7 62.6 69.0 29.8 33.9 44.2 48.1 Old : 44.1 47.7 62.6 69.0 29.8 33.9 44.2 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 13,240: 3,564 312 697 8,216 11,964 12,477 12,973: 763 267 Old : 13,240: 3,564 312 697 8,216 11,964 12,477 12,973: 763 267 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -5: -112 -291 -7 140 421 21 123: -26 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 2.4 5.3 62.1 90.4 94.2 98.0: 5.8 2.0 Old : 100.0: 26.9 2.4 5.3 62.1 90.4 94.2 98.0: 5.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 2 2 18 21 21 23: Old : 27: 1 2 2 18 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 36.5 71.6 59.2 50.5 32.7 58.4 47.8 Old : 52.1 36.5 71.6 59.2 50.5 32.7 58.4 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 23,959: 578 2,080 538 20,947 20,379 22,063 22,997: 1,896 962 Old : 23,959: 578 2,080 538 20,947 20,379 22,063 22,997: 1,896 962 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 94: 0 -400 0 56 516 56 116: 38 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 8.7 2.2 87.4 85.1 92.1 96.0: 7.9 4.0 Old : 100.0: 2.4 8.7 2.2 87.4 85.1 92.1 96.0: 7.9 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 1 3 27 25 30 28: Old : 32: 2 1 3 27 25 30 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 40.4 53.5 65.6 21.7 34.6 34.7 48.1 Old : 34.1 40.4 53.5 65.6 21.7 34.6 34.7 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 8,917: 1,134 0 176 6,104 6,641 7,414 6,817: 1,503 2,100 Old : 8,917: 1,134 0 176 6,104 6,641 7,414 6,817: 1,503 2,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 40: 0 0 0 40 40 40 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 0.0 2.0 68.5 74.5 83.1 76.4: 16.9 23.6 Old : 100.0: 12.7 0.0 2.0 68.5 74.5 83.1 76.4: 16.9 23.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 1 17 16 18 17: Old : 21: 1 0 1 17 16 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 36.4 60.6 56.1 30.1 32.4 44.3 42.0 Old : 38.9 36.4 60.6 56.1 30.1 32.4 44.3 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,489: 3,562 2,390 180 7,707 9,179 11,449 11,749: 1,040 740 Old : 12,489: 3,562 2,390 180 7,707 9,179 11,449 11,749: 1,040 740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 3: 0 0 0 -5 3 -5 3: 8 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 19.1 1.4 61.7 73.5 91.7 94.1: 8.3 5.9 Old : 100.0: 28.5 19.1 1.4 61.7 73.5 91.7 94.1: 8.3 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 3 16 16 19 19: Old : 21: 1 2 3 16 16 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 49.2 76.4 71.2 51.9 36.3 55.7 49.0 Old : 56.2 49.2 76.4 71.2 51.9 36.3 55.7 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 13,098: 378 2,404 866 10,938 9,234 12,182 12,504: 916 594 Old : 13,098: 378 2,404 866 10,938 9,234 12,182 12,504: 916 594 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 90: 0 42 0 90 48 90 90: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 18.4 6.6 83.5 70.5 93.0 95.5: 7.0 4.5 Old : 100.0: 2.9 18.4 6.6 83.5 70.5 93.0 95.5: 7.0 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 3 18 16 21 19: Old : 23: 1 2 3 18 16 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 46.8 70.0 70.8 41.9 38.4 53.6 58.1 Old : 46.4 46.8 70.0 70.8 41.9 38.4 53.6 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 58,974: 0 0 0 58,974 58,974 58,974 58,974: 0 0 Old : 58,974: 0 0 0 58,974 58,974 58,974 58,974: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 64: 0 0 0 64 64 64 64: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 19 16 19 16: Old : 26: 0 0 0 19 16 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 84.4 85.1 96.7 70.0 78.4 82.9 89.4 Old : 70.0 84.4 85.1 96.7 70.0 78.4 82.9 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 970,143: 0 0 0 970,143 970,143 970,143 970,143: 0 0 Old : 970,143: 0 0 0 970,143 970,143 970,143 970,143: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 2,520: 0 0 0 2,520 2,520 2,520 2,520: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 16 17 16 17: Old : 25: 0 0 0 16 17 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.2 84.9 89.2 94.3 69.3 78.2 85.3 86.7 Old : 70.2 84.9 89.2 94.3 69.3 78.2 85.3 86.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 27,041: 0 0 0 27,041 27,041 27,041 27,041: 0 0 Old : 27,041: 0 0 0 27,041 27,041 27,041 27,041: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 10 13 10: Old : 20: 0 0 0 13 10 13 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.8 92.0 92.8 99.2 67.8 92.0 92.5 96.6 Old : 67.8 92.0 92.8 99.2 67.8 92.0 92.5 96.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 101,445: 42 0 0 101,148 101,211 101,190 101,211: 255 234 Old : 101,445: 42 0 0 101,148 101,211 101,190 101,211: 255 234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2 Old : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 0 0 17 29 18 29: Old : 38: 1 0 0 17 29 18 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 40.9 88.9 64.8 70.7 40.9 85.1 63.5 Old : 71.2 40.9 88.9 64.8 70.7 40.9 85.1 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 MEGAWATT HOURS) : : : : All : 1,404,138: 3,920 0 0 1,400,218 1,404,138 1,404,138 1,404,138: 0 0 Old : 1,404,138: 3,920 0 0 1,400,218 1,404,138 1,404,138 1,404,138: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 0 0 18 24 19 24: Old : 36: 1 0 0 18 24 19 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 44.3 90.6 65.5 67.0 44.3 83.2 64.2 Old : 68.5 44.3 90.6 65.5 67.0 44.3 83.2 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 69,661: 4,102 2,235 9,290 56,269 58,136 69,661 69,661: 0 0 Old : 69,661: 4,102 2,235 9,290 56,269 58,136 69,661 69,661: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,390: -1,275 0 1,275 1,390 115 1,390 1,390: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 3.2 13.3 80.8 83.5 100.0 100.0: 0.0 0.0 Old : 100.0: 5.9 3.2 13.3 80.8 83.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 1 2 28 21 32 23: Old : 36: 3 1 2 28 21 32 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 46.9 54.7 75.6 26.0 37.8 40.2 53.8 Old : 35.1 46.9 54.7 75.6 26.0 37.8 40.2 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,147,346: 42,561 118,070 19,471 1,085,314 1,009,805 1,147,346 1,147,346: 0 0 Old : 1,147,346: 42,561 118,070 19,471 1,085,314 1,009,805 1,147,346 1,147,346: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 10.3 1.7 94.6 88.0 100.0 100.0: 0.0 0.0 Old : 100.0: 3.7 10.3 1.7 94.6 88.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 3 1 29 23 33 26: Old : 40: 3 3 1 29 23 33 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 42.7 60.7 69.2 36.3 38.3 53.6 59.8 Old : 41.1 42.7 60.7 69.2 36.3 38.3 53.6 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 51,772: 0 3,997 0 51,645 47,244 51,645 51,241: 127 531 Old : 51,772: 0 3,997 0 51,645 47,244 51,645 51,241: 127 531 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 164: 0 0 0 164 164 164 164: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.7 0.0 99.8 91.3 99.8 99.0: 0.2 1.0 Old : 100.0: 0.0 7.7 0.0 99.8 91.3 99.8 99.0: 0.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 0 18 15 18 17: Old : 27: 0 2 0 18 15 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 68.5 78.9 85.9 53.7 57.1 68.9 73.0 Old : 57.2 68.5 78.9 85.9 53.7 57.1 68.9 73.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 24,431: 0 6,165 200 24,104 18,066 24,304 24,431: 127 0 Old : 24,431: 0 6,165 200 24,104 18,066 24,304 24,431: 127 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -220: 0 0 0 -220 -220 -220 -220: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 25.2 0.8 98.7 73.9 99.5 100.0: 0.5 0.0 Old : 100.0: 0.0 25.2 0.8 98.7 73.9 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 1 13 13 14 14: Old : 20: 0 1 1 13 13 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.3 66.4 93.7 87.5 73.2 57.2 80.5 74.9 Old : 82.3 66.4 93.7 87.5 73.2 57.2 80.5 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 42,995: 3,775 4,460 0 38,647 38,535 42,422 42,995: 573 0 Old : 42,995: 3,775 4,460 0 38,647 38,535 42,422 42,995: 573 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -1,191: 1,104 -1,275 0 -2,295 84 -1,191 -1,191: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 10.4 0.0 89.9 89.6 98.7 100.0: 1.3 0.0 Old : 100.0: 8.8 10.4 0.0 89.9 89.6 98.7 100.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 1 0 14 16 16 17: Old : 28: 2 1 0 14 16 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 57.4 83.0 80.2 39.8 38.3 54.1 53.8 Old : 61.5 57.4 83.0 80.2 39.8 38.3 54.1 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 16,788: 381 868 218 15,274 15,448 15,873 16,534: 915 254 Old : 16,788: 381 868 218 15,274 15,448 15,873 16,534: 915 254 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 971: 0 0 0 971 971 971 971: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 5.2 1.3 91.0 92.0 94.5 98.5: 5.5 1.5 Old : 100.0: 2.3 5.2 1.3 91.0 92.0 94.5 98.5: 5.5 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 1 17 17 19 18: Old : 26: 1 1 1 17 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 58.0 77.5 84.2 43.2 53.3 65.2 71.4 Old : 50.2 58.0 77.5 84.2 43.2 53.3 65.2 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 12,771: 212 1,067 0 12,432 11,428 12,644 12,495: 127 276 Old : 12,771: 212 1,067 0 12,432 11,428 12,644 12,495: 127 276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 8.4 0.0 97.3 89.5 99.0 97.8: 1.0 2.2 Old : 100.0: 1.7 8.4 0.0 97.3 89.5 99.0 97.8: 1.0 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 0 16 10 17 12: Old : 21: 1 2 0 16 10 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 62.7 78.1 90.7 51.6 56.7 70.8 76.3 Old : 52.7 62.7 78.1 90.7 51.6 56.7 70.8 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 871,628: 0 60,185 23,400 848,228 788,043 871,628 871,628: 0 0 Old : 871,628: 0 60,185 23,400 848,228 788,043 871,628 871,628: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 3,236: 0 0 0 3,236 3,236 3,236 3,236: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.9 2.7 97.3 90.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 6.9 2.7 97.3 90.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 1 20 15 21 17: Old : 27: 0 2 1 20 15 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 73.0 79.1 90.8 44.0 56.8 60.6 68.0 Old : 56.7 73.0 79.1 90.8 44.0 56.8 60.6 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 993,244: 55,281 111,095 12,000 925,963 870,149 993,244 993,244: 0 0 Old : 993,244: 55,281 111,095 12,000 925,963 870,149 993,244 993,244: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 9,360 0 0 -9,360 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 11.2 1.2 93.2 87.6 100.0 100.0: 0.0 0.0 Old : 100.0: 5.6 11.2 1.2 93.2 87.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 1 14 15 17 16: Old : 24: 2 1 1 14 15 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 79.4 86.8 92.9 49.3 60.2 65.4 70.0 Old : 63.7 79.4 86.8 92.9 49.3 60.2 65.4 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 525,429: 179,674 0 62,091 283,664 463,338 525,429 525,429: 0 0 Old : 525,429: 179,674 0 62,091 283,664 463,338 525,429 525,429: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 0.0 11.8 54.0 88.2 100.0 100.0: 0.0 0.0 Old : 100.0: 34.2 0.0 11.8 54.0 88.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 2 15 13 17 15: Old : 21: 2 0 2 15 13 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.5 65.8 88.0 90.7 53.0 59.6 67.9 71.9 Old : 72.5 65.8 88.0 90.7 53.0 59.6 67.9 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 140,744: 0 7,032 0 140,744 133,712 140,744 140,744: 0 0 Old : 140,744: 0 7,032 0 140,744 133,712 140,744 140,744: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.0 0.0 100.0 95.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 5.0 0.0 100.0 95.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 0 9 12 9 14: Old : 20: 0 2 0 9 12 9 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 60.2 96.7 86.0 60.6 53.3 80.8 75.2 Old : 67.1 60.2 96.7 86.0 60.6 53.3 80.8 75.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 9,428: 247 95 268 8,892 9,060 9,408 9,424: 20 4 Old : 9,428: 247 95 268 8,892 9,060 9,408 9,424: 20 4 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -70: 11 27 -29 -51 -67 -70 -69: -0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 1.0 2.8 94.3 96.1 99.8 100.0: 0.2 0.0 Old : 100.0: 2.6 1.0 2.8 94.3 96.1 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 1 3 16 18 19 21: Old : 21: 2 1 3 16 18 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 48.3 76.1 73.2 17.3 18.5 23.0 23.2 Old : 45.6 48.3 76.1 73.2 17.3 18.5 23.0 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 28,460: 2,251 0 0 25,670 28,023 27,921 28,023: 539 437 Old : 28,460: 2,251 0 0 25,670 28,023 27,921 28,023: 539 437 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 544: 0 0 0 541 524 541 524: 3 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 0.0 0.0 90.2 98.5 98.1 98.5: 1.9 1.5 Old : 100.0: 7.9 0.0 0.0 90.2 98.5 98.1 98.5: 1.9 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 0 0 36 34 39 34: Old : 45: 3 0 0 36 34 39 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 53.7 62.6 71.2 43.8 51.9 56.6 66.1 Old : 45.7 53.7 62.6 71.2 43.8 51.9 56.6 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 6,928: 660 0 0 5,956 6,554 6,616 6,554: 312 374 Old : 6,928: 660 0 0 5,956 6,554 6,616 6,554: 312 374 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 34: 0 0 0 34 34 34 34: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.0 0.0 86.0 94.6 95.5 94.6: 4.5 5.4 Old : 100.0: 9.5 0.0 0.0 86.0 94.6 95.5 94.6: 4.5 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 0 16 16 17 16: Old : 25: 1 0 0 16 16 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 61.2 83.8 81.0 65.5 61.2 78.8 78.6 Old : 65.5 61.2 83.8 81.0 65.5 61.2 78.8 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,639: 267 1,575 77 9,020 7,429 9,364 9,081: 275 558 Old : 9,639: 267 1,575 77 9,020 7,429 9,364 9,081: 275 558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 215: 8 0 0 207 190 215 190: 0 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 16.3 0.8 93.6 77.1 97.1 94.2: 2.9 5.8 Old : 100.0: 2.8 16.3 0.8 93.6 77.1 97.1 94.2: 2.9 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 2 1 21 19 24 22: Old : 28: 3 2 1 21 19 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 56.1 75.0 73.3 57.0 50.9 69.4 64.9 Old : 58.8 56.1 75.0 73.3 57.0 50.9 69.4 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 10,349: 945 0 0 9,179 9,784 10,124 9,784: 225 565 Old : 10,349: 945 0 0 9,179 9,784 10,124 9,784: 225 565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -7: 0 0 0 -7 -7 -7 -7: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 0.0 0.0 88.7 94.5 97.8 94.5: 2.2 5.5 Old : 100.0: 9.1 0.0 0.0 88.7 94.5 97.8 94.5: 2.2 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 20 18 21 18: Old : 27: 1 0 0 20 18 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 47.5 77.6 70.9 50.4 44.0 71.6 62.5 Old : 50.4 47.5 77.6 70.9 50.4 44.0 71.6 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,322,089: 332,215 112,522 784,826 1,129,443 1,353,409 2,246,484 2,250,757: 75,606 71,333 Old : 2,322,089: 332,215 112,522 784,826 1,129,443 1,353,409 2,246,484 2,250,757: 75,606 71,333 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 6,589: -12,454 98 6,924 7,837 24 2,308 7,046: 4,282 -456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 4.8 33.8 48.6 58.3 96.7 96.9: 3.3 3.1 Old : 100.0: 14.3 4.8 33.8 48.6 58.3 96.7 96.9: 3.3 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 369: 148 98 200 102 101 343 319: Old : 369: 148 98 200 102 101 343 319: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.6 14.2 26.6 26.0 8.7 6.7 12.4 10.5 Old : 16.6 14.2 26.6 26.0 8.7 6.7 12.4 10.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 245,139: 78,309 34,479 53,462 112,495 154,192 244,265 242,133: 874 3,007 Old : 245,139: 78,309 34,479 53,462 112,495 154,192 244,265 242,133: 874 3,007 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 15,123: -1,135 5,676 5,456 10,718 3,803 15,039 14,935: 85 188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 14.1 21.8 45.9 62.9 99.6 98.8: 0.4 1.2 Old : 100.0: 31.9 14.1 21.8 45.9 62.9 99.6 98.8: 0.4 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 6 10 13 23 26 36 42: Old : 42: 6 10 13 23 26 36 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 42.6 76.3 66.8 39.5 24.8 44.9 35.9 Old : 57.4 42.6 76.3 66.8 39.5 24.8 44.9 35.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 198,107: 58,846 20,663 727 92,707 123,524 152,280 144,914: 45,827 53,193 Old : 198,107: 58,846 20,663 727 92,707 123,524 152,280 144,914: 45,827 53,193 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,111: 626 93 -6 304 361 924 448: 187 663 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 10.4 0.4 46.8 62.4 76.9 73.1: 23.1 26.9 Old : 100.0: 29.7 10.4 0.4 46.8 62.4 76.9 73.1: 23.1 26.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 6 6 4 18 19 26 27: Old : 33: 6 6 4 18 19 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 35.4 60.5 49.5 42.5 35.0 57.7 46.4 Old : 43.7 35.4 60.5 49.5 42.5 35.0 57.7 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 66,216: 9,676 1,368 15,535 37,805 47,071 63,016 63,974: 3,200 2,242 Old : 66,216: 9,676 1,368 15,535 37,805 47,071 63,016 63,974: 3,200 2,242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -101: 87 170 -171 -56 31 -141 29: 39 -131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 2.1 23.5 57.1 71.1 95.2 96.6: 4.8 3.4 Old : 100.0: 14.6 2.1 23.5 57.1 71.1 95.2 96.6: 4.8 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 16 4 16 21 24 41 41: Old : 45: 16 4 16 21 24 41 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 42.2 58.3 68.7 14.5 16.0 18.5 20.9 Old : 39.8 42.2 58.3 68.7 14.5 16.0 18.5 20.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 358,428: 30,730 3,600 72,819 247,625 269,284 351,174 345,703: 7,254 12,725 Old : 358,428: 30,730 3,600 72,819 247,625 269,284 351,174 345,703: 7,254 12,725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -21,785: -2,349 -413 -6,253 -12,363 -13,917 -20,964 -20,584: -820 -1,201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 1.0 20.3 69.1 75.1 98.0 96.4: 2.0 3.6 Old : 100.0: 8.6 1.0 20.3 69.1 75.1 98.0 96.4: 2.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 12 3 15 31 30 46 45: Old : 46: 12 3 15 31 30 46 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 26.4 52.4 44.6 12.4 9.3 18.3 14.8 Old : 34.1 26.4 52.4 44.6 12.4 9.3 18.3 14.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,323: 796 1,275 275 16,252 15,748 17,323 17,298: 0 25 Old : 17,323: 796 1,275 275 16,252 15,748 17,323 17,298: 0 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 7.4 1.6 93.8 90.9 100.0 99.9: 0.0 0.1 Old : 100.0: 4.6 7.4 1.6 93.8 90.9 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 2 4 3 27 25 32 31: Old : 41: 2 4 3 27 25 32 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 51.1 71.0 67.8 41.9 44.5 57.1 57.9 Old : 51.1 51.1 71.0 67.8 41.9 44.5 57.1 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 87,061: 4,991 9,466 6,389 73,360 66,240 84,740 82,095: 2,321 4,966 Old : 87,061: 4,991 9,466 6,389 73,360 66,240 84,740 82,095: 2,321 4,966 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 762: 11 0 239 476 486 726 725: 36 37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 10.9 7.3 84.3 76.1 97.3 94.3: 2.7 5.7 Old : 100.0: 5.7 10.9 7.3 84.3 76.1 97.3 94.3: 2.7 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 4 8 22 19 32 27: Old : 32: 4 4 8 22 19 32 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 40.8 70.8 63.1 27.2 23.0 33.7 30.4 Old : 49.9 40.8 70.8 63.1 27.2 23.0 33.7 30.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 38,020: 1,629 1,798 5,156 28,833 28,663 35,618 35,617: 2,402 2,403 Old : 38,020: 1,629 1,798 5,156 28,833 28,663 35,618 35,617: 2,402 2,403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 736: 14 0 233 394 503 641 736: 95 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 4.7 13.6 75.8 75.4 93.7 93.7: 6.3 6.3 Old : 100.0: 4.3 4.7 13.6 75.8 75.4 93.7 93.7: 6.3 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 2 3 14 14 18 19: Old : 21: 2 2 3 14 14 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 48.4 68.8 69.4 26.0 23.2 32.3 32.2 Old : 47.1 48.4 68.8 69.4 26.0 23.2 32.3 32.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 4,029: 1,150 0 0 2,834 3,966 3,984 3,966: 45 63 Old : 4,029: 1,150 0 0 2,834 3,966 3,984 3,966: 45 63 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -120: -200 0 0 80 -120 -120 -120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 0.0 0.0 70.3 98.4 98.9 98.4: 1.1 1.6 Old : 100.0: 28.5 0.0 0.0 70.3 98.4 98.9 98.4: 1.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 0 12 12 14 12: Old : 20: 2 0 0 12 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 61.4 80.9 89.0 53.9 59.4 69.9 83.6 Old : 59.4 61.4 80.9 89.0 53.9 59.4 69.9 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 32,504: 2,606 6,295 9,648 15,860 12,183 28,114 28,127: 4,390 4,377 Old : 32,504: 2,606 6,295 9,648 15,860 12,183 28,114 28,127: 4,390 4,377 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -1,638: 62 92 -1,065 -790 -679 -1,794 -1,652: 156 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 19.4 29.7 48.8 37.5 86.5 86.5: 13.5 13.5 Old : 100.0: 8.0 19.4 29.7 48.8 37.5 86.5 86.5: 13.5 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 9 10 13 12 11 27 28: Old : 31: 9 10 13 12 11 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 43.1 60.8 58.9 21.8 22.2 25.8 26.8 Old : 44.9 43.1 60.8 58.9 21.8 22.2 25.8 26.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,076: 3,959 1,118 755 6,540 9,681 11,255 11,555: 821 521 Old : 12,076: 3,959 1,118 755 6,540 9,681 11,255 11,555: 821 521 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -952: -98 -96 -119 -727 -711 -944 -926: -8 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 9.3 6.3 54.2 80.2 93.2 95.7: 6.8 4.3 Old : 100.0: 32.8 9.3 6.3 54.2 80.2 93.2 95.7: 6.8 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 13 9 11 15 14 32 30: Old : 37: 13 9 11 15 14 32 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 48.6 57.3 69.6 24.9 25.9 36.5 36.6 Old : 35.5 48.6 57.3 69.6 24.9 25.9 36.5 36.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 104,797: 4,025 359 12,036 80,731 84,159 96,791 96,554: 8,006 8,243 Old : 104,797: 4,025 359 12,036 80,731 84,159 96,791 96,554: 8,006 8,243 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -11,321: -1,383 -132 -2,509 -6,679 -8,157 -10,571 -10,798: -750 -524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.3 11.5 77.0 80.3 92.4 92.1: 7.6 7.9 Old : 100.0: 3.8 0.3 11.5 77.0 80.3 92.4 92.1: 7.6 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 5 2 7 23 23 30 30: Old : 30: 5 2 7 23 23 30 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 32.7 51.7 53.7 11.9 13.9 16.5 17.8 Old : 31.8 32.7 51.7 53.7 11.9 13.9 16.5 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 25,882: 13,947 9,369 1,237 9,305 13,664 24,489 24,270: 1,393 1,612 Old : 25,882: 13,947 9,369 1,237 9,305 13,664 24,489 24,270: 1,393 1,612 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -352: 589 -382 -423 -579 718 -414 -86: 61 -266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 36.2 4.8 36.0 52.8 94.6 93.8: 5.4 6.2 Old : 100.0: 53.9 36.2 4.8 36.0 52.8 94.6 93.8: 5.4 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 155: 54 51 17 29 34 90 99: Old : 155: 54 51 17 29 34 90 99: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 27.6 48.5 42.9 32.8 26.9 43.4 42.2 Old : 35.8 27.6 48.5 42.9 32.8 26.9 43.4 42.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 53,113: 36,051 17,584 1,153 10,261 30,888 47,465 49,626: 5,648 3,487 Old : 53,113: 36,051 17,584 1,153 10,261 30,888 47,465 49,626: 5,648 3,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,276: 7 257 252 855 859 1,113 1,367: 163 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 33.1 2.2 19.3 58.2 89.4 93.4: 10.6 6.6 Old : 100.0: 67.9 33.1 2.2 19.3 58.2 89.4 93.4: 10.6 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 188: 92 45 16 29 36 126 95: Old : 188: 92 45 16 29 36 126 95: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.9 32.6 37.1 46.4 25.7 31.8 36.9 45.6 Old : 25.9 32.6 37.1 46.4 25.7 31.8 36.9 45.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 262,401: 84,355 19,773 41,617 114,752 188,707 240,723 250,097: 21,678 12,304 Old : 262,401: 84,355 19,773 41,617 114,752 188,707 240,723 250,097: 21,678 12,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -28,996: -3,795 2,425 -4,824 -19,884 -25,879 -28,504 -28,279: -492 -717 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 7.5 15.9 43.7 71.9 91.7 95.3: 8.3 4.7 Old : 100.0: 32.1 7.5 15.9 43.7 71.9 91.7 95.3: 8.3 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 192: 70 21 50 71 84 160 141: Old : 192: 70 21 50 71 84 160 141: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.8 16.4 25.0 27.4 11.5 10.3 18.9 18.4 Old : 14.8 16.4 25.0 27.4 11.5 10.3 18.9 18.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 17,624: 3,722 0 1,097 8,140 11,485 12,959 12,582: 4,665 5,042 Old : 17,624: 3,722 0 1,097 8,140 11,485 12,959 12,582: 4,665 5,042 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 960: 958 0 0 195 920 1,153 920: -193 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 0.0 6.2 46.2 65.2 73.5 71.4: 26.5 28.6 Old : 100.0: 21.1 0.0 6.2 46.2 65.2 73.5 71.4: 26.5 28.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 6 0 2 11 18 17 20: Old : 28: 6 0 2 11 18 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 30.3 59.2 52.8 33.6 30.3 50.0 51.5 Old : 41.9 30.3 59.2 52.8 33.6 30.3 50.0 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 9,645: 66 2,313 250 9,156 6,886 9,472 9,449: 173 196 Old : 9,645: 66 2,313 250 9,156 6,886 9,472 9,449: 173 196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,051: 0 0 0 1,051 1,051 1,051 1,051: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 24.0 2.6 94.9 71.4 98.2 98.0: 1.8 2.0 Old : 100.0: 0.7 24.0 2.6 94.9 71.4 98.2 98.0: 1.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 1 3 1 29 32 30 36: Old : 41: 1 3 1 29 32 30 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 36.2 59.6 60.7 34.2 33.6 47.7 49.0 Old : 38.3 36.2 59.6 60.7 34.2 33.6 47.7 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,522: 153 0 84 3,155 3,437 3,393 3,522: 129 0 Old : 3,522: 153 0 84 3,155 3,437 3,393 3,522: 129 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -268: -2 0 4 -268 -272 -266 -268: -1 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.0 2.4 89.6 97.6 96.3 100.0: 3.7 0.0 Old : 100.0: 4.4 0.0 2.4 89.6 97.6 96.3 100.0: 3.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 2 16 15 18 17: Old : 20: 2 0 2 16 15 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 60.7 80.4 82.8 40.9 39.5 50.5 53.9 Old : 53.6 60.7 80.4 82.8 40.9 39.5 50.5 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 52,273: 1,525 0 0 50,344 52,201 51,869 52,201: 404 72 Old : 52,273: 1,525 0 0 50,344 52,201 51,869 52,201: 404 72 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 275: -250 -500 -12 556 790 294 278: -19 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 0.0 96.3 99.9 99.2 99.9: 0.8 0.1 Old : 100.0: 2.9 0.0 0.0 96.3 99.9 99.2 99.9: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 3 0 0 43 33 46 33: Old : 55: 3 0 0 43 33 46 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 48.2 63.9 69.4 48.1 45.3 57.9 58.6 Old : 51.9 48.2 63.9 69.4 48.1 45.3 57.9 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 34,549: 452 0 0 33,917 34,549 34,369 34,549: 180 0 Old : 34,549: 452 0 0 33,917 34,549 34,369 34,549: 180 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 760: 0 0 0 700 760 700 760: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.0 0.0 98.2 100.0 99.5 100.0: 0.5 0.0 Old : 100.0: 1.3 0.0 0.0 98.2 100.0 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 0 0 22 22 23 22: Old : 30: 1 0 0 22 22 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.9 82.0 86.0 93.6 52.0 61.3 61.0 67.4 Old : 73.9 82.0 86.0 93.6 52.0 61.3 61.0 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,260: 450 7,240 150 14,480 7,870 15,080 15,260: 180 0 Old : 15,260: 450 7,240 150 14,480 7,870 15,080 15,260: 180 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 575: 0 250 0 575 325 575 575: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 47.4 1.0 94.9 51.6 98.8 100.0: 1.2 0.0 Old : 100.0: 2.9 47.4 1.0 94.9 51.6 98.8 100.0: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 4 1 27 22 29 27: Old : 39: 2 4 1 27 22 29 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 59.0 70.3 78.2 42.3 56.8 54.0 67.1 Old : 51.9 59.0 70.3 78.2 42.3 56.8 54.0 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 44,262: 2,157 3,653 7,168 34,896 33,282 44,221 44,103: 41 159 Old : 44,262: 2,157 3,653 7,168 34,896 33,282 44,221 44,103: 41 159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 439: 128 496 -409 718 352 437 439: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 8.3 16.2 78.8 75.2 99.9 99.6: 0.1 0.4 Old : 100.0: 4.9 8.3 16.2 78.8 75.2 99.9 99.6: 0.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 8 4 6 45 48 57 55: Old : 66: 8 4 6 45 48 57 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 43.5 55.2 67.2 19.6 20.9 27.3 32.0 Old : 35.2 43.5 55.2 67.2 19.6 20.9 27.3 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 10,902: 278 6,524 21 10,288 4,336 10,587 10,881: 315 21 Old : 10,902: 278 6,524 21 10,288 4,336 10,587 10,881: 315 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 164: 0 118 21 164 70 185 209: -21 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 59.8 0.2 94.4 39.8 97.1 99.8: 2.9 0.2 Old : 100.0: 2.5 59.8 0.2 94.4 39.8 97.1 99.8: 2.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 1 21 16 24 18: Old : 28: 2 2 1 21 16 24 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 79.2 75.3 89.9 47.9 77.6 66.2 81.3 Old : 51.8 79.2 75.3 89.9 47.9 77.6 66.2 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,980: 2,210 2,135 408 10,221 10,108 12,839 12,651: 141 329 Old : 12,980: 2,210 2,135 408 10,221 10,108 12,839 12,651: 141 329 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 563: 417 180 -180 314 593 551 593: 12 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 16.4 3.1 78.7 77.9 98.9 97.5: 1.1 2.5 Old : 100.0: 17.0 16.4 3.1 78.7 77.9 98.9 97.5: 1.1 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 8 1 3 27 26 35 30: Old : 44: 8 1 3 27 26 35 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 46.8 51.9 68.0 26.1 44.2 42.5 55.9 Old : 29.6 46.8 51.9 68.0 26.1 44.2 42.5 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 28,802: 12,129 2,170 227 15,504 25,857 27,860 28,254: 942 548 Old : 28,802: 12,129 2,170 227 15,504 25,857 27,860 28,254: 942 548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -521: 0 -475 0 -422 44 -422 -431: -99 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 7.5 0.8 53.8 89.8 96.7 98.1: 3.3 1.9 Old : 100.0: 42.1 7.5 0.8 53.8 89.8 96.7 98.1: 3.3 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 7 4 2 26 32 33 38: Old : 51: 7 4 2 26 32 33 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 39.6 73.7 57.5 59.4 37.7 68.1 55.4 Old : 61.6 39.6 73.7 57.5 59.4 37.7 68.1 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 20,979: 1,080 276 3,795 15,888 16,878 20,763 20,949: 216 30 Old : 20,979: 1,080 276 3,795 15,888 16,878 20,763 20,949: 216 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 840: 540 0 60 240 780 840 840: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 1.3 18.1 75.7 80.5 99.0 99.9: 1.0 0.1 Old : 100.0: 5.1 1.3 18.1 75.7 80.5 99.0 99.9: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 5 14 15 19 20: Old : 22: 2 1 5 14 15 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 60.9 75.9 82.4 14.2 16.4 19.6 20.3 Old : 56.3 60.9 75.9 82.4 14.2 16.4 19.6 20.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 27,010: 2,587 431 274 22,183 22,788 25,044 23,493: 1,966 3,517 Old : 27,010: 2,587 431 274 22,183 22,788 25,044 23,493: 1,966 3,517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,913: -316 258 12 2,365 1,121 2,061 1,391: -148 522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 1.6 1.0 82.1 84.4 92.7 87.0: 7.3 13.0 Old : 100.0: 9.6 1.6 1.0 82.1 84.4 92.7 87.0: 7.3 13.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 3 4 19 26 23 32: Old : 34: 3 3 4 19 26 23 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 35.5 66.2 52.4 41.2 33.9 56.9 49.3 Old : 44.7 35.5 66.2 52.4 41.2 33.9 56.9 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012