GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,950 COMMITMENTS 2,683 517 306 34,658 37,087 37,647 37,910 303 40 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -6,894) 580 -305 -544 -6,939 -6,064 -6,903 -6,913 9 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 1.4 0.8 91.3 97.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 2 1 31 44 33 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,333 COMMITMENTS 0 0 0 20,167 20,158 20,167 20,158 166 175 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -2,931) 0 0 0 -2,876 -2,889 -2,876 -2,889 -55 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.1 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 22 21 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,180 COMMITMENTS 274 460 578 10,163 9,969 11,015 11,007 1,165 1,173 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,966) 7 -289 -66 -1,745 -1,525 -1,804 -1,880 -162 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.8 4.7 83.4 81.8 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 5 35 36 40 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,771 COMMITMENTS 531 113 269 5,426 5,925 6,226 6,307 545 464 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,326) -80 -51 -71 -1,044 -1,069 -1,195 -1,191 -131 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.7 4.0 80.1 87.5 92.0 93.1 8.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 2 4 42 46 48 52 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,163 COMMITMENTS 100 594 543 3,962 3,821 4,605 4,958 558 205 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,514) -20 -25 -9 -1,378 -1,445 -1,407 -1,479 -107 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 11.5 10.5 76.7 74.0 89.2 96.0 10.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 23 23 25 26 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,606 COMMITMENTS 65 50 0 1,968 1,943 2,033 1,993 573 613 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -854) -55 -40 0 -1,027 -913 -1,082 -953 228 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.9 0.0 75.5 74.6 78.0 76.5 22.0 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 20 20 21 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,643 COMMITMENTS 361 0 54 2,818 3,157 3,233 3,211 410 432 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -590) 125 -7 -129 -577 -387 -581 -523 -9 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 1.5 77.4 86.7 88.7 88.1 11.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 21 24 24 26 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,277 COMMITMENTS 0 0 0 10,121 10,247 10,121 10,247 156 30 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,572) 0 0 0 -1,608 -1,572 -1,608 -1,572 36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 22 18 22 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,574 COMMITMENTS 0 348 232 6,967 6,810 7,199 7,390 375 184 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -147) 0 -52 -8 -62 -67 -70 -127 -77 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 3.1 92.0 89.9 95.0 97.6 5.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 15 16 17 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,246 COMMITMENTS 84 3,878 0 29,096 25,368 29,180 29,246 66 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,475) 0 577 -332 -3,143 -3,720 -3,475 -3,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 13.3 0.0 99.5 86.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 28 19 29 20 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 311,647 COMMITMENTS 72,980 41,248 52,282 137,677 193,686 262,939 287,216 48,708 24,431 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 4,830) 8,413 6,600 2,791 -12,534 -5,374 -1,330 4,017 6,160 813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 13.2 16.8 44.2 62.1 84.4 92.2 15.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 50 28 42 69 78 143 128 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,201,259 COMMITMENTS 248,555 393,310 438,263 449,445 323,137 1136263 1154710 64,996 46,549 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 54,413) -3,243 -4,413 38,417 17,901 17,773 53,075 51,777 1,338 2,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 32.7 36.5 37.4 26.9 94.6 96.1 5.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 100 95 141 67 59 249 230 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 160,904 COMMITMENTS 55,539 57,590 24,725 76,480 74,488 156,744 156,803 4,160 4,101 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -4,859) -754 5,210 -4,563 1,402 -5,061 -3,915 -4,414 -944 -445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 35.8 15.4 47.5 46.3 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 8 17 21 22 42 39 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,363,059 COMMITMENTS 610,824 41,578 624,118 1081405 1674855 2316347 2340551 46,712 22,508 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -46,799) 23,757 3,761 -6,363 -68,246 -41,482 -50,852 -44,084 4,053 -2,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 1.8 26.4 45.8 70.9 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 36 13 43 79 74 130 120 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 905,617 COMMITMENTS 47,123 182,832 203,004 650,831 514,569 900,958 900,405 4,659 5,212 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 12,379) -1,181 5,050 1,459 12,125 5,986 12,403 12,495 -24 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 20.2 22.4 71.9 56.8 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 25 26 37 36 68 68 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,405 COMMITMENTS 1,662 350 498 4,915 6,060 7,075 6,908 330 497 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 4.7 6.7 66.4 81.8 95.5 93.3 4.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 4 12 12 18 16 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,859 COMMITMENTS 8,673 5,714 9,902 12,779 16,038 31,354 31,654 505 205 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 1,545) 521 -1,285 -140 1,149 3,460 1,530 2,035 15 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 17.9 31.1 40.1 50.3 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 15 24 15 13 39 40 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,270 COMMITMENTS 6,160 4,895 2,105 4,425 6,015 12,690 13,015 580 255 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 715) 220 1,130 -95 625 355 750 1,390 -35 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 36.9 15.9 33.3 45.3 95.6 98.1 4.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 15 15 10 11 26 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,985 COMMITMENTS 1,484 518 1,363 20,845 21,991 23,692 23,872 293 113 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -889) -52 -122 52 -1,047 -864 -1,047 -934 158 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.2 5.7 86.9 91.7 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 5 7 31 35 42 44 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,483 COMMITMENTS 0 102 13 1,859 1,951 1,872 2,066 611 417 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -392) 0 12 13 -322 -276 -309 -251 -83 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 0.5 74.9 78.6 75.4 83.2 24.6 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 20 18 21 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,825 COMMITMENTS 87 213 35 1,300 1,364 1,422 1,612 403 213 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -672) -15 -227 -96 -551 -254 -662 -577 -10 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 11.7 1.9 71.2 74.7 77.9 88.3 22.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 23 20 26 24 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,413 COMMITMENTS 3,272 1,742 1,684 48,021 49,768 52,977 53,194 1,436 1,219 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -2,223) -48 -385 -140 -1,792 -1,526 -1,980 -2,051 -243 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 3.2 3.1 88.3 91.5 97.4 97.8 2.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 3 24 28 30 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,406 COMMITMENTS 1,508 142 1,220 8,500 10,332 11,228 11,694 1,178 712 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -585) 2 -36 -80 -643 -387 -721 -503 136 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 1.1 9.8 68.5 83.3 90.5 94.3 9.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 3 16 13 19 16 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,660 COMMITMENTS 1,156 440 998 8,680 9,547 10,834 10,985 826 675 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -354) -574 -40 296 -166 -458 -444 -202 90 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 3.8 8.6 74.4 81.9 92.9 94.2 7.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 16 17 18 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,915 COMMITMENTS 402 540 790 14,218 14,571 15,410 15,901 1,505 1,014 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -963) -54 -100 0 -743 -821 -797 -921 -166 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.2 4.7 84.1 86.1 91.1 94.0 8.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 25 24 28 26 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,046 COMMITMENTS 210 0 0 47,836 48,026 48,046 48,026 0 20 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -4,290) 0 0 0 -4,290 -4,290 -4,290 -4,290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 20 17 21 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 800,486 COMMITMENTS 0 0 0 800,486 800,486 800,486 800,486 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -44,327) 0 0 0 -44,327 -44,327 -44,327 -44,327 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 17 20 17 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,467 COMMITMENTS 954 0 0 59,258 60,382 60,212 60,382 255 85 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -2,414) -66 0 0 -2,348 -2,392 -2,414 -2,392 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 98.0 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 17 26 18 26 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 813,442 COMMITMENTS 0 0 0 813,442 813,442 813,442 813,442 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -4,552) 0 0 0 -4,552 -4,552 -4,552 -4,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 18 20 18 20 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,584 COMMITMENTS 7,000 1,116 215 48,114 54,253 55,329 55,584 255 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 1,962) -550 -110 0 2,512 2,072 1,962 1,962 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 2.0 0.4 86.6 97.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 23 18 26 20 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,216,240 COMMITMENTS 25,156 156,120 5,781 1185303 1054339 1216240 1216240 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 114,090) -3,920 39,200 0 118,010 74,890 114,090 114,090 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 12.8 0.5 97.5 86.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 1 23 21 26 24 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,787 COMMITMENTS 0 3,390 0 32,554 29,164 32,554 32,554 233 233 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -2,508) 0 -110 0 -2,486 -2,376 -2,486 -2,486 -22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.3 0.0 99.3 88.9 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 9 15 12 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,145 COMMITMENTS 0 6,155 0 33,145 26,990 33,145 33,145 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,310) 0 -220 0 -1,310 -1,090 -1,310 -1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.6 0.0 100.0 81.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 14 14 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,352 COMMITMENTS 3,125 0 3,450 13,777 16,902 20,352 20,352 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -779) -585 0 145 -339 -924 -779 -779 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 0.0 17.0 67.7 83.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 9 13 11 15 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,965 COMMITMENTS 60 0 0 13,266 13,179 13,326 13,179 1,639 1,786 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -594) -66 0 0 -528 -506 -594 -506 0 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 88.6 88.1 89.0 88.1 11.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 15 19 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,059 COMMITMENTS 0 1,485 0 21,826 20,574 21,826 22,059 233 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 72) 0 -462 0 116 534 116 72 -44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 98.9 93.3 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 0 17 14 17 17 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 495,067 COMMITMENTS 504 9,595 23,480 471,083 461,992 495,067 495,067 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -36,848) -1,176 -1,960 0 -35,672 -34,888 -36,848 -36,848 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 4.7 95.2 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 9 15 11 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 899,874 COMMITMENTS 0 99,640 23,320 876,554 776,914 899,874 899,874 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -30,992) 0 -3,920 0 -30,992 -27,072 -30,992 -30,992 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 2.6 97.4 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 15 20 16 21 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 542,336 COMMITMENTS 137,099 109,386 23,414 381,823 409,536 542,336 542,336 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 24,696) 47,040 51,352 -4,312 -18,032 -22,344 24,696 24,696 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 20.2 4.3 70.4 75.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 14 15 17 16 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 217,247 COMMITMENTS 0 9,159 0 217,247 208,088 217,247 217,247 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -11,760) 0 -392 0 -11,760 -11,368 -11,760 -11,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 15 12 15 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,550 COMMITMENTS 438 0 0 26,294 27,349 26,732 27,349 818 201 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -4,372) -132 0 -63 -4,190 -4,138 -4,385 -4,201 13 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 95.4 99.3 97.0 99.3 3.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 0 35 36 36 36 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,723 COMMITMENTS 0 680 0 7,271 6,389 7,271 7,069 452 654 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -219) -28 -400 -30 -290 -12 -348 -442 129 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.0 94.1 82.7 94.1 91.5 5.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 0 24 16 24 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,264 COMMITMENTS 598 251 127 7,120 7,454 7,845 7,832 419 432 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -967) -45 0 -10 -827 -843 -882 -853 -85 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 3.0 1.5 86.2 90.2 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 17 17 19 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,594,844 COMMITMENTS 380,063 113,259 560,324 571,240 852,228 1511627 1525811 83,217 69,033 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 41,208) 1,159 2,344 6,065 30,506 35,763 37,730 44,172 3,478 -2,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 7.1 35.1 35.8 53.4 94.8 95.7 5.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 124 86 163 86 98 302 281 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,295 COMMITMENTS 66,706 11,974 6 60,344 103,294 127,056 115,274 39,239 51,021 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -10,928) 3,488 -2,750 -3,477 -5,078 -5,261 -5,067 -11,488 -5,861 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 7.2 0.0 36.3 62.1 76.4 69.3 23.6 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 1 15 17 22 20 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,341 COMMITMENTS 8,043 3,792 11,583 51,415 50,844 71,041 66,219 3,300 8,122 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 1,536) -361 1,398 1,049 316 -1,414 1,004 1,033 532 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 5.1 15.6 69.2 68.4 95.6 89.1 4.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 8 14 13 25 21 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,156 COMMITMENTS 5,528 2,748 9,609 39,130 41,356 54,267 53,713 1,889 2,443 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 2,287) -192 425 732 2,026 1,080 2,566 2,237 -279 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 4.9 17.1 69.7 73.6 96.6 95.6 3.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 3 15 13 20 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,381 COMMITMENTS 7,398 9,985 9,408 11,725 8,434 28,531 27,827 2,850 3,554 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,286) 109 -76 -716 -762 -1,000 -1,369 -1,792 83 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 31.8 30.0 37.4 26.9 90.9 88.7 9.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 8 12 12 13 27 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,627 COMMITMENTS 28,916 4,111 818 4,446 31,556 34,180 36,485 3,447 1,142 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 2,455) 1,710 534 -204 867 1,905 2,373 2,235 82 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 10.9 2.2 11.8 83.9 90.8 97.0 9.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 105 30 11 25 38 139 75 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,955 COMMITMENTS 54,685 5,219 731 7,973 64,021 63,389 69,971 8,566 1,984 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 3,798) 1,947 985 367 653 2,280 2,967 3,632 831 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 7.3 1.0 11.1 89.0 88.1 97.2 11.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 122 26 10 26 38 153 70 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 319,552 COMMITMENTS 122,359 27,846 30,309 138,258 250,665 290,926 308,820 28,626 10,732 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 217) 5,455 -4,147 -3,651 -798 10,237 1,006 2,439 -789 -2,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 8.7 9.5 43.3 78.4 91.0 96.6 9.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 82 30 43 78 89 189 140 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,870 COMMITMENTS 10,975 0 402 8,181 18,179 19,558 18,581 1,312 2,289 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -2,591) -2,190 0 0 64 -2,073 -2,126 -2,073 -465 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 0.0 1.9 39.2 87.1 93.7 89.0 6.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 10 16 13 18 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,894 COMMITMENTS 442 465 135 7,287 7,269 7,864 7,869 30 25 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -363) -120 0 0 -243 -343 -363 -343 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 5.9 1.7 92.3 92.1 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 9 13 14 14 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,258 COMMITMENTS 156 2,172 187 6,761 4,516 7,104 6,875 154 383 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,441) -283 101 -150 -1,054 -1,403 -1,487 -1,452 46 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 29.9 2.6 93.2 62.2 97.9 94.7 2.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 23 21 25 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,830 COMMITMENTS 1,010 1,775 375 36,748 36,647 38,133 38,797 697 33 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -9,145) -127 50 25 -9,226 -9,207 -9,328 -9,132 183 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.6 1.0 94.6 94.4 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 2 3 34 34 40 39 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,140 COMMITMENTS 525 0 0 7,523 8,140 8,048 8,140 92 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -2,051) -450 0 0 -1,583 -2,051 -2,033 -2,051 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.0 92.4 100.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 15 8 17 8 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,348 COMMITMENTS 702 100 0 17,546 18,248 18,248 18,348 100 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,368) 199 -300 0 -1,562 -1,068 -1,363 -1,368 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.5 0.0 95.6 99.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 0 22 19 25 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,139 COMMITMENTS 1,250 7,979 175 13,664 6,935 15,089 15,089 50 50 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,010) -150 -1,050 175 -1,035 -135 -1,010 -1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 52.7 1.2 90.3 45.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 3 3 33 16 40 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,199 COMMITMENTS 1,765 2,218 75 5,359 4,906 7,199 7,199 0 0 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -295) 67 -190 75 -437 -180 -295 -295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 30.8 1.0 74.4 68.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 7 14 12 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,042 COMMITMENTS 1,727 4,345 7,575 38,559 36,011 47,861 47,931 181 111 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -8,725) -3,445 165 -2,313 -2,942 -6,564 -8,700 -8,712 -25 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 9.0 15.8 80.3 75.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 6 9 38 40 48 53 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,322 COMMITMENTS 1,060 1,864 372 11,846 10,818 13,278 13,054 44 268 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -2,804) 248 41 -279 -2,751 -2,546 -2,782 -2,784 -22 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 14.0 2.8 88.9 81.2 99.7 98.0 0.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 1 26 29 30 35 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,748 COMMITMENTS 1,630 0 98 26,900 26,942 28,628 27,040 2,120 3,708 CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,175) -521 0 52 -1,149 -3,006 -1,618 -2,954 443 1,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.3 87.5 87.6 93.1 87.9 6.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 17 25 18 26
Updated February 8, 2013