IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 100,321 COMMITMENTS 130 2,152 2,876 97,315 95,293 100,321 100,321 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 957) 0 175 -175 1,132 957 957 957 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.1 2.9 97.0 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 3 10 13 16 17 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,021 COMMITMENTS 0 1,435 988 38,646 37,548 39,634 39,971 387 50 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -7,116) -699 690 -542 -5,810 -7,211 -7,051 -7,063 -65 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 2.5 96.6 93.8 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 3 2 36 37 38 40 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,866 COMMITMENTS 0 80 0 6,669 6,566 6,669 6,646 197 220 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,386) 0 80 0 -3,336 -3,620 -3,336 -3,540 -50 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 97.1 95.6 97.1 96.8 2.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 20 23 20 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,687 COMMITMENTS 383 205 651 11,521 11,918 12,555 12,774 1,132 913 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,887) -165 -154 37 -1,597 -1,595 -1,725 -1,712 -162 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.5 4.8 84.2 87.1 91.7 93.3 8.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 4 36 40 40 45 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,338 COMMITMENTS 323 175 356 5,025 5,059 5,704 5,590 634 748 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,174) -126 95 -120 -847 -1,085 -1,093 -1,110 -81 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.8 5.6 79.3 79.8 90.0 88.2 10.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 5 40 44 46 52 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,850 COMMITMENTS 0 0 0 5,362 5,382 5,362 5,382 488 468 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -774) 0 -50 -5 -757 -646 -762 -701 -12 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.7 92.0 91.7 92.0 8.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 20 18 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,155 COMMITMENTS 105 658 19 5,337 5,200 5,461 5,877 694 278 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,157) 0 72 -271 -871 -972 -1,142 -1,171 -15 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 10.7 0.3 86.7 84.5 88.7 95.5 11.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 21 26 23 28 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,826 COMMITMENTS 180 57 43 1,258 1,427 1,481 1,527 345 299 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -830) 45 5 -45 -754 -730 -754 -770 -76 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.1 2.4 68.9 78.1 81.1 83.6 18.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 17 17 20 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,725 COMMITMENTS 0 0 0 5,548 5,695 5,548 5,695 177 30 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,103) 0 0 0 -3,211 -3,103 -3,211 -3,103 108 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.9 99.5 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 16 16 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,163 COMMITMENTS 0 231 150 8,652 8,745 8,802 9,126 361 37 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -266) 0 -73 0 -209 -198 -209 -271 -57 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 1.6 94.4 95.4 96.1 99.6 3.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 19 18 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,883 COMMITMENTS 0 395 213 22,610 22,275 22,823 22,883 60 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,007) 0 -1,014 -1 -2,986 -1,992 -2,987 -3,007 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.9 98.8 97.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 26 25 27 26 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 351,948 COMMITMENTS 53,207 25,743 74,626 181,119 228,880 308,952 329,250 42,996 22,699 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,863) 3,684 -5,771 4,236 -10,737 -1,567 -2,817 -3,101 -2,046 -1,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 7.3 21.2 51.5 65.0 87.8 93.6 12.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 50 27 51 74 83 155 139 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,743 COMMITMENTS 83 7,259 404 10,210 2,983 10,697 10,646 46 97 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,874) 35 -142 25 -2,928 -2,710 -2,868 -2,827 -6 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 67.6 3.8 95.0 27.8 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 8 5 33 24 39 35 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,680 COMMITMENTS 375 1,500 75 15,230 14,075 15,680 15,650 0 30 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,095) -130 0 0 -965 -1,095 -1,095 -1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 9.6 0.5 97.1 89.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 21 22 23 24 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,841 COMMITMENTS 525 150 0 17,649 17,858 18,174 18,008 667 833 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 146) 0 0 0 234 -178 234 -178 -88 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.8 0.0 93.7 94.8 96.5 95.6 3.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 25 20 27 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,191,771 COMMITMENTS 260,763 315,219 447,596 402,362 386,665 1110721 1149480 81,050 42,291 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 95,780) 21,383 -20,728 62,597 7,365 52,506 91,345 94,375 4,435 1,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 26.4 37.6 33.8 32.4 93.2 96.5 6.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 137 111 162 79 72 316 263 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,615,055 COMMITMENTS 98,830 41,035 562,551 947,930 1008844 1609311 1612430 5,744 2,625 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 59,653) 18,601 11,349 33,728 6,599 15,648 58,928 60,725 725 -1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 2.5 34.8 58.7 62.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 51 29 62 60 58 132 128 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 100,644 COMMITMENTS 26,757 48,031 18,569 51,674 32,066 97,000 98,666 3,644 1,978 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,773) 7,290 6,558 -12,559 -5,981 -4,137 -11,250 -10,138 476 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 47.7 18.5 51.3 31.9 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 8 15 19 20 37 35 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,522 COMMITMENTS 12,580 11,361 11,839 7,851 9,227 32,270 32,428 252 95 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,536) 2,281 2,576 -184 1,452 1,131 3,548 3,523 -12 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 34.9 36.4 24.1 28.4 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 10 8 9 16 19 30 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,490,757 COMMITMENTS 489,473 62,873 689,523 1278919 1716217 2457915 2468613 32,842 22,144 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -96,350) -14,455 -60,864 -400 -86,277 -38,361 -101,132 -99,625 4,782 3,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 2.5 27.7 51.3 68.9 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 34 17 41 89 83 137 128 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,791 COMMITMENTS 73,175 167,518 232,705 687,706 596,765 993,586 996,988 8,205 4,803 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -234,153) -89,095 18,923 -80,916 -69,088 -174,636 -239,099 -236,629 4,946 2,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 16.7 23.2 68.6 59.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 25 21 32 40 38 82 74 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,901 COMMITMENTS 855 0 90 5,131 6,050 6,076 6,140 825 761 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 188) 270 0 90 -126 105 234 195 -45 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 1.3 74.3 87.7 88.0 89.0 12.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 1 13 17 16 18 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 7,924 COMMITMENTS 410 630 70 7,303 7,011 7,783 7,711 141 213 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 8.0 0.9 92.2 88.5 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 14 14 16 17 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,711 COMMITMENTS 6,081 9,358 3,308 7,867 4,046 17,256 16,712 455 999 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 418) -41 1,345 -338 702 -554 323 453 95 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 52.8 18.7 44.4 22.8 97.4 94.4 2.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 15 19 10 9 30 32 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,170 COMMITMENTS 3,555 3,845 1,740 3,550 2,950 8,845 8,535 325 635 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -15) 85 -735 90 -125 655 50 10 -65 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 41.9 19.0 38.7 32.2 96.5 93.1 3.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 11 13 8 7 23 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,496 COMMITMENTS 1,946 1,790 259 12,952 12,897 15,157 14,946 339 550 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,443) 106 -224 -186 -5,442 -5,194 -5,522 -5,604 79 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 11.6 1.7 83.6 83.2 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 5 5 34 37 44 45 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,962 COMMITMENTS 259 0 123 1,832 2,298 2,214 2,421 748 541 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -344) 51 0 -27 -410 -302 -386 -329 42 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 0.0 4.2 61.8 77.6 74.7 81.7 25.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 16 16 17 17 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,666 COMMITMENTS 78 578 30 958 706 1,066 1,314 600 352 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -180) 49 -8 4 -273 -123 -220 -127 40 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 34.7 1.8 57.5 42.4 64.0 78.9 36.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 19 14 22 16 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 135,648 COMMITMENTS 2,222 2,713 15,503 116,216 115,790 133,941 134,006 1,707 1,641 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -18,617) -951 543 -4,954 -12,151 -14,124 -18,055 -18,534 -562 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.0 11.4 85.7 85.4 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 4 32 32 38 36 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,021 COMMITMENTS 2,561 56 2,295 16,983 20,072 21,839 22,423 1,182 598 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,014) -686 56 -484 -1,897 -2,739 -3,068 -3,168 54 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.2 10.0 73.8 87.2 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 20 17 23 20 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,306 COMMITMENTS 0 1,506 128 6,813 5,379 6,941 7,013 1,365 1,293 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -116) 0 348 -10 42 -500 32 -162 -148 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 1.5 82.0 64.8 83.6 84.4 16.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 18 15 19 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,234 COMMITMENTS 3,390 362 389 7,694 11,070 11,473 11,821 761 413 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -581) -102 40 -40 -355 -621 -497 -621 -84 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 3.0 3.2 62.9 90.5 93.8 96.6 6.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 16 20 19 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,461 COMMITMENTS 330 1,480 658 17,204 17,243 18,192 19,381 2,269 1,080 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,452) -76 -200 0 -1,164 -1,210 -1,240 -1,410 -212 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 7.2 3.2 84.1 84.3 88.9 94.7 11.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 23 23 26 26 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,554 COMMITMENTS 1,290 0 120 5,649 7,043 7,059 7,163 1,495 1,391 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -375) 46 0 -66 -245 -328 -265 -394 -110 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.0 1.4 66.0 82.3 82.5 83.7 17.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 16 19 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,428 COMMITMENTS 1,186 2,144 1,690 7,805 7,653 10,681 11,487 1,747 941 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 791) -1,502 -8 1,430 790 -572 718 850 73 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 17.3 13.6 62.8 61.6 85.9 92.4 14.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 16 16 19 19 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,896 COMMITMENTS 248 2,270 796 9,111 8,364 10,155 11,430 1,741 466 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -434) 30 -288 -44 -397 -182 -411 -514 -23 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 19.1 6.7 76.6 70.3 85.4 96.1 14.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 18 15 20 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,250 COMMITMENTS 0 0 0 55,250 55,250 55,250 55,250 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,287) 0 0 0 -2,949 -3,287 -2,949 -3,287 -338 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 15 20 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 906,113 COMMITMENTS 0 0 0 906,113 906,113 906,113 906,113 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -41,600) 0 0 0 -41,600 -41,600 -41,600 -41,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 17 20 17 20 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,250 COMMITMENTS 0 0 0 78,995 79,079 78,995 79,079 255 171 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,118) 0 0 0 -6,118 -6,099 -6,118 -6,099 0 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 16 28 16 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,058,226 COMMITMENTS 0 0 0 1058226 1058226 1058226 1058226 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -115,232) 0 0 0 -115,232 -115,232 -115,232 -115,232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 18 23 18 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,297 COMMITMENTS 5,520 0 4,900 49,622 55,397 60,042 60,297 255 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,687) 1,575 0 -2,090 -2,172 -597 -2,687 -2,687 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 8.1 82.3 91.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 27 22 30 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,406 COMMITMENTS 39,741 105,450 12,891 1108774 1043065 1161406 1161406 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -66,560) 936 -2,080 -2,496 -65,000 -61,984 -66,560 -66,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 9.1 1.1 95.5 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 1 28 25 32 28 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,390 COMMITMENTS 0 3,593 0 45,326 41,287 45,326 44,880 64 510 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,214) 0 -19 0 -3,195 -3,195 -3,195 -3,214 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.9 0.0 99.9 91.0 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 14 19 16 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,546 COMMITMENTS 640 5,420 0 37,396 33,126 38,036 38,546 510 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,442) -190 -95 0 -1,233 -1,347 -1,423 -1,442 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 14.1 0.0 97.0 85.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 15 19 16 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,319 COMMITMENTS 7,104 0 1,805 15,410 22,514 24,319 24,319 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,812) -1,539 0 0 -1,273 -2,812 -2,812 -2,812 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 0.0 7.4 63.4 92.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 11 16 13 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,467 COMMITMENTS 192 1,759 0 13,423 12,580 13,615 14,339 852 128 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -608) -57 19 -19 -513 -570 -589 -570 -19 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 12.2 0.0 92.8 87.0 94.1 99.1 5.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 13 19 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049 COMMITMENTS 0 37,633 23,400 698,649 661,016 722,049 722,049 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -69,171) 0 -9,152 0 -69,171 -60,019 -69,171 -69,171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 19 13 20 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 913,873 COMMITMENTS 11,850 126,970 0 902,023 786,903 913,873 913,873 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -37,232) -4,160 4,160 -4,160 -28,912 -37,232 -37,232 -37,232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 13.9 0.0 98.7 86.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 16 17 17 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 455,101 COMMITMENTS 72,490 461 82,950 299,661 371,690 455,101 455,101 0 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -48,672) -23,251 461 -4,621 -20,800 -44,512 -48,672 -48,672 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.1 18.2 65.8 81.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 14 13 16 15 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,699 COMMITMENTS 337 166 181 9,161 9,348 9,679 9,694 20 4 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 58) 7 30 -17 68 43 58 56 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.7 1.9 94.5 96.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 17 19 20 22 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,215 COMMITMENTS 2,175 0 0 30,549 32,865 32,724 32,865 491 350 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 564) 0 0 0 521 578 521 578 43 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.0 0.0 92.0 98.9 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 36 38 38 38 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,395 COMMITMENTS 156 675 46 8,897 8,251 9,099 8,972 296 423 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -669) -52 0 0 -608 -587 -660 -587 -9 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 7.2 0.5 94.7 87.8 96.8 95.5 3.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 1 23 21 25 24 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,295 COMMITMENTS 930 0 0 10,155 11,221 11,085 11,221 210 74 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -532) -65 0 0 -589 -539 -654 -539 122 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.0 0.0 89.9 99.3 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 20 20 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,865 COMMITMENTS 138 25 0 4,316 4,643 4,454 4,668 411 197 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -467) 0 0 0 -531 -531 -531 -531 64 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.5 0.0 88.7 95.4 91.6 96.0 8.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 16 15 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,526,426 COMMITMENTS 377,847 99,788 853,935 1208146 1495371 2439928 2449094 86,498 77,332 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,381) -8,318 5,510 5,766 1,898 -18,719 -654 -7,442 -727 6,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 3.9 33.8 47.8 59.2 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 166 106 211 102 109 365 346 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,663 COMMITMENTS 51,257 22,107 27,718 80,946 108,231 159,921 158,056 742 2,607 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 11,664) -2,350 5,244 3,718 10,945 2,749 12,314 11,710 -650 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 13.8 17.3 50.4 67.4 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 8 12 23 25 36 39 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,949 COMMITMENTS 55,338 15,209 750 74,502 104,135 130,590 120,094 46,359 56,855 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,017) -8,099 -2,249 -1,066 -5,680 -12,868 -14,845 -16,183 4,828 6,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 8.6 0.4 42.1 58.9 73.8 67.9 26.2 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 4 16 16 22 23 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,468 COMMITMENTS 10,118 2,230 19,138 37,522 45,988 66,778 67,356 2,690 2,112 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -127) -194 288 311 -300 -594 -183 5 56 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 3.2 27.5 54.0 66.2 96.1 97.0 3.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 14 10 19 22 24 45 45 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 347,925 COMMITMENTS 28,045 1,861 65,184 249,485 270,930 342,714 337,975 5,211 9,950 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -20,629) -3,424 546 -5,140 -11,414 -14,853 -19,979 -19,448 -650 -1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.5 18.7 71.7 77.9 98.5 97.1 1.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 3 15 31 31 46 46 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,133 COMMITMENTS 2,440 100 775 24,843 27,183 28,058 28,058 75 75 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,182) 42 -30 -170 -1,029 -957 -1,157 -1,157 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 0.4 2.8 88.3 96.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 2 23 26 27 29 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,542 COMMITMENTS 6,302 10,854 3,621 73,503 67,643 83,426 82,118 3,116 4,424 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,302) 236 907 -1,657 -1,459 -2,172 -2,880 -2,922 -422 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 12.5 4.2 84.9 78.2 96.4 94.9 3.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 7 8 22 19 32 28 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,018 COMMITMENTS 3,056 1,748 2,876 32,566 33,613 38,498 38,237 2,520 2,781 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,685) -391 0 -1,474 155 -585 -1,710 -2,059 25 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 4.3 7.0 79.4 81.9 93.9 93.2 6.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 3 14 14 19 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,953 COMMITMENTS 0 3,491 474 37,034 30,204 37,508 34,169 23,445 26,784 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,518) -591 -952 0 -4,327 -2,978 -4,918 -3,930 -600 -1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.8 60.8 49.6 61.5 56.1 38.5 43.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 2 14 16 16 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,480 COMMITMENTS 750 640 150 2,535 2,690 3,435 3,480 45 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -579) -200 -59 0 -379 -520 -579 -579 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 18.4 4.3 72.8 77.3 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 10 11 12 14 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,096 COMMITMENTS 3,163 6,098 10,205 16,491 14,664 29,859 30,967 5,237 4,128 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,348) 118 134 -1,040 -1,199 -281 -2,121 -1,187 773 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 17.4 29.1 47.0 41.8 85.1 88.2 14.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 10 14 14 15 30 34 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,682 COMMITMENTS 4,497 1,164 291 4,186 7,735 8,973 9,190 709 491 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -931) -258 -104 -73 -528 -597 -859 -775 -71 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 12.0 3.0 43.2 79.9 92.7 94.9 7.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 8 9 15 13 31 27 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,433 COMMITMENTS 4,417 330 7,664 87,070 89,223 99,151 97,218 7,281 9,215 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,700) -703 -180 -2,037 -9,281 -9,214 -12,021 -11,431 1,321 731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.3 7.2 81.8 83.8 93.2 91.3 6.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 7 23 23 30 30 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,308 COMMITMENTS 15,254 2,919 676 5,141 19,069 21,071 22,664 2,237 644 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 689) 125 80 -18 533 580 640 641 50 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.4 12.5 2.9 22.1 81.8 90.4 97.2 9.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 77 19 11 28 40 111 66 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,418 COMMITMENTS 47,868 5,337 2,902 8,752 56,254 59,523 64,493 6,895 1,925 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,737) 3,703 -172 -462 -51 3,483 3,190 2,849 -452 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.1 8.0 4.4 13.2 84.7 89.6 97.1 10.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 103 24 21 33 40 144 79 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 290,724 COMMITMENTS 114,782 37,854 43,632 108,290 197,900 266,704 279,386 24,020 11,338 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -11,473) 1,015 -1,025 3,415 -16,625 -12,408 -12,195 -10,018 722 -1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 13.0 15.0 37.2 68.1 91.7 96.1 8.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 84 22 54 77 86 184 147 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,398 COMMITMENTS 7,004 156 1,199 9,846 15,763 18,049 17,118 2,349 3,280 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -722) -3,013 156 951 2,055 -1,512 -7 -405 -715 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 0.8 5.9 48.3 77.3 88.5 83.9 11.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 13 19 17 22 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,732 COMMITMENTS 500 465 135 7,067 7,132 7,702 7,732 30 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 6.0 1.7 91.4 92.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 10 10 15 11 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,669 COMMITMENTS 102 6,389 289 11,278 4,826 11,669 11,504 0 165 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,230) -54 -91 0 -2,056 -2,163 -2,110 -2,254 -120 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 54.8 2.5 96.6 41.4 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 5 3 31 22 34 29 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,536 COMMITMENTS 2,206 150 0 42,124 44,356 44,330 44,506 206 30 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -8,255) -202 0 0 -7,991 -8,217 -8,193 -8,217 -62 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.3 0.0 94.6 99.6 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 1 0 46 28 51 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,483 COMMITMENTS 338 0 0 9,935 10,483 10,273 10,483 210 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,535) -152 0 0 -6,373 -6,535 -6,525 -6,535 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.0 94.8 100.0 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 16 11 18 11 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,460 COMMITMENTS 450 4,025 150 10,680 7,285 11,280 11,460 180 0 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,030) 0 -955 0 -2,030 -1,075 -2,030 -2,030 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 35.1 1.3 93.2 63.6 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 4 1 25 19 27 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,430 COMMITMENTS 5,107 5,743 9,445 35,611 35,130 50,163 50,318 267 112 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,276) 698 386 -973 -3,071 -2,742 -3,346 -3,329 70 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 11.4 18.7 70.6 69.7 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 2 5 44 40 53 46 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,596 COMMITMENTS 1,900 3,047 728 10,879 9,581 13,507 13,356 89 240 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,630) 333 -513 163 -2,122 -1,229 -1,626 -1,579 -4 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 22.4 5.4 80.0 70.5 99.3 98.2 0.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 4 3 23 20 29 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,634 COMMITMENTS 7,804 1,216 584 11,247 17,922 19,635 19,722 999 912 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,358) -1,176 -80 -232 -1,978 -3,398 -3,386 -3,710 28 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 5.9 2.8 54.5 86.9 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 4 25 27 32 33 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,550 COMMITMENTS 4,390 2,724 201 20,016 19,288 24,607 22,213 943 3,337 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,199) 60 75 -173 -3,724 -4,876 -3,837 -4,974 -362 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 10.7 0.8 78.3 75.5 96.3 86.9 3.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 17 22 19 24
Updated October 5, 2012