GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,462 COMMITMENTS 2,529 1,905 2,496 40,123 41,031 45,148 45,432 314 30 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,474) 474 -232 64 3,921 4,642 4,459 4,474 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 4.2 5.5 88.3 90.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 4 3 35 44 38 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,425 COMMITMENTS 700 0 4 18,583 19,278 19,287 19,282 138 143 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 171) 0 0 0 171 165 171 165 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.0 95.7 99.2 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 21 21 22 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,820 COMMITMENTS 589 765 738 10,421 10,259 11,748 11,762 1,072 1,058 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 848) -5 0 161 738 686 894 847 -46 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 6.0 5.8 81.3 80.0 91.6 91.7 8.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 3 4 35 38 39 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,317 COMMITMENTS 707 0 506 7,498 8,255 8,711 8,761 606 556 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 994) 62 0 74 757 970 893 1,044 101 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 5.4 80.5 88.6 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 0 5 43 47 50 52 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,263 COMMITMENTS 100 765 199 3,272 2,976 3,571 3,940 692 323 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 115) 0 -7 22 42 139 64 154 51 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 17.9 4.7 76.8 69.8 83.8 92.4 16.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 2 23 22 26 25 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,876 COMMITMENTS 85 194 93 3,248 3,044 3,426 3,331 450 545 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 160) 0 58 22 99 45 121 125 39 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.0 2.4 83.8 78.5 88.4 85.9 11.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 3 27 24 31 27 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,346 COMMITMENTS 216 29 184 4,359 4,859 4,759 5,072 587 274 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 355) -57 0 50 326 306 319 356 36 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 3.4 81.5 90.9 89.0 94.9 11.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 3 31 31 34 34 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,785 COMMITMENTS 650 0 0 9,845 10,785 10,495 10,785 290 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 378) 275 0 0 103 378 378 378 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 91.3 100.0 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 22 17 23 17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,836 COMMITMENTS 0 1,530 620 7,862 6,604 8,482 8,754 354 82 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 239) 0 126 0 239 109 239 235 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.3 7.0 89.0 74.7 96.0 99.1 4.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 5 18 18 23 23 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,175 COMMITMENTS 360 5,156 2,237 31,559 26,782 34,156 34,175 19 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,083) 0 420 900 3,183 2,763 4,083 4,083 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 15.1 6.5 92.3 78.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 28 20 31 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,120 COMMITMENTS 46,622 42,649 46,326 158,995 161,618 251,943 250,593 33,177 34,527 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -9,895) -4,798 -626 -1,522 572 -7,070 -5,748 -9,218 -4,147 -677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 15.0 16.2 55.8 56.7 88.4 87.9 11.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 35 37 44 68 72 126 134 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,407,669 COMMITMENTS 353,090 423,042 525,191 451,443 412,870 1329724 1361103 77,945 46,566 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 67,553) 28,710 -10,252 42,994 -4,145 34,258 67,559 67,000 -6 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 30.1 37.3 32.1 29.3 94.5 96.7 5.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 138 95 145 75 72 301 246 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 306,487 COMMITMENTS 94,511 89,077 66,735 138,505 144,344 299,751 300,156 6,736 6,331 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 39,010) 9,906 22,499 3,643 24,004 11,176 37,553 37,318 1,457 1,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 29.1 21.8 45.2 47.1 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 21 11 25 23 27 56 52 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,734,495 COMMITMENTS 791,416 54,810 856,343 1056785 1797470 2704544 2708623 29,951 25,872 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 79,253) 84,808 13,765 1,469 10,362 60,134 96,639 75,368 -17,386 3,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 2.0 31.3 38.6 65.7 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 38 16 45 90 78 146 126 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 960,313 COMMITMENTS 108,203 157,850 177,841 666,074 619,955 952,118 955,646 8,195 4,667 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -33,239) 52,429 -74,434 -16,904 -67,273 60,274 -31,748 -31,064 -1,491 -2,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 16.4 18.5 69.4 64.6 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 15 20 24 41 37 69 68 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,890 COMMITMENTS 2,255 425 415 4,055 5,750 6,725 6,590 165 300 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -765) -45 35 -35 -635 -615 -715 -615 -50 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 6.2 6.0 58.9 83.5 97.6 95.6 2.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 3 11 14 17 17 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 52,096 COMMITMENTS 11,573 11,296 16,416 23,652 23,989 51,641 51,701 455 395 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,883) 994 839 2,103 1,951 1,956 5,048 4,898 -165 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 21.7 31.5 45.4 46.0 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 16 26 17 16 44 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,772 COMMITMENTS 6,302 6,347 3,975 8,145 7,915 18,422 18,237 350 535 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 845) 465 -240 30 355 1,030 850 820 -5 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 33.8 21.2 43.4 42.2 98.1 97.2 1.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 13 21 12 12 34 34 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 31,662 COMMITMENTS 2,712 831 2,091 26,558 28,627 31,361 31,549 301 113 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 3,126) 143 -56 10 3,021 3,226 3,174 3,180 -48 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 2.6 6.6 83.9 90.4 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 2 9 33 41 49 52 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,790 COMMITMENTS 82 0 30 1,966 2,134 2,078 2,164 712 626 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 121) -1 0 17 151 48 167 65 -46 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 1.1 70.5 76.5 74.5 77.6 25.5 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 19 20 21 22 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,065 COMMITMENTS 270 242 80 1,101 1,391 1,451 1,713 614 352 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 130) 79 10 5 -34 32 50 47 80 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 11.7 3.9 53.3 67.4 70.3 83.0 29.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 4 4 19 19 25 25 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,634 COMMITMENTS 97 35 10 1,148 1,305 1,255 1,350 379 284 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 45) 29 10 0 23 16 52 26 -7 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.1 0.6 70.3 79.9 76.8 82.6 23.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 18 20 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 52,625 COMMITMENTS 2,740 1,818 1,570 47,050 47,932 51,360 51,320 1,265 1,305 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 172) 0 0 0 172 172 172 172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 3.5 3.0 89.4 91.1 97.6 97.5 2.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 4 25 29 31 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,724 COMMITMENTS 1,556 0 1,174 7,902 9,714 10,632 10,888 1,092 836 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 24) 0 0 0 24 24 24 24 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.0 10.0 67.4 82.9 90.7 92.9 9.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 16 13 19 16 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 6,476 COMMITMENTS 0 1,098 0 5,506 4,424 5,506 5,522 970 954 CHANGES FROM 03/19/13 (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 17.0 0.0 85.0 68.3 85.0 85.3 15.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 17 13 17 15 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,442 COMMITMENTS 1,252 400 964 8,538 9,534 10,754 10,898 688 544 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 3.5 8.4 74.6 83.3 94.0 95.2 6.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 17 19 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,424 COMMITMENTS 300 512 1,438 13,867 14,495 15,605 16,445 1,819 979 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,194) -48 72 648 594 474 1,194 1,194 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.9 8.3 79.6 83.2 89.6 94.4 10.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 23 23 26 25 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,372 COMMITMENTS 170 0 0 46,202 46,372 46,372 46,372 0 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,585) 0 0 0 1,585 1,585 1,585 1,585 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 21 17 22 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 779,276 COMMITMENTS 0 0 0 779,276 779,276 779,276 779,276 0 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 17,270) 0 0 0 17,270 17,270 17,270 17,270 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 21 17 21 17 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,156 COMMITMENTS 2,427 18,764 0 21,516 4,923 23,943 23,687 213 469 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 77.7 0.0 89.1 20.4 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 12 9 13 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,413 COMMITMENTS 874 0 0 56,284 57,348 57,158 57,348 255 65 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.0 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 15 24 16 24 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 767,350 COMMITMENTS 0 0 0 767,350 767,350 767,350 767,350 0 0 CHANGES FROM 03/19/13 (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: 31) 0 0 0 17 19 17 19 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,723 COMMITMENTS 6,395 1,016 320 45,753 51,387 52,468 52,723 255 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 1.9 0.6 86.8 97.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 22 17 25 20 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,233,947 COMMITMENTS 21,636 149,080 5,781 1206530 1079086 1233947 1233947 0 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 14,880) 0 0 0 14,880 14,880 14,880 14,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 12.1 0.5 97.8 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 1 22 24 25 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,515 COMMITMENTS 0 3,290 0 30,302 27,012 30,302 30,302 213 213 CHANGES FROM 03/19/13 (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 10.8 0.0 99.3 88.5 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 14 8 14 11 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,220 COMMITMENTS 0 6,065 0 34,220 28,155 34,220 34,220 0 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,184) 0 0 0 1,184 1,184 1,184 1,184 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.7 0.0 100.0 82.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 15 15 15 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,152 COMMITMENTS 2,830 0 3,770 13,552 16,382 20,152 20,152 0 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 320 -320 -320 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.0 18.7 67.2 81.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 10 15 12 17 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,290 COMMITMENTS 384 0 1,064 15,267 15,671 16,715 16,735 575 555 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 22) 0 0 0 22 22 22 22 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 6.2 88.3 90.6 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 14 16 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,810 COMMITMENTS 0 1,107 0 25,597 24,703 25,597 25,810 213 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 863) 0 0 0 863 863 863 863 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 99.2 95.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 14 17 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 483,619 COMMITMENTS 0 10,147 21,168 462,451 452,304 483,619 483,619 0 0 CHANGES FROM 03/19/13 (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 2.1 4.4 95.6 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 15 11 16 13 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 922,372 COMMITMENTS 0 96,120 23,320 899,052 802,932 922,372 922,372 0 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,753) 0 0 0 2,753 2,753 2,753 2,753 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.4 2.5 97.5 87.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 17 22 18 23 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 573,174 COMMITMENTS 136,395 113,258 19,542 417,237 440,374 573,174 573,174 0 0 CHANGES FROM 03/19/13 (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 23.8 19.8 3.4 72.8 76.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 15 16 18 17 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 243,684 COMMITMENTS 0 37,314 0 243,684 206,370 243,684 243,684 0 0 CHANGES FROM 03/19/13 (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 15.3 0.0 100.0 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 18 11 18 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,364 COMMITMENTS 351 0 120 28,461 29,110 28,932 29,230 432 134 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 921) 0 0 -120 1,021 1,076 901 956 20 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.4 96.9 99.1 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 0 1 37 37 39 38 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,444 COMMITMENTS 1,205 0 16 5,143 6,169 6,364 6,185 80 259 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -59) -225 0 16 202 60 -7 76 -52 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 0.0 0.2 79.8 95.7 98.8 96.0 1.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 16 17 18 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,870 COMMITMENTS 425 585 25 12,046 11,676 12,496 12,286 374 584 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,192) 0 0 15 1,177 1,177 1,192 1,192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.5 0.2 93.6 90.7 97.1 95.5 2.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 1 23 15 25 18 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,688 COMMITMENTS 1,512 321 249 8,517 9,706 10,278 10,276 410 412 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 760) 120 -25 0 615 775 735 750 25 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 3.0 2.3 79.7 90.8 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 20 19 24 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,693,684 COMMITMENTS 364,846 120,239 642,466 605,459 849,358 1612771 1612063 80,913 81,621 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 46,293) 6,760 -14,126 10,241 25,589 47,635 42,590 43,750 3,703 2,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 7.1 37.9 35.7 50.1 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 125 75 156 83 99 288 276 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,502 COMMITMENTS 66,692 12,620 250 68,766 115,396 135,708 128,266 42,794 50,236 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,846) 488 500 0 1,721 674 2,209 1,174 637 1,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 7.1 0.1 38.5 64.6 76.0 71.9 24.0 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 4 2 17 19 24 23 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,701 COMMITMENTS 9,814 2,400 6,219 52,143 55,748 68,176 64,367 3,525 7,334 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -1,047) 1,309 3 -3,365 1,625 4,044 -431 682 -616 -1,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 3.3 8.7 72.7 77.8 95.1 89.8 4.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 3 6 16 15 25 21 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,816 COMMITMENTS 4,593 6,988 4,366 38,916 35,141 47,875 46,495 1,941 3,321 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -2,060) -332 1,400 -2,887 1,186 -899 -2,033 -2,386 -27 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 14.0 8.8 78.1 70.5 96.1 93.3 3.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 5 4 15 13 19 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,413 COMMITMENTS 10,319 15,647 20,801 16,509 10,424 47,629 46,872 2,784 3,541 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 911) 734 968 809 277 -76 1,820 1,701 -909 -790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 31.0 41.3 32.7 20.7 94.5 93.0 5.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 8 17 12 12 31 30 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,808 COMMITMENTS 28,707 2,674 1,597 4,891 32,661 35,195 36,932 2,613 876 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 137) -711 -84 164 888 -93 341 -13 -204 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.9 7.1 4.2 12.9 86.4 93.1 97.7 6.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 106 26 11 22 34 134 71 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,542 COMMITMENTS 44,013 8,520 632 14,015 53,905 58,660 63,057 6,882 2,485 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 872) 1,918 688 -1,009 1,192 1,736 2,101 1,415 -1,229 -543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 13.0 1.0 21.4 82.2 89.5 96.2 10.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 112 29 13 29 30 147 68 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 324,581 COMMITMENTS 111,497 26,489 35,375 154,390 249,651 301,262 311,515 23,319 13,066 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 5,992) 2,369 1,949 -835 6,761 7,055 8,295 8,169 -2,303 -2,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 8.2 10.9 47.6 76.9 92.8 96.0 7.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 85 31 51 82 95 194 157 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 12,877 COMMITMENTS 0 0 0 11,907 11,822 11,907 11,822 970 1,055 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 91.8 92.5 91.8 7.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 17 16 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,788 COMMITMENTS 10,343 0 765 9,606 19,279 20,714 20,044 2,074 2,744 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 654) 525 0 0 191 661 716 661 -62 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 0.0 3.4 42.2 84.6 90.9 88.0 9.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 12 19 14 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,370 COMMITMENTS 5,690 7,596 1,559 5,950 4,211 13,199 13,366 171 4 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 104) 339 765 -490 255 -171 104 104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 56.8 11.7 44.5 31.5 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 4 7 8 16 14 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,602 COMMITMENTS 3,829 912 3 8,720 11,637 12,552 12,552 50 50 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 164) 138 0 0 6 144 144 144 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 7.2 0.0 69.2 92.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 1 9 13 15 14 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,866 COMMITMENTS 429 2,468 243 7,057 4,761 7,729 7,472 137 394 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,905) 262 0 150 1,520 1,785 1,932 1,935 -27 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 31.4 3.1 89.7 60.5 98.3 95.0 1.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 3 22 22 27 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,988 COMMITMENTS 1,652 3,645 3,014 50,660 49,267 55,326 55,926 662 62 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,690) -580 0 150 5,110 4,540 4,680 4,690 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.5 5.4 90.5 88.0 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 5 4 39 32 46 40 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,450 COMMITMENTS 1,540 4,097 125 37,621 35,228 39,286 39,450 164 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 5,017) 25 270 0 5,082 4,747 5,107 5,017 -90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 10.4 0.3 95.4 89.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 25 19 30 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,094 COMMITMENTS 2,185 6,129 50 11,859 7,915 14,094 14,094 0 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 325) 50 50 0 275 275 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 43.5 0.4 84.1 56.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 2 1 31 20 40 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,024 COMMITMENTS 1,045 1,108 379 5,540 5,537 6,964 7,024 60 0 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 225) -50 50 0 275 175 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 15.8 5.4 78.9 78.8 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 2 9 13 14 16 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,346 COMMITMENTS 2,737 6,485 4,393 36,032 32,375 43,162 43,253 184 93 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -237) 211 -84 -855 375 702 -269 -237 32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 15.0 10.1 83.1 74.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 9 13 42 39 57 56 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,487 COMMITMENTS 720 289 0 6,427 6,844 7,147 7,133 340 354 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 280) 30 0 0 295 325 325 325 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 3.9 0.0 85.8 91.4 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 0 14 13 17 15 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,272 COMMITMENTS 2,014 1,089 388 11,735 12,595 14,137 14,072 135 200 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 729) 152 585 37 589 137 778 759 -49 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 7.6 2.7 82.2 88.2 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 7 5 29 28 39 38 FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE Code-869654 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,375 COMMITMENTS 790 395 340 2,175 2,310 3,305 3,045 70 330 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 11.7 10.1 64.4 68.4 97.9 90.2 2.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 4 5 7 12 13 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,796 COMMITMENTS 4,191 719 1,609 29,438 31,531 35,238 33,859 2,558 3,937 CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,407) -270 10 327 1,163 1,521 1,220 1,858 187 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 1.9 4.3 77.9 83.4 93.2 89.6 6.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 1 4 20 27 26 32
Updated March 29, 2013