GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,845 COMMITMENTS 2,675 1,845 2,285 34,595 35,685 39,555 39,815 290 30 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -5,617) 146 -60 -211 -5,528 -5,346 -5,593 -5,617 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 4.6 5.7 86.8 89.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 4 2 32 44 34 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,502 COMMITMENTS 111 0 4 17,267 17,368 17,382 17,372 120 130 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,923) -589 0 0 -1,316 -1,910 -1,905 -1,910 -18 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 98.7 99.2 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 19 22 20 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,860 COMMITMENTS 738 669 635 8,347 8,609 9,720 9,913 1,140 947 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,960) 149 -96 -103 -2,074 -1,650 -2,028 -1,849 68 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 6.2 5.8 76.9 79.3 89.5 91.3 10.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 5 30 32 35 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,453 COMMITMENTS 626 30 430 5,743 6,440 6,799 6,900 654 553 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,864) -81 30 -76 -1,755 -1,815 -1,912 -1,861 48 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.4 5.8 77.1 86.4 91.2 92.6 8.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 5 34 37 40 43 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,250 COMMITMENTS 105 594 114 2,323 2,233 2,542 2,941 708 309 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,013) 5 -171 -85 -949 -743 -1,029 -999 16 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 18.3 3.5 71.5 68.7 78.2 90.5 21.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 15 18 17 20 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,977 COMMITMENTS 65 194 98 2,468 2,074 2,631 2,366 346 611 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -899) -20 0 5 -780 -970 -795 -965 -104 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 6.5 3.3 82.9 69.7 88.4 79.5 11.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 3 22 20 26 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,889 COMMITMENTS 70 19 232 4,061 4,183 4,363 4,434 526 455 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -457) -146 -10 48 -298 -676 -396 -638 -61 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.4 4.7 83.1 85.6 89.2 90.7 10.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 3 24 26 27 29 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,265 COMMITMENTS 525 0 0 8,495 9,265 9,020 9,265 245 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,520) -125 0 0 -1,350 -1,520 -1,475 -1,520 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.0 91.7 100.0 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 21 15 22 15 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,094 COMMITMENTS 0 1,278 470 7,249 6,219 7,719 7,967 375 127 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -742) 0 -252 -150 -613 -385 -763 -787 21 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.8 5.8 89.6 76.8 95.4 98.4 4.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 2 16 17 18 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,617 COMMITMENTS 408 4,454 2,415 27,794 23,748 30,617 30,617 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -3,558) 48 -702 178 -3,765 -3,034 -3,539 -3,558 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 14.5 7.9 90.8 77.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 28 19 30 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,944 COMMITMENTS 48,251 43,730 49,580 160,420 168,486 258,251 261,796 35,693 32,148 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 8,824) 1,629 1,081 3,254 1,425 6,868 6,308 11,203 2,516 -2,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 14.9 16.9 54.6 57.3 87.9 89.1 12.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 39 33 43 68 69 129 128 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,459,808 COMMITMENTS 357,977 415,931 559,992 461,092 436,904 1379061 1412827 80,747 46,981 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 52,139) 4,887 -7,111 34,801 9,649 24,034 49,337 51,724 2,802 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 28.5 38.4 31.6 29.9 94.5 96.8 5.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 141 93 142 76 72 301 244 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 305,214 COMMITMENTS 97,032 96,960 62,252 140,068 141,154 299,352 300,366 5,862 4,848 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,273) 2,521 7,883 -4,483 1,563 -3,190 -399 210 -874 -1,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 31.8 20.4 45.9 46.2 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 14 14 22 24 26 52 49 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,714,391 COMMITMENTS 809,442 61,718 878,084 992,802 1757944 2680328 2697746 34,063 16,645 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -20,104) 18,026 6,908 21,741 -63,983 -39,526 -24,216 -10,877 4,112 -9,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 2.3 32.3 36.6 64.8 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 37 14 43 81 78 135 122 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,008,626 COMMITMENTS 112,279 164,511 192,313 695,494 646,817 1000086 1003641 8,540 4,985 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 48,313) 4,076 6,661 14,472 29,420 26,862 47,968 47,995 345 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 16.3 19.1 69.0 64.1 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 16 19 25 40 37 68 69 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,815 COMMITMENTS 2,240 515 430 4,025 5,620 6,695 6,565 120 250 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -75) -15 90 15 -30 -130 -30 -25 -45 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 7.6 6.3 59.1 82.5 98.2 96.3 1.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 4 12 14 19 18 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 50,827 COMMITMENTS 11,942 10,874 15,179 23,271 24,324 50,392 50,377 435 450 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,269) 369 -422 -1,237 -381 335 -1,249 -1,324 -20 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 21.4 29.9 45.8 47.9 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 14 17 24 17 15 44 43 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,622 COMMITMENTS 5,952 6,172 3,400 7,090 6,595 16,442 16,167 180 455 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -2,150) -350 -175 -575 -1,055 -1,320 -1,980 -2,070 -170 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 37.1 20.5 42.7 39.7 98.9 97.3 1.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 14 20 11 11 32 33 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,529 COMMITMENTS 2,950 299 1,870 22,427 25,205 27,247 27,374 282 155 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -4,133) 238 -532 -221 -4,131 -3,422 -4,114 -4,175 -19 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 1.1 6.8 81.5 91.6 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 12 1 8 29 40 43 49 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,368 COMMITMENTS 30 0 41 1,638 1,751 1,709 1,792 659 576 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -422) -52 0 11 -328 -383 -369 -372 -53 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 1.7 69.2 73.9 72.2 75.7 27.8 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 2 17 17 19 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,573 COMMITMENTS 271 159 70 704 931 1,045 1,160 528 413 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -492) 1 -83 -10 -397 -460 -406 -553 -86 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 10.1 4.5 44.8 59.2 66.4 73.7 33.6 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 2 16 16 21 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,863 COMMITMENTS 2,060 1,582 2,188 44,437 44,919 48,685 48,689 1,178 1,174 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -2,762) -680 -236 618 -2,613 -3,013 -2,675 -2,631 -87 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 3.2 4.4 89.1 90.1 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 3 25 30 30 34 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,174 COMMITMENTS 1,602 0 1,050 7,424 9,388 10,076 10,438 1,098 736 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -550) 46 0 -124 -478 -326 -556 -450 6 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 9.4 66.4 84.0 90.2 93.4 9.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 16 12 19 15 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 6,120 COMMITMENTS 0 1,024 0 5,214 4,192 5,214 5,216 906 904 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -356) 0 -74 0 -292 -232 -292 -306 -64 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.7 0.0 85.2 68.5 85.2 85.2 14.8 14.8 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,025 COMMITMENTS 1,098 360 1,170 8,083 8,983 10,351 10,513 674 512 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -417) -154 -40 206 -455 -551 -403 -385 -14 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.3 10.6 73.3 81.5 93.9 95.4 6.1 4.6 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,498 COMMITMENTS 270 516 1,414 13,140 13,614 14,824 15,544 1,674 954 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -926) -30 4 -24 -727 -881 -781 -901 -145 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.1 8.6 79.6 82.5 89.9 94.2 10.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 23 22 26 24 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,493 COMMITMENTS 128 0 0 42,365 42,493 42,493 42,493 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -3,879) -42 0 0 -3,837 -3,879 -3,879 -3,879 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 100.0 100.0 100.0 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 738,036 COMMITMENTS 0 0 0 738,036 738,036 738,036 738,036 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -41,240) 0 0 0 -41,240 -41,240 -41,240 -41,240 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: 28) 0 0 0 22 17 22 17 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,528 COMMITMENTS 790 0 0 52,483 53,484 53,273 53,484 255 44 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -3,885) -84 0 0 -3,801 -3,864 -3,885 -3,864 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.0 99.9 99.5 99.9 0.5 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 709,149 COMMITMENTS 0 0 0 709,149 709,149 709,149 709,149 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -58,201) 0 0 0 -58,201 -58,201 -58,201 -58,201 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,419 COMMITMENTS 5,975 1,121 110 44,079 49,188 50,164 50,419 255 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -2,304) -420 105 -210 -1,674 -2,199 -2,304 -2,304 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.2 0.2 87.4 97.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 22 17 25 19 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,194,952 COMMITMENTS 17,566 215,900 5,781 1171605 973,271 1194952 1194952 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -38,995) -4,070 66,820 0 -34,925 -105,815 -38,995 -38,995 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 18.1 0.5 98.0 81.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 1 23 24 26 28 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,481 COMMITMENTS 0 5,855 0 33,481 27,626 33,481 33,481 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -739) 0 -210 0 -739 -529 -739 -739 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.5 0.0 100.0 82.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 15 16 15 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,682 COMMITMENTS 2,515 0 3,665 12,502 15,017 18,682 18,682 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,470) -315 0 -105 -1,050 -1,365 -1,470 -1,470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.0 19.6 66.9 80.4 100.0 100.0 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,639 COMMITMENTS 0 896 680 17,405 16,550 18,085 18,126 554 513 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,349) -384 896 -384 2,138 879 1,370 1,391 -21 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 3.6 93.4 88.8 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 14 16 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,030 COMMITMENTS 0 960 0 24,838 24,070 24,838 25,030 192 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -780) 0 -147 0 -759 -633 -759 -780 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.0 99.2 96.2 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 445,361 COMMITMENTS 0 9,333 19,947 425,414 416,081 445,361 445,361 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -38,258) 0 -814 -1,221 -37,037 -36,223 -38,258 -38,258 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 4.5 95.5 93.4 100.0 100.0 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 882,213 COMMITMENTS 0 90,015 23,320 858,893 768,878 882,213 882,213 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -40,159) 0 -6,105 0 -40,159 -34,054 -40,159 -40,159 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 2.6 97.4 87.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 17 21 18 22 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,414 COMMITMENTS 182,381 118,142 14,658 390,375 454,614 587,414 587,414 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 14,240) 45,986 4,884 -4,884 -26,862 14,240 14,240 14,240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 20.1 2.5 66.5 77.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 14 15 18 16 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 250,627 COMMITMENTS 0 48,597 0 250,627 202,030 250,627 250,627 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 6,943) 0 11,283 0 6,943 -4,340 6,943 6,943 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.4 0.0 100.0 80.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 12 16 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,375 COMMITMENTS 351 0 120 29,447 30,032 29,918 30,152 457 223 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,011) 0 0 0 986 922 986 922 25 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.4 96.9 98.9 98.5 99.3 1.5 0.7 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,834 COMMITMENTS 855 0 0 4,849 5,321 5,704 5,321 130 513 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -610) -350 0 -16 -294 -848 -660 -864 50 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.0 0.0 83.1 91.2 97.8 91.2 2.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 14 15 16 15 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,812 COMMITMENTS 410 530 30 11,054 10,814 11,494 11,374 318 438 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,058) -15 -55 5 -992 -862 -1,002 -912 -56 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.5 0.3 93.6 91.6 97.3 96.3 2.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 1 22 15 24 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,059 COMMITMENTS 1,125 345 155 7,429 8,127 8,709 8,627 350 432 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,629) -387 24 -94 -1,088 -1,579 -1,569 -1,649 -60 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 3.8 1.7 82.0 89.7 96.1 95.2 3.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 17 16 20 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,731,930 COMMITMENTS 369,816 120,966 670,488 604,305 860,779 1644609 1652233 87,321 79,697 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 38,246) 4,970 727 28,022 -1,154 11,421 31,838 40,170 6,408 -1,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 7.0 38.7 34.9 49.7 95.0 95.4 5.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 135 79 163 85 107 302 294 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,827 COMMITMENTS 62,557 8,769 273 61,404 108,889 124,234 117,931 43,593 49,896 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -10,675) -4,135 -3,851 23 -7,362 -6,507 -11,474 -10,335 799 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 5.2 0.2 36.6 64.9 74.0 70.3 26.0 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 3 2 16 18 23 21 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,935 COMMITMENTS 10,565 2,400 4,877 51,158 55,414 66,600 62,691 3,335 7,244 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,766) 751 0 -1,342 -985 -334 -1,576 -1,676 -190 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 3.4 7.0 73.2 79.2 95.2 89.6 4.8 10.4 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,455 COMMITMENTS 4,835 6,988 3,337 41,262 37,646 49,434 47,971 2,021 3,484 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,639) 242 0 -1,029 2,346 2,505 1,559 1,476 80 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 13.6 6.5 80.2 73.2 96.1 93.2 3.9 6.8 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 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,675 COMMITMENTS 10,682 15,929 21,220 16,436 10,284 48,338 47,433 2,337 3,242 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 262) 363 282 419 -73 -140 709 561 -447 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 31.4 41.9 32.4 20.3 95.4 93.6 4.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 8 18 12 12 32 31 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 40,010 COMMITMENTS 30,544 2,574 1,738 4,974 34,656 37,256 38,968 2,754 1,042 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 2,202) 1,837 -100 141 83 1,995 2,061 2,036 141 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.3 6.4 4.3 12.4 86.6 93.1 97.4 6.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 108 27 12 21 36 138 72 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,829 COMMITMENTS 45,573 8,578 372 10,901 52,793 56,846 61,743 6,983 2,086 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,713) 1,560 58 -260 -3,114 -1,112 -1,814 -1,314 101 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.4 13.4 0.6 17.1 82.7 89.1 96.7 10.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 108 28 13 27 33 139 71 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 311,184 COMMITMENTS 110,360 26,550 34,914 142,877 237,338 288,151 298,802 23,033 12,382 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -13,397) -1,137 61 -461 -11,513 -12,313 -13,111 -12,713 -286 -684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 8.5 11.2 45.9 76.3 92.6 96.0 7.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 81 32 47 80 94 182 156 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,139 COMMITMENTS 5,065 8,981 634 6,265 2,520 11,964 12,135 175 4 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,231) -625 1,385 -925 315 -1,691 -1,235 -1,231 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 74.0 5.2 51.6 20.8 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 4 7 5 16 11 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,451 COMMITMENTS 3,754 912 0 8,647 11,514 12,401 12,426 50 25 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -151) -75 0 -3 -73 -123 -151 -126 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 7.3 0.0 69.4 92.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 0 10 12 14 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,337 COMMITMENTS 182 2,229 495 6,540 4,349 7,217 7,073 120 264 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -529) -247 -239 252 -517 -412 -512 -399 -17 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 30.4 6.7 89.1 59.3 98.4 96.4 1.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 4 20 19 26 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,764 COMMITMENTS 1,170 6,689 836 43,779 39,172 45,785 46,697 979 67 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -9,224) -482 3,044 -2,178 -6,881 -10,095 -9,541 -9,229 317 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 14.3 1.8 93.6 83.8 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 5 2 31 29 35 34 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,800 COMMITMENTS 1,358 3,366 200 42,065 40,234 43,623 43,800 177 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 4,350) -182 -731 75 4,444 5,006 4,337 4,350 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 7.7 0.5 96.0 91.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 26 16 31 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,724 COMMITMENTS 1,860 5,354 75 10,789 7,295 12,724 12,724 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,370) -325 -775 25 -1,070 -620 -1,370 -1,370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 42.1 0.6 84.8 57.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 2 24 17 31 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,303 COMMITMENTS 2,724 6,456 2,750 33,588 29,972 39,062 39,178 241 125 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -4,043) -13 -29 -1,643 -2,444 -2,403 -4,100 -4,075 57 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 16.4 7.0 85.5 76.3 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 6 9 10 42 36 54 51 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| 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 718 225 0 6,500 6,984 7,218 7,209 306 315 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 37) -2 -64 0 73 140 71 76 -34 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 3.0 0.0 86.4 92.8 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 13 13 16 14 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,851 COMMITMENTS 2,052 773 204 8,451 9,604 10,707 10,581 144 270 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -3,421) 38 -316 -184 -3,284 -2,991 -3,430 -3,491 9 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 7.1 1.9 77.9 88.5 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 6 1 23 25 29 32 FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE Code-869654 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,960 COMMITMENTS 770 340 280 1,870 2,040 2,920 2,660 40 300 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -415) -20 -55 -60 -305 -270 -385 -385 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 11.5 9.5 63.2 68.9 98.6 89.9 1.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 4 4 6 11 12 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,927 COMMITMENTS 1,684 727 1,459 24,115 24,133 27,258 26,319 3,669 4,608 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -6,869) -2,507 8 -150 -5,323 -7,398 -7,980 -7,540 1,111 671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.4 4.7 78.0 78.0 88.1 85.1 11.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 3 17 21 22 26
Updated April 5, 2013