GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,578 COMMITMENTS 3,149 517 306 34,844 37,744 38,299 38,567 279 11 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 628) 466 0 0 186 657 652 657 -24 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.3 0.8 90.3 97.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 2 1 32 45 34 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,154 COMMITMENTS 0 0 0 20,988 20,977 20,988 20,977 166 177 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 821) 0 0 0 821 819 821 819 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.2 99.2 99.2 0.8 0.8 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,150 COMMITMENTS 337 585 507 10,151 9,942 10,995 11,034 1,155 1,116 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -30) 63 125 -71 -12 -27 -20 27 -10 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.8 4.2 83.5 81.8 90.5 90.8 9.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 5 36 37 41 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,964 COMMITMENTS 598 138 247 6,580 7,132 7,425 7,517 539 447 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,193) 67 25 -22 1,154 1,207 1,199 1,210 -6 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.7 3.1 82.6 89.6 93.2 94.4 6.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 3 4 44 47 50 53 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,133 COMMITMENTS 100 519 478 4,020 3,951 4,598 4,948 535 185 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -30) 0 -75 -65 58 130 -7 -10 -23 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 10.1 9.3 78.3 77.0 89.6 96.4 10.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 23 24 26 27 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,652 COMMITMENTS 65 50 0 2,037 2,002 2,102 2,052 550 600 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 46) 0 0 0 69 59 69 59 -23 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.9 0.0 76.8 75.5 79.3 77.4 20.7 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 20 21 21 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,758 COMMITMENTS 363 0 54 2,901 3,270 3,318 3,324 440 434 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 115) 2 0 0 83 113 85 113 30 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.0 1.4 77.2 87.0 88.3 88.5 11.7 11.5 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,054 COMMITMENTS 0 0 0 10,903 11,014 10,903 11,014 151 40 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 777) 0 0 0 782 767 782 767 -5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.6 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 23 18 23 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,974 COMMITMENTS 0 453 232 7,350 7,108 7,582 7,793 392 181 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 400) 0 105 0 383 298 383 403 17 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.7 2.9 92.2 89.1 95.1 97.7 4.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 17 17 19 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,161 COMMITMENTS 84 4,383 0 29,011 24,778 29,095 29,161 66 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -85) 0 505 0 -85 -590 -85 -85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 15.0 0.0 99.5 85.0 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 324,424 COMMITMENTS 83,153 44,759 47,828 144,358 209,545 275,339 302,132 49,085 22,292 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 12,777) 10,173 3,511 -4,454 6,681 15,859 12,400 14,916 377 -2,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 13.8 14.7 44.5 64.6 84.9 93.1 15.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 55 28 47 77 86 161 139 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,193,809 COMMITMENTS 259,288 397,943 418,554 449,247 324,807 1127089 1141304 66,720 52,505 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -7,450) 10,733 4,633 -19,709 -198 1,670 -9,174 -13,406 1,724 5,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 33.3 35.1 37.6 27.2 94.4 95.6 5.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 94 97 141 69 61 251 234 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 181,071 COMMITMENTS 59,244 61,489 33,092 83,914 81,459 176,250 176,040 4,821 5,031 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 20,167) 3,705 3,899 8,367 7,434 6,971 19,506 19,237 661 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 34.0 18.3 46.3 45.0 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 10 18 22 23 43 43 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,391,498 COMMITMENTS 612,910 44,073 650,012 1082695 1675205 2345617 2369290 45,881 22,208 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 28,439) 2,086 2,495 25,894 1,290 350 29,270 28,739 -831 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 1.8 27.2 45.3 70.0 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 36 14 44 79 74 130 122 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 926,110 COMMITMENTS 46,350 192,987 208,699 661,853 519,240 916,902 920,926 9,208 5,184 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 20,493) -773 10,155 5,695 11,022 4,671 15,944 20,521 4,549 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 20.8 22.5 71.5 56.1 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 27 27 36 35 68 68 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,160 COMMITMENTS 1,635 350 492 4,790 5,890 6,917 6,732 243 428 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -245) -27 0 -6 -125 -170 -158 -176 -87 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 4.9 6.9 66.9 82.3 96.6 94.0 3.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 4 11 11 17 15 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,299 COMMITMENTS 8,582 7,580 10,454 14,658 16,180 33,694 34,214 605 85 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 2,440) -91 1,866 552 1,879 142 2,340 2,560 100 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 22.1 30.5 42.7 47.2 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 19 25 15 15 40 43 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,030 COMMITMENTS 6,170 4,995 2,440 4,955 6,165 13,565 13,600 465 430 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 760) 10 100 335 530 150 875 585 -115 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 35.6 17.4 35.3 43.9 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 15 17 11 10 29 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,605 COMMITMENTS 1,532 398 1,531 24,292 25,556 27,355 27,485 250 120 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 3,620) 48 -120 168 3,447 3,565 3,663 3,613 -43 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.4 5.5 88.0 92.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 9 5 7 32 39 44 49 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,514 COMMITMENTS 0 12 13 1,841 1,969 1,854 1,994 660 520 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 31) 0 -90 0 -18 18 -18 -72 49 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.5 73.2 78.3 73.7 79.3 26.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 18 18 19 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,040 COMMITMENTS 63 213 35 1,448 1,587 1,546 1,835 494 205 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 215) -24 0 0 148 223 124 223 91 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 10.4 1.7 71.0 77.8 75.8 90.0 24.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 2 25 23 27 27 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,275 COMMITMENTS 60 36 0 971 1,112 1,031 1,148 244 127 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -93) -40 -19 0 -64 -125 -104 -144 11 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.8 0.0 76.2 87.2 80.9 90.0 19.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 15 15 16 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,414 COMMITMENTS 3,222 1,742 1,684 48,031 49,748 52,937 53,174 1,477 1,240 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1) -50 0 0 10 -20 -40 -20 41 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 3.2 3.1 88.3 91.4 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 3 24 28 29 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,526 COMMITMENTS 1,508 142 1,220 8,500 10,332 11,228 11,694 1,298 832 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 120) 0 0 0 0 0 0 0 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 1.1 9.7 67.9 82.5 89.6 93.4 10.4 6.6 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,650 COMMITMENTS 1,156 440 998 8,670 9,537 10,824 10,975 826 675 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -10) 0 0 0 -10 -10 -10 -10 0 0 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,034 COMMITMENTS 402 540 790 14,196 14,683 15,388 16,013 1,646 1,021 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 119) 0 0 0 -22 112 -22 112 141 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.2 4.6 83.3 86.2 90.3 94.0 9.7 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,472 COMMITMENTS 210 0 0 48,262 48,452 48,472 48,452 0 20 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 426) 0 0 0 426 426 426 426 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 808,358 COMMITMENTS 0 0 0 808,358 808,358 808,358 808,358 0 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 7,872) 0 0 0 7,872 7,872 7,872 7,872 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,220,115 COMMITMENTS 25,156 156,120 5,781 1189178 1058214 1220115 1220115 0 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 3,875) 0 0 0 3,875 3,875 3,875 3,875 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,080 COMMITMENTS 0 6,155 0 33,080 26,925 33,080 33,080 0 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -65) 0 0 0 -65 -65 -65 -65 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,949 COMMITMENTS 0 1,485 0 22,716 21,464 22,716 22,949 233 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 890) 0 0 0 890 890 890 890 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.0 99.0 93.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 0 18 15 18 18 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 518,467 COMMITMENTS 504 9,595 23,480 494,483 485,392 518,467 518,467 0 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 23,400) 0 0 0 23,400 23,400 23,400 23,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 4.5 95.4 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 10 16 12 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 905,804 COMMITMENTS 0 99,640 23,320 882,484 782,844 905,804 905,804 0 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 5,930) 0 0 0 5,930 5,930 5,930 5,930 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.0 2.6 97.4 86.4 100.0 100.0 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| 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 02/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,327 COMMITMENTS 438 0 0 27,101 28,090 27,539 28,090 788 237 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 777) 0 0 0 807 741 807 741 -30 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 95.7 99.2 97.2 99.2 2.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 34 35 35 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,965 COMMITMENTS 1,690 0 0 5,206 6,613 6,896 6,613 69 352 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 0.0 0.0 74.7 94.9 99.0 94.9 1.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 13 16 15 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,052 COMMITMENTS 0 820 40 8,686 7,608 8,726 8,468 326 584 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,329) 0 140 40 1,415 1,219 1,455 1,399 -126 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.1 0.4 96.0 84.0 96.4 93.5 3.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 1 24 16 25 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,654 COMMITMENTS 718 251 127 7,435 7,889 8,280 8,267 374 387 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 390) 120 0 0 315 435 435 435 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.9 1.5 85.9 91.2 95.7 95.5 4.3 4.5 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,653,440 COMMITMENTS 391,902 119,027 600,888 571,616 857,279 1564406 1577194 89,034 76,246 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 58,596) 11,839 5,768 40,564 376 5,051 52,779 51,383 5,817 7,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 7.2 36.3 34.6 51.8 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 123 84 160 87 99 301 277 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,082 COMMITMENTS 68,955 12,316 6 61,080 108,857 130,041 121,179 39,041 47,903 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 2,787) 2,249 342 0 736 5,563 2,985 5,905 -198 -3,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 7.3 0.0 36.1 64.4 76.9 71.7 23.1 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 3 1 16 17 23 20 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,259 COMMITMENTS 8,305 3,159 11,181 54,451 55,517 73,937 69,857 3,322 7,402 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 2,918) 262 -633 -402 3,036 4,673 2,896 3,638 22 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 4.1 14.5 70.5 71.9 95.7 90.4 4.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 7 14 13 24 21 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,140 COMMITMENTS 5,860 2,198 9,939 39,253 42,215 55,052 54,352 2,088 2,788 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 984) 332 -550 330 123 859 785 639 199 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.8 17.4 68.7 73.9 96.3 95.1 3.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 3 15 13 20 18 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,318 COMMITMENTS 6,062 11,504 14,314 16,417 10,471 36,793 36,289 3,525 4,029 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 8,937) -1,336 1,519 4,906 4,692 2,037 8,262 8,462 675 475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 28.5 35.5 40.7 26.0 91.3 90.0 8.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 10 10 13 13 26 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,763 COMMITMENTS 29,287 3,403 742 5,094 33,488 35,123 37,633 3,640 1,130 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,136) 371 -708 -76 648 1,932 943 1,148 193 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.6 8.8 1.9 13.1 86.4 90.6 97.1 9.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 107 26 10 24 37 138 70 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 73,657 COMMITMENTS 55,027 4,889 1,066 8,829 65,865 64,922 71,820 8,735 1,837 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,702) 342 -330 335 856 1,844 1,533 1,849 169 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 6.6 1.4 12.0 89.4 88.1 97.5 11.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 126 24 11 24 40 155 72 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 323,601 COMMITMENTS 126,145 31,732 30,269 138,571 249,906 294,985 311,907 28,616 11,694 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 4,049) 3,786 3,886 -40 313 -759 4,059 3,087 -10 962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 9.8 9.4 42.8 77.2 91.2 96.4 8.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 85 29 50 81 89 195 146 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 11,890 COMMITMENTS 0 0 0 11,467 11,240 11,467 11,240 423 650 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -1,115) -100 0 -100 -870 -1,205 -1,070 -1,305 -45 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 94.5 96.4 94.5 3.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 16 18 16 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 8,937 COMMITMENTS 3,375 3,243 1,732 3,641 3,761 8,748 8,736 189 201 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 36.3 19.4 40.7 42.1 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 5 4 7 8 14 14 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,867 COMMITMENTS 442 465 135 7,260 7,242 7,837 7,842 30 25 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -27) 0 0 0 -27 -27 -27 -27 0 0 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,338 COMMITMENTS 256 2,211 187 6,750 4,566 7,193 6,964 145 374 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 80) 100 39 0 -11 50 89 89 -9 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 30.1 2.5 92.0 62.2 98.0 94.9 2.0 5.1 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,465 COMMITMENTS 1,360 2,200 250 42,127 41,995 43,737 44,445 728 20 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 5,635) 350 425 -125 5,379 5,348 5,604 5,648 31 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.9 0.6 94.7 94.4 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 4 1 36 38 41 43 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,434 COMMITMENTS 475 0 50 8,723 9,324 9,248 9,374 186 60 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,294) -50 0 50 1,200 1,184 1,200 1,234 94 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.5 92.5 98.8 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 15 10 17 11 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,510 COMMITMENTS 777 100 0 19,633 20,410 20,410 20,510 100 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 2,162) 75 0 0 2,087 2,162 2,162 2,162 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.5 0.0 95.7 99.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 0 22 21 25 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,189 COMMITMENTS 1,250 7,729 175 13,714 7,235 15,139 15,139 50 50 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 50) 0 -250 0 50 300 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 50.9 1.2 90.3 47.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 3 33 18 40 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,714 COMMITMENTS 1,805 2,263 75 5,774 5,376 7,654 7,714 60 0 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 515) 40 45 0 415 470 455 515 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 29.3 1.0 74.9 69.7 99.2 100.0 0.8 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 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,101 COMMITMENTS 2,154 4,244 6,444 37,322 35,302 45,920 45,990 181 111 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -1,941) 427 -101 -1,131 -1,237 -709 -1,941 -1,941 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 9.2 14.0 81.0 76.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 6 9 39 41 49 54 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,513 COMMITMENTS 1,435 1,864 372 11,662 11,004 13,469 13,240 44 273 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 191) 375 0 0 -184 186 191 186 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 13.8 2.8 86.3 81.4 99.7 98.0 0.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 5 1 26 28 31 34 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,093 COMMITMENTS 2,172 0 75 27,091 28,122 29,338 28,197 2,755 3,896 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,345) 542 0 -23 191 1,180 710 1,157 635 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.2 84.4 87.6 91.4 87.9 8.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 16 24 17 25
Updated February 15, 2013