GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 44,844: 2,103 822 850 41,597 43,151 44,550 44,823: 294 21 Old : 44,844: 2,103 822 850 41,597 43,151 44,550 44,823: 294 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 4,076: -86 54 0 4,162 4,022 4,076 4,076: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 1.8 1.9 92.8 96.2 99.3 100.0: 0.7 0.0 Old : 100.0: 4.7 1.8 1.9 92.8 96.2 99.3 100.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 2 2 1 37 47 39 50: Old : 56: 2 2 1 37 47 39 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 31.2 64.6 52.3 28.3 16.9 37.0 26.2 Old : 44.2 31.2 64.6 52.3 28.3 16.9 37.0 26.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 23,264: 0 0 0 23,043 23,047 23,043 23,047: 221 217 Old : 23,264: 0 0 0 23,043 23,047 23,043 23,047: 221 217 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 2,289: 0 0 0 2,289 2,284 2,289 2,284: 0 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9 Old : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 0 0 22 26 22 26: Old : 29: 0 0 0 22 26 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 46.6 83.8 71.7 28.4 24.5 32.2 29.5 Old : 59.0 46.6 83.8 71.7 28.4 24.5 32.2 29.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 14,146: 267 749 644 11,908 11,494 12,819 12,887: 1,327 1,259 Old : 14,146: 267 749 644 11,908 11,494 12,819 12,887: 1,327 1,259 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 761: 92 80 66 661 704 819 850: -58 -89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 5.3 4.6 84.2 81.3 90.6 91.1: 9.4 8.9 Old : 100.0: 1.9 5.3 4.6 84.2 81.3 90.6 91.1: 9.4 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 2 5 37 39 42 45: Old : 45: 2 2 5 37 39 42 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 32.3 51.1 49.4 12.6 12.9 18.3 19.3 Old : 33.2 32.3 51.1 49.4 12.6 12.9 18.3 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,097: 611 164 340 6,470 6,994 7,421 7,498: 676 599 Old : 8,097: 611 164 340 6,470 6,994 7,421 7,498: 676 599 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 760: -39 5 -22 755 740 694 723: 66 37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 2.0 4.2 79.9 86.4 91.7 92.6: 8.3 7.4 Old : 100.0: 7.5 2.0 4.2 79.9 86.4 91.7 92.6: 8.3 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 4 3 4 49 48 55 54: Old : 61: 4 3 4 49 48 55 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.5 28.4 40.5 41.1 20.6 26.1 30.1 34.8 Old : 24.5 28.4 40.5 41.1 20.6 26.1 30.1 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 6,677: 120 619 552 5,340 5,266 6,012 6,437: 665 240 Old : 6,677: 120 619 552 5,340 5,266 6,012 6,437: 665 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 10: 30 35 -30 0 80 0 85: 10 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 9.3 8.3 80.0 78.9 90.0 96.4: 10.0 3.6 Old : 100.0: 1.8 9.3 8.3 80.0 78.9 90.0 96.4: 10.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 2 26 24 28 27: Old : 30: 1 2 2 26 24 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 35.5 55.7 60.1 8.6 17.4 14.8 24.9 Old : 36.5 35.5 55.7 60.1 8.6 17.4 14.8 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,460: 120 90 0 2,995 2,856 3,115 2,946: 345 514 Old : 3,460: 120 90 0 2,995 2,856 3,115 2,946: 345 514 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 95: 0 -5 0 54 221 54 216: 41 -121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 2.6 0.0 86.6 82.5 90.0 85.1: 10.0 14.9 Old : 100.0: 3.5 2.6 0.0 86.6 82.5 90.0 85.1: 10.0 14.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 2 0 26 25 27 27: Old : 33: 1 2 0 26 25 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 34.6 59.9 53.8 28.2 22.0 40.6 34.0 Old : 39.0 34.6 59.9 53.8 28.2 22.0 40.6 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,233: 236 7 183 3,395 3,544 3,814 3,734: 419 499 Old : 4,233: 236 7 183 3,395 3,544 3,814 3,734: 419 499 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 633: 111 -10 21 486 488 618 499: 15 134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 0.2 4.3 80.2 83.7 90.1 88.2: 9.9 11.8 Old : 100.0: 5.6 0.2 4.3 80.2 83.7 90.1 88.2: 9.9 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 1 4 29 30 33 34: Old : 39: 2 1 4 29 30 33 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 32.6 59.9 50.3 45.5 30.2 53.9 45.1 Old : 46.0 32.6 59.9 50.3 45.5 30.2 53.9 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 11,849: 0 0 0 11,729 11,819 11,729 11,819: 120 30 Old : 11,849: 0 0 0 11,729 11,819 11,729 11,819: 120 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 1,788: 0 0 0 1,788 1,788 1,788 1,788: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.0 99.7 99.0 99.7: 1.0 0.3 Old : 100.0: 0.0 0.0 0.0 99.0 99.7 99.0 99.7: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 0 0 25 19 25 19: Old : 31: 0 0 0 25 19 25 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 67.9 76.0 84.5 43.8 46.7 51.9 56.0 Old : 55.4 67.9 76.0 84.5 43.8 46.7 51.9 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 METRIC TONS) : : : : All : 7,721: 0 400 240 7,029 6,877 7,269 7,517: 452 204 Old : 7,721: 0 400 240 7,029 6,877 7,269 7,517: 452 204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.2 3.1 91.0 89.1 94.1 97.4: 5.9 2.6 Old : 100.0: 0.0 5.2 3.1 91.0 89.1 94.1 97.4: 5.9 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 3 1 11 15 12 19: Old : 22: 0 3 1 11 15 12 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.4 59.8 85.4 79.7 62.9 57.3 72.2 74.0 Old : 68.4 59.8 85.4 79.7 62.9 57.3 72.2 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 32,721: 84 3,301 332 32,239 29,088 32,655 32,721: 66 0 Old : 32,721: 84 3,301 332 32,239 29,088 32,655 32,721: 66 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -67: 0 -300 0 -67 233 -67 -67: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 10.1 1.0 98.5 88.9 99.8 100.0: 0.2 0.0 Old : 100.0: 0.3 10.1 1.0 98.5 88.9 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 1 1 28 24 30 25: Old : 35: 1 1 1 28 24 30 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 64.4 67.7 83.2 36.7 44.7 47.2 56.2 Old : 46.1 64.4 67.7 83.2 36.7 44.7 47.2 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 306,817: 64,567 34,648 49,491 150,211 199,060 264,269 283,199: 42,548 23,618 Old : 306,817: 64,567 34,648 49,491 150,211 199,060 264,269 283,199: 42,548 23,618 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 2,331: 6,145 1,857 -1,016 -2,149 4,001 2,980 4,842: -649 -2,511 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 11.3 16.1 49.0 64.9 86.1 92.3: 13.9 7.7 Old : 100.0: 21.0 11.3 16.1 49.0 64.9 86.1 92.3: 13.9 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 166: 46 28 42 71 78 143 128: Old : 166: 46 28 42 71 78 143 128: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.7 17.9 20.9 30.7 9.1 13.1 16.0 19.6 Old : 11.7 17.9 20.9 30.7 9.1 13.1 16.0 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,146,846: 251,798 397,723 399,846 431,544 305,364 1,083,188 1,102,933: 63,658 43,913 Old : 1,146,846: 251,798 397,723 399,846 431,544 305,364 1,083,188 1,102,933: 63,658 43,913 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -28,135: 8,813 5,292 -29,137 -12,687 -5,186 -33,011 -29,031: 4,876 896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 34.7 34.9 37.6 26.6 94.4 96.2: 5.6 3.8 Old : 100.0: 22.0 34.7 34.9 37.6 26.6 94.4 96.2: 5.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 295: 109 100 132 68 60 252 230: Old : 295: 109 100 132 68 60 252 230: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.2 24.2 28.8 37.1 11.7 15.4 19.9 22.1 Old : 17.2 24.2 28.8 37.1 11.7 15.4 19.9 22.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 165,763: 56,293 52,380 29,288 75,078 79,549 160,659 161,217: 5,104 4,546 Old : 165,763: 56,293 52,380 29,288 75,078 79,549 160,659 161,217: 5,104 4,546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 8,831: 2,920 3,926 -1,767 7,274 5,178 8,427 7,337: 404 1,494 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 31.6 17.7 45.3 48.0 96.9 97.3: 3.1 2.7 Old : 100.0: 34.0 31.6 17.7 45.3 48.0 96.9 97.3: 3.1 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 14 7 17 24 24 46 41: Old : 48: 14 7 17 24 24 46 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 43.8 51.5 68.7 26.1 31.4 35.6 39.0 Old : 32.8 43.8 51.5 68.7 26.1 31.4 35.6 39.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,409,858: 587,067 37,817 630,481 1,149,651 1,716,337 2,367,199 2,384,635: 42,659 25,223 Old : 2,409,858: 587,067 37,817 630,481 1,149,651 1,716,337 2,367,199 2,384,635: 42,659 25,223 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 61,208: 15,262 3,402 13,129 31,798 43,659 60,189 60,190: 1,019 1,018 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 1.6 26.2 47.7 71.2 98.2 99.0: 1.8 1.0 Old : 100.0: 24.4 1.6 26.2 47.7 71.2 98.2 99.0: 1.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 151: 39 12 44 88 80 141 127: Old : 151: 39 12 44 88 80 141 127: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.2 25.2 38.5 43.3 14.3 19.2 22.7 27.8 Old : 24.2 25.2 38.5 43.3 14.3 19.2 22.7 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 893,238: 48,304 177,782 201,545 638,706 508,583 888,555 887,910: 4,683 5,328 Old : 893,238: 48,304 177,782 201,545 638,706 508,583 888,555 887,910: 4,683 5,328 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -41,205: -8,627 -2,372 -9,553 -18,470 -28,074 -36,650 -39,999: -4,555 -1,206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 19.9 22.6 71.5 56.9 99.5 99.4: 0.5 0.6 Old : 100.0: 5.4 19.9 22.6 71.5 56.9 99.5 99.4: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 78: 12 27 27 35 35 67 69: Old : 78: 12 27 27 35 35 67 69: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.4 34.6 58.6 57.7 16.2 18.1 24.2 25.8 Old : 38.4 34.6 58.6 57.7 16.2 18.1 24.2 25.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 30,314: 8,152 6,999 10,042 11,630 12,578 29,824 29,619: 490 695 Old : 30,314: 8,152 6,999 10,042 11,630 12,578 29,824 29,619: 490 695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -1,822: -698 -2,956 673 -1,889 173 -1,914 -2,110: 92 288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 23.1 33.1 38.4 41.5 98.4 97.7: 1.6 2.3 Old : 100.0: 26.9 23.1 33.1 38.4 41.5 98.4 97.7: 1.6 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 11 16 24 14 13 39 39: Old : 41: 11 16 24 14 13 39 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 38.0 63.2 56.3 43.2 26.5 49.3 38.0 Old : 47.8 38.0 63.2 56.3 43.2 26.5 49.3 38.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 12,555: 5,940 3,765 2,200 3,800 5,660 11,940 11,625: 615 930 Old : 12,555: 5,940 3,765 2,200 3,800 5,660 11,940 11,625: 615 930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -435: -155 -290 -715 370 180 -500 -825: 65 390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 30.0 17.5 30.3 45.1 95.1 92.6: 4.9 7.4 Old : 100.0: 47.3 30.0 17.5 30.3 45.1 95.1 92.6: 4.9 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 5 13 14 8 9 23 26: Old : 29: 5 13 14 8 9 23 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 47.3 81.4 65.6 62.0 38.7 67.8 51.9 Old : 66.8 47.3 81.4 65.6 62.0 38.7 67.8 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 24,874: 1,536 640 1,311 21,892 22,855 24,739 24,806: 135 68 Old : 24,874: 1,536 640 1,311 21,892 22,855 24,739 24,806: 135 68 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 1,962: 5 -242 55 1,989 2,227 2,049 2,040: -87 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 2.6 5.3 88.0 91.9 99.5 99.7: 0.5 0.3 Old : 100.0: 6.2 2.6 5.3 88.0 91.9 99.5 99.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 7 6 7 34 36 45 45: Old : 55: 7 6 7 34 36 45 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 38.6 63.1 59.2 22.2 29.3 34.0 37.0 Old : 41.1 38.6 63.1 59.2 22.2 29.3 34.0 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,875: 0 90 0 2,181 2,227 2,181 2,317: 694 558 Old : 2,875: 0 90 0 2,181 2,227 2,181 2,317: 694 558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 304: 0 0 0 398 358 398 358: -94 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 0.0 75.9 77.5 75.9 80.6: 24.1 19.4 Old : 100.0: 0.0 3.1 0.0 75.9 77.5 75.9 80.6: 24.1 19.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 18 21 18 22: Old : 23: 0 1 0 18 21 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 37.7 52.9 52.9 17.0 29.1 28.1 38.1 Old : 34.3 37.7 52.9 52.9 17.0 29.1 28.1 38.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,497: 102 440 131 1,851 1,618 2,084 2,189: 413 308 Old : 2,497: 102 440 131 1,851 1,618 2,084 2,189: 413 308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 246: -5 38 5 316 272 316 315: -70 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 17.6 5.2 74.1 64.8 83.5 87.7: 16.5 12.3 Old : 100.0: 4.1 17.6 5.2 74.1 64.8 83.5 87.7: 16.5 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 3 3 22 21 25 26: Old : 30: 2 3 3 22 21 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 36.8 52.4 54.2 31.3 32.2 43.1 43.3 Old : 35.7 36.8 52.4 54.2 31.3 32.2 43.1 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 METRIC TONS) : : : : All : 1,368: 100 55 0 1,035 1,237 1,135 1,292: 233 76 Old : 1,368: 100 55 0 1,035 1,237 1,135 1,292: 233 76 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 82: -4 5 -5 59 64 50 64: 32 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 4.0 0.0 75.7 90.4 83.0 94.4: 17.0 5.6 Old : 100.0: 7.3 4.0 0.0 75.7 90.4 83.0 94.4: 17.0 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 0 11 17 12 18: Old : 21: 1 1 0 11 17 12 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 51.1 72.0 67.5 35.2 27.4 41.4 42.1 Old : 47.8 51.1 72.0 67.5 35.2 27.4 41.4 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 56,636: 3,320 2,127 1,824 49,813 51,294 54,957 55,245: 1,679 1,391 Old : 56,636: 3,320 2,127 1,824 49,813 51,294 54,957 55,245: 1,679 1,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 340: 0 100 0 340 240 340 340: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 3.8 3.2 88.0 90.6 97.0 97.5: 3.0 2.5 Old : 100.0: 5.9 3.8 3.2 88.0 90.6 97.0 97.5: 3.0 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 3 3 24 28 29 32: Old : 37: 3 3 3 24 28 29 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 63.1 76.3 78.1 58.0 62.1 72.7 74.7 Old : 59.8 63.1 76.3 78.1 58.0 62.1 72.7 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 12,991: 1,506 178 1,300 9,143 10,719 11,949 12,197: 1,042 794 Old : 12,991: 1,506 178 1,300 9,143 10,719 11,949 12,197: 1,042 794 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 0: 0 20 -20 0 0 -20 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 1.4 10.0 70.4 82.5 92.0 93.9: 8.0 6.1 Old : 100.0: 11.6 1.4 10.0 70.4 82.5 92.0 93.9: 8.0 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 3 17 14 20 17: Old : 22: 2 1 3 17 14 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 56.3 74.1 80.6 43.1 50.3 57.2 61.5 Old : 49.2 56.3 74.1 80.6 43.1 50.3 57.2 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 12,014: 1,730 480 702 8,846 10,005 11,278 11,187: 736 827 Old : 12,014: 1,730 480 702 8,846 10,005 11,278 11,187: 736 827 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 240: -240 0 120 120 120 0 240: 240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 4.0 5.8 73.6 83.3 93.9 93.1: 6.1 6.9 Old : 100.0: 14.4 4.0 5.8 73.6 83.3 93.9 93.1: 6.1 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 2 16 17 18 20: Old : 25: 2 1 2 16 17 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 39.4 65.6 63.4 35.2 36.8 52.8 55.1 Old : 42.6 39.4 65.6 63.4 35.2 36.8 52.8 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 17,878: 456 640 790 14,961 15,392 16,207 16,822: 1,671 1,056 Old : 17,878: 456 640 790 14,961 15,392 16,207 16,822: 1,671 1,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 768: 0 -240 240 528 528 768 528: 0 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 3.6 4.4 83.7 86.1 90.7 94.1: 9.3 5.9 Old : 100.0: 2.6 3.6 4.4 83.7 86.1 90.7 94.1: 9.3 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 1 2 25 24 28 26: Old : 31: 2 1 2 25 24 28 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 39.3 57.0 60.5 32.0 34.8 47.4 48.5 Old : 37.1 39.3 57.0 60.5 32.0 34.8 47.4 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 52,336: 210 0 0 52,126 52,316 52,336 52,316: 0 20 Old : 52,336: 210 0 0 52,126 52,316 52,336 52,316: 0 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -69: 0 0 0 -69 -69 -69 -69: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 0 0 22 17 23 17: Old : 31: 1 0 0 22 17 23 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 76.8 85.1 92.2 66.4 71.1 82.9 85.0 Old : 66.8 76.8 85.1 92.2 66.4 71.1 82.9 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 844,813: 0 0 0 844,813 844,813 844,813 844,813: 0 0 Old : 844,813: 0 0 0 844,813 844,813 844,813 844,813: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 3,856: 0 0 0 3,856 3,856 3,856 3,856: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 0 0 20 17 20 17: Old : 27: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 78.9 80.1 92.6 54.2 71.7 77.7 84.4 Old : 56.6 78.9 80.1 92.6 54.2 71.7 77.7 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 62,881: 1,020 0 0 61,606 62,774 62,626 62,774: 255 107 Old : 62,881: 1,020 0 0 61,606 62,774 62,626 62,774: 255 107 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 0.0 98.0 99.8 99.6 99.8: 0.4 0.2 Old : 100.0: 1.6 0.0 0.0 98.0 99.8 99.6 99.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 0 0 16 27 17 27: Old : 35: 1 0 0 16 27 17 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.1 45.3 89.3 73.8 74.4 45.3 86.5 71.6 Old : 75.1 45.3 89.3 73.8 74.4 45.3 86.5 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 MEGAWATT HOURS) : : : : All : 817,994: 0 0 0 817,994 817,994 817,994 817,994: 0 0 Old : 817,994: 0 0 0 817,994 817,994 817,994 817,994: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 2,112: 0 0 0 2,112 2,112 2,112 2,112: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 0 0 18 22 18 22: Old : 33: 0 0 0 18 22 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 49.3 84.2 72.4 69.4 49.3 79.2 67.1 Old : 70.3 49.3 84.2 72.4 69.4 49.3 79.2 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 53,622: 7,550 1,226 215 45,602 52,181 53,367 53,622: 255 0 Old : 53,622: 7,550 1,226 215 45,602 52,181 53,367 53,622: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 2.3 0.4 85.0 97.3 99.5 100.0: 0.5 0.0 Old : 100.0: 14.1 2.3 0.4 85.0 97.3 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 2 1 22 18 25 20: Old : 33: 2 2 1 22 18 25 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 52.5 65.1 73.0 40.7 46.9 61.5 66.3 Old : 43.0 52.5 65.1 73.0 40.7 46.9 61.5 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,102,150: 29,076 116,920 5,781 1,067,293 979,449 1,102,150 1,102,150: 0 0 Old : 1,102,150: 29,076 116,920 5,781 1,067,293 979,449 1,102,150 1,102,150: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 21,288: 0 0 0 21,288 21,288 21,288 21,288: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 10.6 0.5 96.8 88.9 100.0 100.0: 0.0 0.0 Old : 100.0: 2.6 10.6 0.5 96.8 88.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 2 1 23 22 26 25: Old : 38: 3 2 1 23 22 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 47.5 66.9 74.7 45.0 47.0 63.1 72.5 Old : 47.5 47.5 66.9 74.7 45.0 47.0 63.1 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 35,295: 0 3,500 0 35,040 31,540 35,040 35,040: 255 255 Old : 35,295: 0 3,500 0 35,040 31,540 35,040 35,040: 255 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.9 0.0 99.3 89.4 99.3 99.3: 0.7 0.7 Old : 100.0: 0.0 9.9 0.0 99.3 89.4 99.3 99.3: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 3 0 15 9 15 12: Old : 21: 0 3 0 15 9 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6 Old : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 34,455: 0 6,375 0 34,455 28,080 34,455 34,455: 0 0 Old : 34,455: 0 6,375 0 34,455 28,080 34,455 34,455: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 80: 0 0 0 80 80 80 80: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.5 0.0 100.0 81.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 18.5 0.0 100.0 81.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 0 14 15 14 16: Old : 22: 0 1 0 14 15 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 68.9 87.1 86.3 56.7 51.6 69.4 68.9 Old : 67.4 68.9 87.1 86.3 56.7 51.6 69.4 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 21,131: 3,710 0 3,305 14,116 17,826 21,131 21,131: 0 0 Old : 21,131: 3,710 0 3,305 14,116 17,826 21,131 21,131: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 0.0 15.6 66.8 84.4 100.0 100.0: 0.0 0.0 Old : 100.0: 17.6 0.0 15.6 66.8 84.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 2 9 13 11 15: Old : 20: 2 0 2 9 13 11 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.4 53.4 96.1 82.9 53.8 39.9 62.2 55.7 Old : 69.4 53.4 96.1 82.9 53.8 39.9 62.2 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 15,559: 126 0 0 13,794 13,685 13,920 13,685: 1,639 1,874 Old : 15,559: 126 0 0 13,794 13,685 13,920 13,685: 1,639 1,874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.0 88.7 88.0 89.5 88.0: 10.5 12.0 Old : 100.0: 0.8 0.0 0.0 88.7 88.0 89.5 88.0: 10.5 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 18 15 19 15: Old : 22: 1 0 0 18 15 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 62.4 67.6 77.0 30.7 55.2 52.6 60.0 Old : 38.7 62.4 67.6 77.0 30.7 55.2 52.6 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 21,987: 0 1,947 0 21,710 20,040 21,710 21,987: 277 0 Old : 21,987: 0 1,947 0 21,710 20,040 21,710 21,987: 277 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -639: 0 -639 0 -639 0 -639 -639: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.9 0.0 98.7 91.1 98.7 100.0: 1.3 0.0 Old : 100.0: 0.0 8.9 0.0 98.7 91.1 98.7 100.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 3 0 17 11 17 14: Old : 26: 0 3 0 17 11 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 82.8 69.2 94.6 44.8 74.8 66.0 86.6 Old : 45.9 82.8 69.2 94.6 44.8 74.8 66.0 86.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 531,915: 1,680 11,555 23,480 506,755 496,880 531,915 531,915: 0 0 Old : 531,915: 1,680 11,555 23,480 506,755 496,880 531,915 531,915: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 2.2 4.4 95.3 93.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.3 2.2 4.4 95.3 93.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 1 14 9 15 11: Old : 20: 1 1 1 14 9 15 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6 Old : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 930,866: 0 103,560 23,320 907,546 803,986 930,866 930,866: 0 0 Old : 930,866: 0 103,560 23,320 907,546 803,986 930,866 930,866: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 51,216: 0 0 0 51,216 51,216 51,216 51,216: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.1 2.5 97.5 86.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 11.1 2.5 97.5 86.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 1 15 19 16 20: Old : 23: 0 1 1 15 19 16 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 66.5 87.7 80.1 42.1 45.4 59.5 56.2 Old : 60.0 66.5 87.7 80.1 42.1 45.4 59.5 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 517,640: 90,059 58,034 27,726 399,855 431,880 517,640 517,640: 0 0 Old : 517,640: 90,059 58,034 27,726 399,855 431,880 517,640 517,640: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 46,800: 0 23,400 0 46,800 23,400 46,800 46,800: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 11.2 5.4 77.2 83.4 100.0 100.0: 0.0 0.0 Old : 100.0: 17.4 11.2 5.4 77.2 83.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 1 14 16 17 17: Old : 24: 2 1 1 14 16 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 51.4 82.1 79.3 48.7 44.6 64.0 65.3 Old : 56.8 51.4 82.1 79.3 48.7 44.6 64.0 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 229,007: 0 9,551 0 229,007 219,456 229,007 229,007: 0 0 Old : 229,007: 0 9,551 0 229,007 219,456 229,007 229,007: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 3 0 15 12 15 15: Old : 25: 0 3 0 15 12 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 59.4 79.3 86.7 44.5 50.9 71.8 73.0 Old : 46.6 59.4 79.3 86.7 44.5 50.9 71.8 73.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 31,922: 570 0 63 30,484 31,487 31,117 31,550: 805 372 Old : 31,922: 570 0 63 30,484 31,487 31,117 31,550: 805 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 1,375: 0 0 0 1,114 1,373 1,114 1,373: 261 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.0 0.2 95.5 98.6 97.5 98.8: 2.5 1.2 Old : 100.0: 1.8 0.0 0.2 95.5 98.6 97.5 98.8: 2.5 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 2 0 1 36 35 38 36: Old : 42: 2 0 1 36 35 38 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 49.8 63.8 71.6 40.5 42.2 48.1 51.0 Old : 44.3 49.8 63.8 71.6 40.5 42.2 48.1 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 7,942: 28 1,080 30 7,561 6,401 7,619 7,511: 323 431 Old : 7,942: 28 1,080 30 7,561 6,401 7,619 7,511: 323 431 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 475: 15 0 -15 490 490 490 475: -15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 13.6 0.4 95.2 80.6 95.9 94.6: 4.1 5.4 Old : 100.0: 0.4 13.6 0.4 95.2 80.6 95.9 94.6: 4.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 4 1 22 18 23 23: Old : 29: 1 4 1 22 18 23 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 52.0 73.0 74.6 45.3 39.9 60.0 57.2 Old : 53.3 52.0 73.0 74.6 45.3 39.9 60.0 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,231: 643 251 137 7,947 8,297 8,727 8,685: 504 546 Old : 9,231: 643 251 137 7,947 8,297 8,727 8,685: 504 546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 126: 13 189 77 -9 -201 81 65: 45 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 2.7 1.5 86.1 89.9 94.5 94.1: 5.5 5.9 Old : 100.0: 7.0 2.7 1.5 86.1 89.9 94.5 94.1: 5.5 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 3 1 16 17 18 21: Old : 30: 2 3 1 16 17 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 47.4 78.2 71.5 57.0 44.8 71.4 65.3 Old : 57.0 47.4 78.2 71.5 57.0 44.8 71.4 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,553,636: 378,904 110,915 554,259 540,734 816,465 1,473,897 1,481,639: 79,739 71,997 Old : 1,553,636: 378,904 110,915 554,259 540,734 816,465 1,473,897 1,481,639: 79,739 71,997 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 61,769: 12,420 -9,466 46,110 4,584 27,906 63,114 64,550: -1,345 -2,781 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 7.1 35.7 34.8 52.6 94.9 95.4: 5.1 4.6 Old : 100.0: 24.4 7.1 35.7 34.8 52.6 94.9 95.4: 5.1 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 337: 124 84 160 81 98 295 277: Old : 337: 124 84 160 81 98 295 277: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 15.5 27.5 26.5 12.7 11.9 18.8 18.8 Old : 17.4 15.5 27.5 26.5 12.7 11.9 18.8 18.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 177,223: 63,218 14,724 3,483 65,422 108,555 132,123 126,762: 45,100 50,461 Old : 177,223: 63,218 14,724 3,483 65,422 108,555 132,123 126,762: 45,100 50,461 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 3,208: 2,100 334 -24 901 871 2,977 1,181: 231 2,027 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 8.3 2.0 36.9 61.3 74.6 71.5: 25.4 28.5 Old : 100.0: 35.7 8.3 2.0 36.9 61.3 74.6 71.5: 25.4 28.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 5 4 3 14 17 21 22: Old : 27: 5 4 3 14 17 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 35.9 60.3 52.1 43.1 35.6 56.9 49.9 Old : 43.3 35.9 60.3 52.1 43.1 35.6 56.9 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 72,805: 8,404 2,394 10,534 51,099 52,258 70,037 65,186: 2,768 7,619 Old : 72,805: 8,404 2,394 10,534 51,099 52,258 70,037 65,186: 2,768 7,619 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 3,189: -135 0 1,771 1,992 1,595 3,628 3,366: -439 -177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 3.3 14.5 70.2 71.8 96.2 89.5: 3.8 10.5 Old : 100.0: 11.5 3.3 14.5 70.2 71.8 96.2 89.5: 3.8 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 6 3 7 16 15 27 22: Old : 27: 6 3 7 16 15 27 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 40.8 63.9 65.0 21.4 13.8 26.5 19.5 Old : 35.5 40.8 63.9 65.0 21.4 13.8 26.5 19.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 53,869: 5,720 2,323 8,877 37,104 40,276 51,701 51,476: 2,168 2,393 Old : 53,869: 5,720 2,323 8,877 37,104 40,276 51,701 51,476: 2,168 2,393 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 1,608: 1,437 0 357 -278 1,363 1,516 1,720: 92 -112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 4.3 16.5 68.9 74.8 96.0 95.6: 4.0 4.4 Old : 100.0: 10.6 4.3 16.5 68.9 74.8 96.0 95.6: 4.0 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 4 3 3 14 12 20 17: Old : 22: 4 3 3 14 12 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 43.7 67.5 70.1 19.4 22.5 24.6 26.6 Old : 42.0 43.7 67.5 70.1 19.4 22.5 24.6 26.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 32,667: 7,289 10,061 10,124 12,487 9,434 29,900 29,619: 2,767 3,048 Old : 32,667: 7,289 10,061 10,124 12,487 9,434 29,900 29,619: 2,767 3,048 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 342: 534 782 -619 387 202 302 365: 40 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 30.8 31.0 38.2 28.9 91.5 90.7: 8.5 9.3 Old : 100.0: 22.3 30.8 31.0 38.2 28.9 91.5 90.7: 8.5 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 7 6 10 12 13 25 24: Old : 28: 7 6 10 12 13 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 48.8 62.0 66.4 27.2 32.4 37.7 37.3 Old : 41.4 48.8 62.0 66.4 27.2 32.4 37.7 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 35,172: 27,206 3,577 1,022 3,579 29,651 31,807 34,250: 3,365 922 Old : 35,172: 27,206 3,577 1,022 3,579 29,651 31,807 34,250: 3,365 922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 3,232: 3,586 44 -19 -476 3,099 3,091 3,124: 141 108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 10.2 2.9 10.2 84.3 90.4 97.4: 9.6 2.6 Old : 100.0: 77.4 10.2 2.9 10.2 84.3 90.4 97.4: 9.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 183: 100 29 12 21 36 131 73: Old : 183: 100 29 12 21 36 131 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.7 37.3 38.7 54.1 22.7 36.7 38.7 53.5 Old : 22.7 37.3 38.7 54.1 22.7 36.7 38.7 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 68,157: 52,738 4,234 364 7,320 61,741 60,422 66,339: 7,735 1,818 Old : 68,157: 52,738 4,234 364 7,320 61,741 60,422 66,339: 7,735 1,818 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 3,373: 3,298 254 99 -244 3,179 3,153 3,532: 220 -159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 6.2 0.5 10.7 90.6 88.7 97.3: 11.3 2.7 Old : 100.0: 77.4 6.2 0.5 10.7 90.6 88.7 97.3: 11.3 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 184: 116 19 8 24 35 143 60: Old : 184: 116 19 8 24 35 143 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 42.7 29.9 61.0 18.3 42.4 29.9 60.1 Old : 18.3 42.7 29.9 61.0 18.3 42.4 29.9 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 319,335: 116,904 31,993 33,960 139,056 240,428 289,920 306,381: 29,415 12,954 Old : 319,335: 116,904 31,993 33,960 139,056 240,428 289,920 306,381: 29,415 12,954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -4,504: 7,076 1,184 -4,025 -7,744 -1,878 -4,693 -4,719: 189 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 10.0 10.6 43.5 75.3 90.8 95.9: 9.2 4.1 Old : 100.0: 36.6 10.0 10.6 43.5 75.3 90.8 95.9: 9.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 215: 85 22 43 82 88 188 138: Old : 215: 85 22 43 82 88 188 138: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.3 18.5 24.5 32.3 11.8 15.5 19.2 25.1 Old : 14.3 18.5 24.5 32.3 11.8 15.5 19.2 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (1000 U.S. Barrels) : : : : All : 13,005: 100 0 100 12,337 12,445 12,537 12,545: 468 460 Old : 13,005: 100 0 100 12,337 12,445 12,537 12,545: 468 460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 1,932: -100 0 100 1,967 1,865 1,967 1,965: -35 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.8 94.9 95.7 96.4 96.5: 3.6 3.5 Old : 100.0: 0.8 0.0 0.8 94.9 95.7 96.4 96.5: 3.6 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 1 19 18 20 19: Old : 24: 1 0 1 19 18 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 46.2 74.4 69.4 34.6 28.0 44.2 40.5 Old : 53.9 46.2 74.4 69.4 34.6 28.0 44.2 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 23,461: 13,165 0 402 8,117 20,252 21,684 20,654: 1,777 2,807 Old : 23,461: 13,165 0 402 8,117 20,252 21,684 20,654: 1,777 2,807 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 0.0 1.7 34.6 86.3 92.4 88.0: 7.6 12.0 Old : 100.0: 56.1 0.0 1.7 34.6 86.3 92.4 88.0: 7.6 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 0 2 10 14 13 16: Old : 20: 3 0 2 10 14 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.8 55.3 88.3 73.4 70.6 54.6 76.2 66.5 Old : 75.8 55.3 88.3 73.4 70.6 54.6 76.2 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 8,257: 562 465 135 7,530 7,612 8,227 8,212: 30 45 Old : 8,257: 562 465 135 7,530 7,612 8,227 8,212: 30 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 20: 20 0 0 0 0 20 0: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 5.6 1.6 91.2 92.2 99.6 99.5: 0.4 0.5 Old : 100.0: 6.8 5.6 1.6 91.2 92.2 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 1 1 9 13 14 14: Old : 21: 4 1 1 9 13 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 76.1 91.6 92.9 63.9 69.2 73.7 75.9 Old : 74.6 76.1 91.6 92.9 63.9 69.2 73.7 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,699: 439 2,071 337 7,815 5,919 8,591 8,327: 108 372 Old : 8,699: 439 2,071 337 7,815 5,919 8,591 8,327: 108 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 922: 50 307 150 704 447 904 904: 18 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 23.8 3.9 89.8 68.0 98.8 95.7: 1.2 4.3 Old : 100.0: 5.0 23.8 3.9 89.8 68.0 98.8 95.7: 1.2 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 2 3 29 25 32 30: Old : 38: 3 2 3 29 25 32 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 53.1 56.8 68.4 30.7 46.1 45.5 54.0 Old : 34.9 53.1 56.8 68.4 30.7 46.1 45.5 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 47,975: 1,137 1,725 350 45,974 45,854 47,461 47,929: 514 46 Old : 47,975: 1,137 1,725 350 45,974 45,854 47,461 47,929: 514 46 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 4,483: 100 125 250 4,133 4,104 4,483 4,479: 0 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 3.6 0.7 95.8 95.6 98.9 99.9: 1.1 0.1 Old : 100.0: 2.4 3.6 0.7 95.8 95.6 98.9 99.9: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 5 3 2 36 34 41 39: Old : 54: 5 3 2 36 34 41 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 40.4 72.0 63.6 46.9 37.9 54.7 54.1 Old : 57.5 40.4 72.0 63.6 46.9 37.9 54.7 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 10,191: 975 0 0 9,106 10,191 10,081 10,191: 110 0 Old : 10,191: 975 0 0 9,106 10,191 10,081 10,191: 110 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 519: 0 0 0 519 519 519 519: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 0.0 0.0 89.4 100.0 98.9 100.0: 1.1 0.0 Old : 100.0: 9.6 0.0 0.0 89.4 100.0 98.9 100.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 0 16 9 18 9: Old : 22: 2 0 0 16 9 18 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 93.9 82.0 99.6 55.8 82.6 71.0 83.6 Old : 63.1 93.9 82.0 99.6 55.8 82.6 71.0 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 19,716: 503 400 0 19,108 19,316 19,611 19,716: 105 0 Old : 19,716: 503 400 0 19,108 19,316 19,611 19,716: 105 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 2,302: 0 0 0 2,302 2,302 2,302 2,302: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 2.0 0.0 96.9 98.0 99.5 100.0: 0.5 0.0 Old : 100.0: 2.6 2.0 0.0 96.9 98.0 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 2 0 23 24 25 26: Old : 34: 2 2 0 23 24 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 55.9 72.8 77.6 23.9 30.1 36.2 37.0 Old : 53.3 55.9 72.8 77.6 23.9 30.1 36.2 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,149: 1,400 9,029 0 14,699 7,070 16,099 16,099: 50 50 Old : 16,149: 1,400 9,029 0 14,699 7,070 16,099 16,099: 50 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 580: 0 500 -25 605 105 580 580: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 55.9 0.0 91.0 43.8 99.7 99.7: 0.3 0.3 Old : 100.0: 8.7 55.9 0.0 91.0 43.8 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 5 6 0 32 19 37 25: Old : 46: 5 6 0 32 19 37 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 73.7 64.5 87.0 46.2 72.3 59.2 80.6 Old : 50.9 73.7 64.5 87.0 46.2 72.3 59.2 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,494: 1,698 2,408 0 5,796 5,086 7,494 7,494: 0 0 Old : 7,494: 1,698 2,408 0 5,796 5,086 7,494 7,494: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -140: -170 -20 0 30 -120 -140 -140: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 32.1 0.0 77.3 67.9 100.0 100.0: 0.0 0.0 Old : 100.0: 22.7 32.1 0.0 77.3 67.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 1 0 9 15 12 16: Old : 22: 3 1 0 9 15 12 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.8 83.5 96.6 93.6 74.4 76.7 83.7 81.4 Old : 82.8 83.5 96.6 93.6 74.4 76.7 83.7 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 56,767: 5,172 4,180 9,888 41,501 42,575 56,561 56,643: 206 124 Old : 56,767: 5,172 4,180 9,888 41,501 42,575 56,561 56,643: 206 124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -1,012: 1,186 -145 -1,199 -1,066 313 -1,079 -1,031: 67 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 7.4 17.4 73.1 75.0 99.6 99.8: 0.4 0.2 Old : 100.0: 9.1 7.4 17.4 73.1 75.0 99.6 99.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 10 5 11 41 41 55 55: Old : 65: 10 5 11 41 41 55 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 43.1 59.9 60.2 20.7 22.5 29.3 31.1 Old : 38.3 43.1 59.9 60.2 20.7 22.5 29.3 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,356: 396 225 0 6,507 6,654 6,903 6,879: 453 477 Old : 7,356: 396 225 0 6,507 6,654 6,903 6,879: 453 477 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 501: 0 0 0 501 501 501 501: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 3.1 0.0 88.5 90.5 93.8 93.5: 6.2 6.5 Old : 100.0: 5.4 3.1 0.0 88.5 90.5 93.8 93.5: 6.2 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 12 13 13 14: Old : 20: 1 1 0 12 13 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 61.7 83.9 81.1 38.9 45.8 56.0 57.1 Old : 57.2 61.7 83.9 81.1 38.9 45.8 56.0 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,951: 1,114 0 185 2,652 3,506 3,951 3,691: 0 260 Old : 3,951: 1,114 0 185 2,652 3,506 3,951 3,691: 0 260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 0: -25 0 25 0 -25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 0.0 4.7 67.1 88.7 100.0 93.4: 0.0 6.6 Old : 100.0: 28.2 0.0 4.7 67.1 88.7 100.0 93.4: 0.0 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 2 13 10 17 12: Old : 20: 4 0 2 13 10 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 66.0 74.3 86.8 42.1 55.7 65.8 69.9 Old : 45.7 66.0 74.3 86.8 42.1 55.7 65.8 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,126: 812 1,823 651 14,597 13,364 16,060 15,838: 66 288 Old : 16,126: 812 1,823 651 14,597 13,364 16,060 15,838: 66 288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 1,019: 25 623 0 994 396 1,019 1,019: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 11.3 4.0 90.5 82.9 99.6 98.2: 0.4 1.8 Old : 100.0: 5.0 11.3 4.0 90.5 82.9 99.6 98.2: 0.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 6 2 27 30 31 37: Old : 42: 3 6 2 27 30 31 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 42.1 74.2 63.9 43.7 28.8 48.5 40.9 Old : 54.3 42.1 74.2 63.9 43.7 28.8 48.5 40.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders - Futures Only, January 29, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,923: 2,151 0 46 28,049 29,948 30,246 29,994: 1,677 1,929 Old : 31,923: 2,151 0 46 28,049 29,948 30,246 29,994: 1,677 1,929 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 5,492: 188 0 -56 7,090 6,269 7,222 6,213: -1,730 -721 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 0.1 87.9 93.8 94.7 94.0: 5.3 6.0 Old : 100.0: 6.7 0.0 0.1 87.9 93.8 94.7 94.0: 5.3 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 0 1 21 31 22 32: Old : 33: 1 0 1 21 31 22 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 40.1 73.0 57.1 43.7 38.1 60.2 50.1 Old : 51.8 40.1 73.0 57.1 43.7 38.1 60.2 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013