GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,776 COMMITMENTS 3,079 420 306 37,112 40,030 40,497 40,756 279 20 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 2,198) -70 -97 0 2,268 2,286 2,198 2,189 0 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.0 0.8 91.0 98.2 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 1 34 44 36 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,454 COMMITMENTS 0 0 0 21,288 21,277 21,288 21,277 166 177 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 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 23 21 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,198 COMMITMENTS 371 670 450 10,172 9,926 10,993 11,046 1,205 1,152 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 48) 34 85 -57 21 -16 -2 12 50 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 5.5 3.7 83.4 81.4 90.1 90.6 9.9 9.4 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,282 COMMITMENTS 679 128 167 6,878 7,539 7,724 7,834 558 448 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 318) 81 -10 -80 298 407 299 317 19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.5 2.0 83.0 91.0 93.3 94.6 6.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 3 3 43 48 48 53 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,208 COMMITMENTS 157 536 431 4,135 4,046 4,723 5,013 485 195 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 75) 57 17 -47 115 95 125 65 -50 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 10.3 8.3 79.4 77.7 90.7 96.3 9.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 24 25 27 28 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,962 COMMITMENTS 65 50 0 2,394 2,439 2,459 2,489 503 473 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 310) 0 0 0 357 437 357 437 -47 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.7 0.0 80.8 82.3 83.0 84.0 17.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 24 25 25 26 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,104 COMMITMENTS 427 0 54 3,154 3,593 3,635 3,647 469 457 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 346) 64 0 0 253 323 317 323 29 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 1.3 76.9 87.5 88.6 88.9 11.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 2 21 26 24 28 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,992 COMMITMENTS 0 0 0 10,841 10,972 10,841 10,972 151 20 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -62) 0 0 0 -62 -42 -62 -42 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.8 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 21 18 21 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,447 COMMITMENTS 0 486 232 7,769 7,527 8,001 8,245 446 202 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 473) 0 33 0 419 419 419 452 54 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 2.7 92.0 89.1 94.7 97.6 5.3 2.4 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,283 COMMITMENTS 84 4,328 0 30,133 25,955 30,217 30,283 66 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,122) 0 -55 0 1,122 1,177 1,122 1,122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 14.3 0.0 99.5 85.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 28 20 29 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 321,472 COMMITMENTS 89,938 47,691 39,940 137,737 207,185 267,615 294,816 53,857 26,656 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -2,952) 6,785 2,932 -7,888 -6,621 -2,360 -7,724 -7,316 4,772 4,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 14.8 12.4 42.8 64.4 83.2 91.7 16.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 59 26 42 74 81 157 132 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,199,688 COMMITMENTS 258,376 404,478 422,135 447,663 317,194 1128174 1143807 71,514 55,881 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 5,879) -912 6,535 3,581 -1,584 -7,613 1,085 2,503 4,794 3,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 33.7 35.2 37.3 26.4 94.0 95.3 6.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 96 106 143 73 64 260 242 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 195,098 COMMITMENTS 56,693 57,654 41,053 92,730 91,152 190,476 189,859 4,622 5,239 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 14,027) -2,551 -3,835 7,961 8,816 9,693 14,226 13,819 -199 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 29.6 21.0 47.5 46.7 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 11 19 22 23 44 44 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,453,494 COMMITMENTS 629,800 50,093 690,716 1086840 1690003 2407356 2430812 46,138 22,682 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 61,996) 16,890 6,020 40,704 4,145 14,798 61,739 61,522 257 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 2.0 28.2 44.3 68.9 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 37 16 45 78 74 130 124 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 942,461 COMMITMENTS 43,982 193,322 216,022 677,560 527,333 937,564 936,677 4,897 5,784 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 16,351) -2,368 335 7,323 15,707 8,093 20,662 15,751 -4,311 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 20.5 22.9 71.9 56.0 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 29 30 37 36 72 73 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,340 COMMITMENTS 1,830 350 420 4,850 6,085 7,100 6,855 240 485 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 180) 195 0 -72 60 195 183 123 -3 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 4.8 5.7 66.1 82.9 96.7 93.4 3.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 3 11 12 16 15 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 36,677 COMMITMENTS 8,592 8,092 10,945 16,355 17,075 35,892 36,112 785 565 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 2,378) 10 512 491 1,697 895 2,198 1,898 180 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 22.1 29.8 44.6 46.6 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 18 24 15 14 40 40 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,182 COMMITMENTS 6,498 5,808 2,639 5,555 6,275 14,692 14,722 490 460 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,152) 328 813 199 600 110 1,127 1,122 25 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 38.3 17.4 36.6 41.3 96.8 97.0 3.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 14 17 11 10 29 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,944 COMMITMENTS 1,727 343 1,648 25,294 26,858 28,669 28,849 275 95 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,339) 195 -55 117 1,002 1,302 1,314 1,364 25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.2 5.7 87.4 92.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 4 7 30 38 42 47 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,664 COMMITMENTS 18 0 25 1,958 2,130 2,001 2,155 663 509 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 150) 18 -12 12 117 161 147 161 3 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.9 73.5 80.0 75.1 80.9 24.9 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 19 21 20 22 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,073 COMMITMENTS 108 215 40 1,534 1,543 1,682 1,798 391 275 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 33) 45 2 5 86 -44 136 -37 -103 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 10.4 1.9 74.0 74.4 81.1 86.7 18.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 3 26 22 30 26 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,291 COMMITMENTS 60 39 0 951 1,135 1,011 1,174 280 117 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 16) 0 3 0 -20 23 -20 26 36 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 3.0 0.0 73.7 87.9 78.3 90.9 21.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 16 15 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,256 COMMITMENTS 3,222 1,762 1,684 47,873 49,570 52,779 53,016 1,477 1,240 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -158) 0 20 0 -158 -178 -158 -158 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 3.2 3.1 88.2 91.4 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 3 24 28 29 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,770 COMMITMENTS 1,156 440 998 8,650 9,657 10,804 11,095 966 675 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 120) 0 0 0 -20 120 -20 120 140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 3.7 8.5 73.5 82.0 91.8 94.3 8.2 5.7 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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (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 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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (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: 27) 0 0 0 20 17 20 17 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,595 COMMITMENTS 954 0 0 59,386 60,510 60,340 60,510 255 85 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 128) 0 0 0 128 128 128 128 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 815,812 COMMITMENTS 0 0 0 815,812 815,812 815,812 815,812 0 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 2,370) 0 0 0 2,370 2,370 2,370 2,370 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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (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 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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,991 COMMITMENTS 0 1,527 0 22,758 21,464 22,758 22,991 233 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 42) 0 42 0 42 0 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.6 0.0 99.0 93.4 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 02/19/13 | --------------------------------------------------------------| 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 02/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 919,236 COMMITMENTS 0 99,640 23,320 895,916 796,276 919,236 919,236 0 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 13,432) 0 0 0 13,432 13,432 13,432 13,432 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 2.5 97.5 86.6 100.0 100.0 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 558,849 COMMITMENTS 137,099 109,386 23,414 398,336 426,049 558,849 558,849 0 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 16,513) 0 0 0 16,513 16,513 16,513 16,513 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 19.6 4.2 71.3 76.2 100.0 100.0 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 218,061 COMMITMENTS 0 9,159 0 218,061 208,902 218,061 218,061 0 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 814) 0 0 0 814 814 814 814 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: 26) 0 3 0 16 13 16 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,425 COMMITMENTS 438 0 0 27,177 28,188 27,615 28,188 810 237 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 98) 0 0 0 76 98 76 98 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 95.6 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,025 COMMITMENTS 1,690 0 0 5,266 6,673 6,956 6,673 69 352 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 0.0 0.0 75.0 95.0 99.0 95.0 1.0 5.0 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,939 COMMITMENTS 0 820 40 9,573 8,495 9,613 9,355 326 584 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 887) 0 0 0 887 887 887 887 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.3 0.4 96.3 85.5 96.7 94.1 3.3 5.9 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,954 COMMITMENTS 718 251 127 7,735 8,144 8,580 8,522 374 432 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 255 300 255 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 2.8 1.4 86.4 91.0 95.8 95.2 4.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 18 17 20 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,650,211 COMMITMENTS 380,355 122,437 607,471 577,086 847,034 1564912 1576942 85,299 73,269 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -3,229) -11,547 3,410 6,583 5,470 -10,245 506 -252 -3,735 -2,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 7.4 36.8 35.0 51.3 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 120 78 155 90 102 295 275 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,006 COMMITMENTS 71,012 12,520 6 62,063 112,243 133,081 124,769 40,925 49,237 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 4,924) 2,057 204 0 983 3,386 3,040 3,590 1,884 1,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 7.2 0.0 35.7 64.5 76.5 71.7 23.5 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 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,598 COMMITMENTS 9,107 3,659 10,881 54,413 55,781 74,401 70,321 3,197 7,277 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 339) 802 500 -300 -38 264 464 464 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 4.7 14.0 70.1 71.9 95.9 90.6 4.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 6 14 13 24 20 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,430 COMMITMENTS 5,679 1,848 10,321 36,308 39,369 52,308 51,538 2,122 2,892 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -2,710) -181 -350 382 -2,945 -2,846 -2,744 -2,814 34 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 3.4 19.0 66.7 72.3 96.1 94.7 3.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 3 14 12 18 17 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,985 COMMITMENTS 6,257 11,649 13,870 16,659 10,216 36,786 35,735 3,199 4,250 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -333) 195 145 -444 242 -255 -7 -554 -326 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 29.1 34.7 41.7 25.5 92.0 89.4 8.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 7 12 12 13 25 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,162 COMMITMENTS 29,523 3,323 788 4,287 33,142 34,598 37,253 3,564 909 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -601) 236 -80 46 -807 -346 -525 -380 -76 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.4 8.7 2.1 11.2 86.8 90.7 97.6 9.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 105 28 10 24 37 136 72 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,215 COMMITMENTS 52,756 4,008 1,332 9,418 64,895 63,506 70,235 8,709 1,980 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -1,442) -2,271 -881 266 589 -970 -1,416 -1,585 -26 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 5.6 1.8 13.0 89.9 87.9 97.3 12.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 126 25 12 25 37 158 70 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 337,391 COMMITMENTS 128,927 34,550 36,160 143,946 254,047 309,033 324,757 28,358 12,634 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 13,790) 2,782 2,818 5,891 5,375 4,141 14,048 12,850 -258 940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 10.2 10.7 42.7 75.3 91.6 96.3 8.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 90 29 58 84 97 205 163 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 12,560 COMMITMENTS 0 0 0 12,237 11,625 12,237 11,625 323 935 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 670) 0 0 0 770 385 770 385 -100 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 92.6 97.4 92.6 2.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 17 18 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,404 COMMITMENTS 11,805 0 402 8,169 19,453 20,376 19,855 2,028 2,549 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,534) 830 0 0 -12 1,274 818 1,274 716 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 0.0 1.8 36.5 86.8 90.9 88.6 9.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 9 16 12 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,370 COMMITMENTS 4,729 4,718 1,717 3,735 3,934 10,181 10,369 189 1 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,433) 1,354 1,475 -15 94 173 1,433 1,633 0 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 45.5 16.6 36.0 37.9 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 4 7 8 15 15 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,787 COMMITMENTS 362 495 135 7,260 7,132 7,757 7,762 30 25 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -80) -80 30 0 0 -110 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 6.4 1.7 93.2 91.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 1 9 13 13 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,524 COMMITMENTS 356 2,406 187 6,836 4,530 7,379 7,123 145 401 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 186) 100 195 0 86 -36 186 159 0 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 32.0 2.5 90.9 60.2 98.1 94.7 1.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 23 20 25 25 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,592 COMMITMENTS 1,510 2,400 250 45,129 44,922 46,889 47,572 703 20 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 3,127) 150 200 0 3,002 2,927 3,152 3,127 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 5.0 0.5 94.8 94.4 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 4 1 36 36 41 41 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,994 COMMITMENTS 300 0 200 9,298 9,734 9,798 9,934 196 60 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 560) -175 0 150 575 410 550 560 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 2.0 93.0 97.4 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 17 12 19 13 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,993 COMMITMENTS 777 100 0 21,116 21,893 21,893 21,993 100 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,483) 0 0 0 1,483 1,483 1,483 1,483 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.5 0.0 96.0 99.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 0 23 21 26 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,314 COMMITMENTS 1,275 7,729 150 13,839 7,385 15,264 15,264 50 50 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 125) 25 0 -25 125 150 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 50.5 1.0 90.4 48.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 3 3 33 18 40 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,814 COMMITMENTS 1,805 2,263 75 5,874 5,476 7,754 7,814 60 0 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 29.0 1.0 75.2 70.1 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 8 14 13 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,043 COMMITMENTS 2,304 4,344 5,094 37,521 35,551 44,919 44,989 124 54 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -1,058) 150 100 -1,350 199 249 -1,001 -1,001 -57 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.6 11.3 83.3 78.9 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 7 9 41 42 51 56 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,975 COMMITMENTS 1,555 1,679 404 11,945 11,624 13,904 13,707 71 268 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 462) 120 -185 32 283 620 435 467 27 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 12.0 2.9 85.5 83.2 99.5 98.1 0.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 5 2 28 29 34 35 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,749 COMMITMENTS 3,491 600 0 28,457 29,761 31,948 30,361 2,801 4,388 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 2,656) 1,319 600 -75 1,366 1,639 2,610 2,164 46 492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 1.7 0.0 81.9 85.6 91.9 87.4 8.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 18 24 20 25
Updated February 22, 2013