GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,913 COMMITMENTS 548 977 2,003 43,094 42,921 45,645 45,901 268 12 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 2,315) -162 -157 266 2,211 2,209 2,315 2,318 0 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.1 4.4 93.9 93.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 2 40 44 42 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,430 COMMITMENTS 0 0 0 16,222 16,265 16,222 16,265 208 165 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 510) 0 0 0 516 510 516 510 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 30 25 30 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,005 COMMITMENTS 147 621 735 14,132 13,669 15,014 15,025 991 980 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 228) 4 100 99 167 69 270 268 -42 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.9 4.6 88.3 85.4 93.8 93.9 6.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 2 5 44 47 49 53 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,460 COMMITMENTS 329 88 543 6,832 7,274 7,704 7,905 756 555 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 559) 50 25 47 373 474 470 546 89 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.0 6.4 80.8 86.0 91.1 93.4 8.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 3 7 51 54 59 62 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,188 COMMITMENTS 15 0 120 5,548 5,572 5,683 5,692 505 496 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 265) 0 0 0 205 265 205 265 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 1.9 89.7 90.0 91.8 92.0 8.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 23 22 24 23 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,980 COMMITMENTS 115 295 879 6,592 6,612 7,586 7,786 394 194 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 17) 0 -71 0 83 89 83 18 -66 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.7 11.0 82.6 82.9 95.1 97.6 4.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 32 29 35 32 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,482 COMMITMENTS 125 45 10 3,070 2,842 3,205 2,897 277 585 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 321) 0 45 -20 331 270 311 295 10 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 1.3 0.3 88.2 81.6 92.0 83.2 8.0 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 22 22 24 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,889 COMMITMENTS 35 84 77 2,257 2,238 2,369 2,399 520 490 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 222) -23 -5 12 207 141 196 148 26 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.9 2.7 78.1 77.5 82.0 83.0 18.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 2 27 25 29 29 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,606 COMMITMENTS 0 0 0 2,571 2,586 2,571 2,586 35 20 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 113) 0 0 0 506 541 506 541 -393 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 99.2 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 14 14 14 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,520 COMMITMENTS 0 0 0 9,395 9,482 9,395 9,482 125 38 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 385 375 385 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 99.6 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 24 23 24 23 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,449 COMMITMENTS 0 207 260 7,894 7,898 8,154 8,365 295 84 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 3.1 93.4 93.5 96.5 99.0 3.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 18 19 20 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,059 COMMITMENTS 0 2,334 725 28,314 26,000 29,039 29,059 20 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,967) 0 -75 200 1,767 1,842 1,967 1,967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 2.5 97.4 89.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 30 28 31 29 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,089 COMMITMENTS 48,167 25,815 59,212 148,030 179,642 255,408 264,670 36,681 27,420 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -17,441) 4,063 -5,172 5,086 -24,979 -14,451 -15,830 -14,537 -1,611 -2,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 8.8 20.3 50.7 61.5 87.4 90.6 12.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 32 38 43 75 77 137 134 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,987 COMMITMENTS 0 3,978 0 7,868 4,321 7,868 8,299 3,119 2,688 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 258) 0 158 0 22 -100 22 58 236 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.2 0.0 71.6 39.3 71.6 75.5 28.4 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 0 13 13 13 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,208,376 COMMITMENTS 254,909 395,748 426,461 451,261 337,076 1132630 1159285 75,745 49,090 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 32,836) 12,153 21,850 -7,761 32,838 15,388 37,230 29,477 -4,394 3,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 32.8 35.3 37.3 27.9 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 114 109 158 82 71 292 257 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,429,454 COMMITMENTS 99,660 39,181 467,176 857,338 918,562 1424174 1424920 5,280 4,534 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 26,470) 1,969 -322 13,320 11,041 13,062 26,330 26,060 140 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.7 32.7 60.0 64.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 51 23 57 62 56 129 120 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 148,045 COMMITMENTS 45,770 55,227 27,321 71,564 62,451 144,655 144,999 3,390 3,046 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 12,839) -205 322 4,166 8,681 8,019 12,642 12,507 197 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 37.3 18.5 48.3 42.2 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 12 17 24 24 47 44 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,018 COMMITMENTS 25,008 17,510 16,605 7,983 15,351 49,596 49,466 422 552 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 626) 2,423 824 -1,193 -676 913 553 543 73 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 35.0 33.2 16.0 30.7 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 10 12 11 16 24 33 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,449,578 COMMITMENTS 586,544 27,557 671,143 1151009 1724911 2408696 2423611 40,882 25,967 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -2,745) 9,794 -12,745 -9,446 -5,273 17,638 -4,925 -4,553 2,180 1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 1.1 27.4 47.0 70.4 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 40 8 42 84 78 136 120 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 955,675 COMMITMENTS 89,059 234,057 195,454 667,910 522,418 952,423 951,929 3,252 3,746 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -1,423) -10,015 -8,783 4,488 4,009 3,352 -1,518 -943 95 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 24.5 20.5 69.9 54.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 19 28 33 38 40 79 79 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,675 COMMITMENTS 1,699 30 773 4,615 6,455 7,087 7,258 588 417 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 65) 50 0 220 -445 -230 -175 -10 240 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 0.4 10.1 60.1 84.1 92.3 94.6 7.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 5 12 14 18 19 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,193 COMMITMENTS 1,979 672 628 6,460 7,644 9,067 8,944 126 249 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -162) 495 30 105 -717 -207 -117 -72 -45 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 7.3 6.8 70.3 83.2 98.6 97.3 1.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 13 15 16 19 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,943 COMMITMENTS 9,425 10,168 8,107 13,176 12,463 30,708 30,738 235 205 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,712) 402 262 600 695 865 1,697 1,727 15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 32.9 26.2 42.6 40.3 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 14 21 13 13 35 37 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,295 COMMITMENTS 5,000 3,425 3,570 3,325 4,865 11,895 11,860 400 435 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 420) 75 295 380 25 -50 480 625 -60 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 27.9 29.0 27.0 39.6 96.7 96.5 3.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 12 17 8 10 27 27 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,190 COMMITMENTS 1,425 582 858 19,783 20,587 22,066 22,027 124 163 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 496) -228 -13 -24 868 687 616 650 -120 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.6 3.9 89.2 92.8 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 4 6 32 40 40 49 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,783 COMMITMENTS 58 0 35 1,871 2,052 1,964 2,087 819 696 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 63) 0 0 0 -69 39 -69 39 132 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 1.3 67.2 73.7 70.6 75.0 29.4 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 16 16 18 17 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,541 COMMITMENTS 136 584 50 1,986 1,701 2,172 2,335 369 206 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 239) 1 43 0 168 171 169 214 70 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 23.0 2.0 78.2 66.9 85.5 91.9 14.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 2 27 26 31 29 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 110,947 COMMITMENTS 3,583 2,354 10,447 95,074 96,977 109,104 109,778 1,843 1,169 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 714) 29 -557 279 350 1,024 659 747 55 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.1 9.4 85.7 87.4 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 5 32 31 39 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,140 COMMITMENTS 84 0 0 5,655 5,549 5,739 5,549 401 591 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 255 -256 255 -256 -255 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 92.1 90.4 93.5 90.4 6.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 15 17 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,605 COMMITMENTS 2,424 294 1,576 14,479 17,219 18,479 19,089 1,126 516 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 30) 15 0 0 3 38 18 38 12 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 1.5 8.0 73.9 87.8 94.3 97.4 5.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 21 19 24 22 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,664 COMMITMENTS 0 1,544 0 6,346 4,760 6,346 6,304 1,318 1,360 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -14) 0 0 0 -38 10 -38 10 24 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.1 0.0 82.8 62.1 82.8 82.3 17.2 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 17 13 17 15 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,835 COMMITMENTS 1,818 440 814 8,635 10,101 11,267 11,355 568 479 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 11) -130 0 14 120 9 4 23 7 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 3.7 6.9 73.0 85.4 95.2 95.9 4.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 18 21 21 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,628 COMMITMENTS 578 1,080 598 15,823 16,220 16,999 17,898 1,629 730 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -164) 48 0 0 -212 -164 -164 -164 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 5.8 3.2 84.9 87.1 91.3 96.1 8.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 28 25 32 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,880 COMMITMENTS 962 0 168 4,919 5,835 6,049 6,003 1,831 1,877 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 24) -48 0 48 20 0 20 48 4 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.0 2.1 62.4 74.0 76.8 76.2 23.2 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 15 18 16 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,853 COMMITMENTS 490 1,506 1,640 7,014 6,623 9,144 9,769 1,709 1,084 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -120) -120 0 0 20 -120 -100 -120 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 13.9 15.1 64.6 61.0 84.3 90.0 15.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 16 16 19 19 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,676 COMMITMENTS 0 1,936 780 8,433 7,468 9,213 10,184 1,463 492 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 60) 0 60 0 60 0 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 7.3 79.0 70.0 86.3 95.4 13.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 3 19 13 22 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,145 COMMITMENTS 0 0 0 55,145 55,145 55,145 55,145 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 233) 0 0 0 233 233 233 233 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: 32) 0 0 0 26 19 26 19 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,822 COMMITMENTS 0 0 0 851,822 851,822 851,822 851,822 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 20,695) 0 0 0 20,695 20,695 20,695 20,695 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: 28) 0 0 0 20 19 20 19 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 450,206 COMMITMENTS 41,680 377,417 0 408,526 72,789 450,206 450,206 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 83.8 0.0 90.7 16.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 11 11 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722 COMMITMENTS 805 0 0 66,662 67,595 67,467 67,595 255 127 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 0 17 29 19 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 889,446 COMMITMENTS 848 0 0 888,598 889,446 889,446 889,446 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 20 24 21 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,200 COMMITMENTS 5,530 0 2,260 47,155 52,940 54,945 55,200 255 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.0 4.1 85.4 95.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 28 21 31 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,104,678 COMMITMENTS 32,892 97,840 8,325 1063461 998,513 1104678 1104678 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 8.9 0.8 96.3 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 29 26 33 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192 COMMITMENTS 0 3,457 0 39,172 35,480 39,172 38,937 20 255 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 15 19 17 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,890 COMMITMENTS 200 5,200 0 35,690 30,690 35,890 35,890 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 14.5 0.0 99.4 85.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 16 21 17 22 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,957 COMMITMENTS 5,425 0 3,305 15,227 20,652 23,957 23,957 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,280) -1,280 0 1,280 1,280 0 1,280 1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 0.0 13.8 63.6 86.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 12 16 14 18 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,780 COMMITMENTS 126 0 0 8,379 7,400 8,505 7,400 275 1,380 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 256) 0 0 0 256 256 256 256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 95.4 84.3 96.9 84.3 3.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 15 16 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,196 COMMITMENTS 60 3,166 0 20,073 18,010 20,133 21,176 1,063 20 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 14.9 0.0 94.7 85.0 95.0 99.9 5.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 0 20 15 21 18 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,864 COMMITMENTS 0 60 0 12,527 12,611 12,527 12,671 337 193 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 554) 0 0 0 554 510 554 510 0 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 97.4 98.0 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 12 16 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899 COMMITMENTS 0 20,963 23,400 583,499 562,536 606,899 606,899 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 20 13 21 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,738 COMMITMENTS 4,240 119,360 0 844,498 729,378 848,738 848,738 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 14.1 0.0 99.5 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 16 21 17 22 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,231 COMMITMENTS 77,317 1,018 62,614 342,300 418,599 482,231 482,231 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 0.2 13.0 71.0 86.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 14 17 17 19 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 233,896 COMMITMENTS 0 4,680 0 233,896 229,216 233,896 233,896 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 9,360) 0 0 0 9,360 9,360 9,360 9,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 15 16 16 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,194 COMMITMENTS 302 109 142 8,730 8,943 9,174 9,194 20 -0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -179) -66 -17 -9 -103 -152 -179 -179 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.2 1.5 95.0 97.3 99.8 100.0 0.2 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 20 21 23 24 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,361 COMMITMENTS 1,275 0 63 30,395 32,006 31,733 32,069 628 292 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 630) -360 0 0 855 630 495 630 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 0.2 93.9 98.9 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 1 35 35 37 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,566 COMMITMENTS 1,710 0 0 4,421 6,382 6,131 6,382 435 184 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 234) 0 0 0 234 204 234 204 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 0.0 0.0 67.3 97.2 93.4 97.2 6.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 13 18 15 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,362 COMMITMENTS 92 1,060 41 5,919 4,802 6,052 5,903 310 459 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -16) -20 240 -17 10 61 -27 284 11 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 16.7 0.6 93.0 75.5 95.1 92.8 4.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 22 25 24 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,723 COMMITMENTS 795 0 0 8,438 9,329 9,233 9,329 490 394 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 157) 100 0 0 44 117 144 117 13 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.0 0.0 86.8 95.9 95.0 95.9 5.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 18 20 20 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,364 COMMITMENTS 104 0 0 3,884 4,206 3,988 4,206 376 158 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 38) 0 0 0 38 38 38 38 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 89.0 96.4 91.4 96.4 8.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 16 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,140,858 COMMITMENTS 357,890 128,017 745,326 954,080 1184823 2057297 2058166 83,561 82,691 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -98,464) -3,729 -19,547 -43,862 -36,233 -30,673 -83,823 -94,081 -14,640 -4,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 6.0 34.8 44.6 55.3 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 144 87 179 92 99 315 303 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,648 COMMITMENTS 253 15,232 12,120 58,971 42,997 71,344 70,348 2,304 3,299 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -23,666) 169 -10,744 -4,851 -20,185 -8,261 -24,867 -23,857 1,200 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 20.7 16.5 80.1 58.4 96.9 95.5 3.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 6 5 14 13 20 20 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,226 COMMITMENTS 55,772 15,826 413 71,464 106,346 127,649 122,585 41,577 46,641 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,382) -2,234 912 -247 3,545 313 1,064 978 318 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 9.4 0.2 42.2 62.8 75.4 72.4 24.6 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 5 4 17 20 24 26 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,255 COMMITMENTS 8,540 1,347 4,020 19,818 27,302 32,378 32,668 1,878 1,587 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -439) -35 -201 -950 838 786 -147 -365 -292 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 3.9 11.7 57.9 79.7 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 1 7 14 14 25 22 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 295,036 COMMITMENTS 26,815 3,523 48,297 215,914 236,305 291,027 288,125 4,009 6,910 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,180) 1,565 -284 724 1,594 3,836 3,884 4,277 296 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 1.2 16.4 73.2 80.1 98.6 97.7 1.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 3 14 33 33 47 47 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,677 COMMITMENTS 6,908 1,347 7,226 55,602 56,236 69,736 64,809 1,941 6,868 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -73) -940 0 -940 2,234 1,144 354 204 -427 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 1.9 10.1 77.6 78.5 97.3 90.4 2.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 6 18 17 27 23 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,871 COMMITMENTS 2,925 3,348 13,234 37,626 37,397 53,785 53,979 2,086 1,892 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -304) 78 -50 0 -462 -254 -384 -304 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 6.0 23.7 67.3 66.9 96.3 96.6 3.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 4 14 13 18 20 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,890 COMMITMENTS 0 3,532 496 29,147 27,333 29,643 31,361 24,247 22,529 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 50) 0 -770 43 -8 213 35 -514 15 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.9 54.1 50.7 55.0 58.2 45.0 41.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 3 17 18 20 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,064 COMMITMENTS 4,222 7,244 7,973 16,003 13,576 28,197 28,793 3,867 3,271 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -1,541) -1,469 2,314 -1,939 705 -1,007 -2,703 -633 1,162 -909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 22.6 24.9 49.9 42.3 87.9 89.8 12.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 6 7 13 14 22 23 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,401 COMMITMENTS 1,565 764 196 3,000 3,893 4,761 4,853 640 547 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -190) 5 -68 -64 -138 -58 -198 -190 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 14.1 3.6 55.6 72.1 88.2 89.9 11.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 1 12 11 19 15 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,193 COMMITMENTS 3,393 585 3,738 69,650 71,203 76,781 75,526 7,412 8,667 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,268) -178 129 86 1,175 1,079 1,082 1,293 186 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.7 4.4 82.7 84.6 91.2 89.7 8.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 1 7 23 23 30 30 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,682 COMMITMENTS 21,368 2,822 1,072 5,692 25,577 28,133 29,471 2,549 1,211 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,483) 1,652 752 -225 149 661 1,576 1,188 -93 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.6 9.2 3.5 18.6 83.4 91.7 96.1 8.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 83 27 13 31 40 120 76 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,305 COMMITMENTS 48,524 4,410 2,121 10,350 60,166 60,995 66,697 7,310 1,608 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -304) 887 -956 -229 -145 1,049 513 -135 -817 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 6.5 3.1 15.2 88.1 89.3 97.6 10.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 119 23 21 32 38 160 75 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,954 COMMITMENTS 90,003 26,859 41,092 140,654 213,669 271,749 281,620 24,205 14,334 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 14,181) -5,808 -7,661 -1,383 19,732 22,992 12,541 13,948 1,640 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 9.1 13.9 47.5 72.2 91.8 95.2 8.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 71 25 56 80 85 180 147 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,799 COMMITMENTS 3,814 995 221 7,197 7,933 11,232 9,149 1,567 3,650 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 474) 175 0 37 175 212 387 249 87 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 7.8 1.7 56.2 62.0 87.8 71.5 12.2 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 16 17 19 21 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 8,978 COMMITMENTS 0 0 200 7,818 7,968 8,018 8,168 960 810 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 2.2 87.1 88.8 89.3 91.0 10.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 1 17 15 18 16 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,240 COMMITMENTS 8,396 400 216 9,129 16,459 17,741 17,075 1,499 2,165 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -17) -641 0 0 624 133 -17 133 0 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 2.1 1.1 47.4 85.5 92.2 88.7 7.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 12 17 15 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,550 COMMITMENTS 5,499 5,804 804 3,825 3,762 10,128 10,370 422 180 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -518) 204 -921 48 -770 355 -518 -518 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 55.0 7.6 36.3 35.7 96.0 98.3 4.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 5 3 5 7 14 13 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,759 COMMITMENTS 615 465 135 7,979 8,159 8,729 8,759 30 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -24) 0 0 0 150 -24 150 -24 -174 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 5.3 1.5 91.1 93.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 11 14 16 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,218 COMMITMENTS 50 3,162 500 9,668 6,359 10,218 10,021 0 197 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 527) 0 170 200 327 157 527 527 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 30.9 4.9 94.6 62.2 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 5 30 26 35 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,610 COMMITMENTS 2,505 675 0 39,587 41,895 42,092 42,570 518 40 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,865) 224 -125 0 4,602 5,009 4,826 4,884 39 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.6 0.0 92.9 98.3 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 2 0 43 34 51 36 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,983 COMMITMENTS 650 650 0 7,177 7,333 7,827 7,983 156 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,594) -25 0 0 1,559 1,594 1,534 1,594 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 8.1 0.0 89.9 91.9 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 17 10 18 11 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,596 COMMITMENTS 539 400 0 14,834 15,196 15,373 15,596 223 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,402) 30 50 0 1,372 1,352 1,402 1,402 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.6 0.0 95.1 97.4 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 0 22 18 24 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,579 COMMITMENTS 1,325 8,579 100 14,154 6,900 15,579 15,579 0 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 730) -75 1,075 0 805 -345 730 730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 55.1 0.6 90.9 44.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 3 31 19 37 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,999 COMMITMENTS 1,623 25 0 5,346 6,974 6,969 6,999 30 0 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 40) -35 0 0 75 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 0.4 0.0 76.4 99.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 12 12 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,255 COMMITMENTS 2,275 4,990 11,506 49,420 46,637 63,201 63,133 54 122 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,146) 32 -1,214 996 118 1,364 1,146 1,146 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 7.9 18.2 78.1 73.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 10 7 43 46 52 59 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736 COMMITMENTS 521 0 50 4,949 5,227 5,520 5,277 216 459 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.0 0.9 86.3 91.1 96.2 92.0 3.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 14 13 17 14 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,849 COMMITMENTS 1,544 0 180 2,115 3,399 3,839 3,579 10 270 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 70) 0 0 0 70 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 0.0 4.7 54.9 88.3 99.7 93.0 0.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 2 16 8 20 10 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,597 COMMITMENTS 358 4,974 1,280 16,827 11,887 18,465 18,141 132 456 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 711) -101 678 -322 1,104 355 681 711 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 26.7 6.9 90.5 63.9 99.3 97.5 0.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 4 28 22 32 30 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,029 COMMITMENTS 3,626 1,882 785 19,804 18,337 24,215 21,004 1,814 5,025 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,643) 455 -180 0 1,236 1,331 1,691 1,151 -48 492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 7.2 3.0 76.1 70.4 93.0 80.7 7.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 1 20 22 24 25
Updated December 21, 2012