GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,719 COMMITMENTS 2,847 1,881 2,664 36,928 38,139 42,439 42,684 280 35 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 2,874) 172 36 379 2,333 2,454 2,884 2,869 -10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 4.4 6.2 86.4 89.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 5 2 33 43 35 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,446 COMMITMENTS 136 0 4 18,173 18,312 18,313 18,316 133 130 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 944) 25 0 0 906 944 931 944 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 98.5 99.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 20 23 21 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,883 COMMITMENTS 860 670 686 8,147 8,556 9,693 9,912 1,190 971 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 23) 122 1 51 -200 -53 -27 -1 50 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 6.2 6.3 74.9 78.6 89.1 91.1 10.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 5 31 33 36 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,360 COMMITMENTS 711 10 500 6,567 7,226 7,778 7,736 582 624 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 907) 85 -20 70 824 786 979 836 -72 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.1 6.0 78.6 86.4 93.0 92.5 7.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 1 5 39 40 48 45 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,340 COMMITMENTS 105 604 109 2,528 2,351 2,742 3,064 598 276 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 90) 0 10 -5 205 118 200 123 -110 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 18.1 3.3 75.7 70.4 82.1 91.7 17.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 17 19 19 21 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,011 COMMITMENTS 65 204 113 2,418 2,053 2,596 2,370 415 641 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 34) 0 10 15 -50 -21 -35 4 69 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 6.8 3.8 80.3 68.2 86.2 78.7 13.8 21.3 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,315 COMMITMENTS 65 0 331 4,337 4,706 4,733 5,037 582 278 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 426) -5 -19 99 276 523 370 603 56 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 6.2 81.6 88.5 89.0 94.8 11.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 4 25 29 29 33 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,986 COMMITMENTS 580 501 0 9,161 9,470 9,741 9,971 245 15 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 721) 55 501 0 666 205 721 706 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.0 0.0 91.7 94.8 97.5 99.8 2.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 22 15 23 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,348 COMMITMENTS 0 1,258 470 7,503 6,495 7,973 8,223 375 125 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 254) 0 -20 0 254 276 254 256 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.1 5.6 89.9 77.8 95.5 98.5 4.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 2 18 19 20 23 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,345 COMMITMENTS 408 4,604 2,529 28,408 24,212 31,345 31,345 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 728) 0 150 114 614 464 728 728 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 14.7 8.1 90.6 77.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 28 19 30 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,075 COMMITMENTS 45,026 47,025 56,152 181,329 177,661 282,507 280,838 31,568 33,237 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 20,131) -3,225 3,295 6,572 20,909 9,175 24,256 19,042 -4,125 1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 15.0 17.9 57.7 56.6 89.9 89.4 10.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 38 35 45 74 76 136 140 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,517,970 COMMITMENTS 364,229 419,681 599,523 468,715 453,811 1432467 1473015 85,503 44,955 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 58,162) 6,252 3,750 39,531 7,623 16,907 53,406 60,188 4,756 -2,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 27.6 39.5 30.9 29.9 94.4 97.0 5.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 134 97 141 77 72 302 246 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 329,076 COMMITMENTS 99,422 91,351 76,764 146,832 155,886 323,018 324,001 6,058 5,075 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 23,862) 2,390 -5,609 14,512 6,764 14,732 23,666 23,635 196 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 27.8 23.3 44.6 47.4 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 14 13 24 25 27 53 52 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,820,757 COMMITMENTS 836,336 70,052 898,557 1051332 1834584 2786225 2803193 34,532 17,564 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 106,366) 26,894 8,334 20,473 58,530 76,640 105,897 105,447 469 919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 2.5 31.9 37.3 65.0 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 40 13 45 84 80 140 126 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,037,649 COMMITMENTS 104,700 171,860 209,163 719,723 652,342 1033586 1033365 4,063 4,284 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 29,023) -7,579 7,349 16,850 24,229 5,525 33,500 29,724 -4,477 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 16.6 20.2 69.4 62.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 19 18 27 42 38 73 71 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,905 COMMITMENTS 2,520 425 415 3,765 5,830 6,700 6,670 205 235 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 90) 280 -90 -15 -260 210 5 105 85 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 6.2 6.0 54.5 84.4 97.0 96.6 3.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 3 12 13 19 16 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 51,560 COMMITMENTS 11,702 10,942 15,102 24,366 24,916 51,170 50,960 390 600 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 733) -240 68 -77 1,095 592 778 583 -45 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 21.2 29.3 47.3 48.3 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 19 26 18 16 46 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,122 COMMITMENTS 6,002 6,232 3,405 7,580 7,030 16,987 16,667 135 455 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 500) 50 60 5 490 435 545 500 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 36.4 19.9 44.3 41.1 99.2 97.3 0.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 15 20 12 10 33 33 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,972 COMMITMENTS 3,274 660 2,115 24,240 26,995 29,629 29,770 343 202 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 2,443) 324 361 245 1,813 1,790 2,382 2,396 61 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 2.2 7.1 80.9 90.1 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 12 4 10 31 40 47 53 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,462 COMMITMENTS 63 0 59 1,721 1,886 1,843 1,945 619 517 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 94) 33 0 18 83 135 134 153 -40 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 2.4 69.9 76.6 74.9 79.0 25.1 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 3 19 18 22 21 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,674 COMMITMENTS 301 149 50 830 1,079 1,181 1,278 493 396 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 101) 30 -10 -20 126 148 136 118 -35 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 8.9 3.0 49.6 64.5 70.5 76.3 29.5 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 3 2 17 19 22 23 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,194 COMMITMENTS 52 30 15 869 824 936 869 258 325 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -440) -45 -5 5 -279 -481 -319 -481 -121 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.5 1.3 72.8 69.0 78.4 72.8 21.6 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 17 17 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,873 COMMITMENTS 2,060 1,582 2,188 44,477 44,919 48,725 48,689 1,148 1,184 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 10) 0 0 0 40 0 40 0 -30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 3.2 4.4 89.2 90.1 97.7 97.6 2.3 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 04/09/13 | --------------------------------------------------------------| 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 7,544 9,388 10,196 10,438 978 736 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 120 0 120 0 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 9.4 67.5 84.0 91.2 93.4 8.8 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 04/09/13 | --------------------------------------------------------------| 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 04/02/13 (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 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 04/09/13 | --------------------------------------------------------------| 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 04/02/13 (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 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 04/09/13 | --------------------------------------------------------------| 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 04/02/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,603 COMMITMENTS 128 0 0 42,475 42,603 42,603 42,603 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 110) 0 0 0 110 110 110 110 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 04/09/13 | --------------------------------------------------------------| 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 04/02/13 (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: 28) 0 0 0 22 17 22 17 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| 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 04/02/13 (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 99.5 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 04/09/13 | --------------------------------------------------------------| 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 04/02/13 (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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,931 COMMITMENTS 5,975 1,121 110 44,591 49,700 50,676 50,931 255 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 512) 0 0 0 512 512 512 512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 2.2 0.2 87.6 97.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 23 18 26 20 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,214,477 COMMITMENTS 17,566 215,900 5,781 1191130 992,796 1214477 1214477 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 19,525) 0 0 0 19,525 19,525 19,525 19,525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 17.8 0.5 98.1 81.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 1 24 24 27 28 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,929 COMMITMENTS 0 6,365 0 33,929 27,564 33,929 33,929 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 448) 0 510 0 448 -62 448 448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.8 0.0 100.0 81.2 100.0 100.0 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,232 COMMITMENTS 2,515 0 3,665 15,052 17,567 21,232 21,232 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 2,550) 0 0 0 2,550 2,550 2,550 2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.0 17.3 70.9 82.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 10 13 12 15 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,489 COMMITMENTS 0 896 680 18,255 17,400 18,935 18,976 554 513 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 850) 0 0 0 850 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 3.5 93.7 89.3 97.2 97.4 2.8 2.6 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,190 COMMITMENTS 0 960 0 24,998 24,230 24,998 25,190 192 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 160 160 160 0 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 15 17 16 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 457,211 COMMITMENTS 6,050 3,533 25,747 425,414 427,931 457,211 457,211 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 11,850) 6,050 -5,800 5,800 0 11,850 11,850 11,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.8 5.6 93.0 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 15 12 17 14 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 899,832 COMMITMENTS 0 90,015 23,320 876,512 786,497 899,832 899,832 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 17,619) 0 0 0 17,619 17,619 17,619 17,619 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.0 2.6 97.4 87.4 100.0 100.0 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 596,742 COMMITMENTS 182,381 118,142 14,658 399,703 463,942 596,742 596,742 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 9,328) 0 0 0 9,328 9,328 9,328 9,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 19.8 2.5 67.0 77.7 100.0 100.0 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 257,291 COMMITMENTS 0 50,557 0 257,291 206,734 257,291 257,291 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 6,664) 0 1,960 0 6,664 4,704 6,664 6,664 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.6 0.0 100.0 80.4 100.0 100.0 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,641 COMMITMENTS 0 0 120 26,884 27,278 27,004 27,398 637 243 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -2,734) -351 0 0 -2,563 -2,754 -2,914 -2,754 180 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.4 97.3 98.7 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 0 1 36 35 37 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,281 COMMITMENTS 855 0 0 5,296 5,772 6,151 5,772 130 509 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 447) 0 0 0 447 451 447 451 0 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 84.3 91.9 97.9 91.9 2.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 16 16 18 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,696 COMMITMENTS 385 320 0 11,963 11,615 12,348 11,935 348 761 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 884) -25 -210 -30 909 801 854 561 30 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.5 0.0 94.2 91.5 97.3 94.0 2.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 21 15 22 18 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,065 COMMITMENTS 1,125 345 155 7,429 8,133 8,709 8,633 356 432 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 6) 0 0 0 0 6 0 6 6 0 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,768,185 COMMITMENTS 349,203 125,805 690,488 641,239 872,511 1680930 1688804 87,255 79,381 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 36,255) -20,613 4,839 20,000 36,934 11,732 36,321 36,571 -66 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 7.1 39.1 36.3 49.3 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 120 83 159 87 105 290 288 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,328 COMMITMENTS 64,102 8,916 273 67,252 115,940 131,627 125,129 43,701 50,199 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 7,501) 1,545 147 0 5,848 7,051 7,393 7,198 108 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 5.1 0.2 38.4 66.1 75.1 71.4 24.9 28.6 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,573 COMMITMENTS 12,167 2,400 3,786 50,639 56,347 66,592 62,533 2,981 7,040 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -362) 1,602 0 -1,091 -519 933 -8 -158 -354 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 3.4 5.4 72.8 81.0 95.7 89.9 4.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 3 7 16 15 26 22 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,266 COMMITMENTS 4,317 6,138 2,990 41,613 39,029 48,920 48,157 2,346 3,109 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -189) -518 -850 -347 351 1,383 -514 186 325 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 12.0 5.8 81.2 76.1 95.4 93.9 4.6 6.1 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,297 COMMITMENTS 12,908 15,070 15,991 17,468 13,191 46,367 44,252 2,930 5,045 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -1,378) 2,226 -859 -5,229 1,032 2,907 -1,971 -3,181 593 1,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 30.6 32.4 35.4 26.8 94.1 89.8 5.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 6 15 14 14 31 29 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,032 COMMITMENTS 28,212 3,194 1,840 5,206 32,096 35,258 37,130 2,774 902 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -1,978) -2,332 620 102 232 -2,560 -1,998 -1,838 20 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.2 8.4 4.8 13.7 84.4 92.7 97.6 7.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 95 31 14 22 35 127 76 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,905 COMMITMENTS 45,210 11,967 303 12,679 49,598 58,192 61,868 6,713 3,037 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 1,076) -363 3,389 -69 1,778 -3,195 1,346 125 -270 951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.7 18.4 0.5 19.5 76.4 89.7 95.3 10.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 107 36 11 30 29 139 74 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,960 COMMITMENTS 97,490 28,748 51,524 142,547 219,009 291,561 299,281 23,399 15,679 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 3,776) -12,870 2,198 16,610 -330 -18,329 3,410 479 366 3,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 9.1 16.4 45.3 69.5 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 70 36 52 78 93 176 160 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,611 COMMITMENTS 5,194 9,157 584 6,658 2,866 12,436 12,607 175 4 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 472) 129 176 -50 393 346 472 472 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 72.6 4.6 52.8 22.7 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 4 6 5 15 11 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| 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 04/02/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,583 COMMITMENTS 102 2,298 445 6,952 4,526 7,499 7,269 84 314 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 246) -80 69 -50 412 177 282 196 -36 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 30.3 5.9 91.7 59.7 98.9 95.9 1.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 4 22 21 28 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,883 COMMITMENTS 1,120 7,904 1,586 48,137 42,320 50,843 51,810 1,040 73 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 5,119) -50 1,215 750 4,358 3,148 5,058 5,113 61 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 15.2 3.1 92.8 81.6 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 6 3 32 30 39 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,889 COMMITMENTS 3,411 3,641 200 47,260 47,048 50,871 50,889 18 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 7,089) 2,053 275 0 5,195 6,814 7,248 7,089 -159 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 7.2 0.4 92.9 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 1 28 17 34 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,099 COMMITMENTS 2,035 5,454 100 10,964 7,545 13,099 13,099 0 0 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 375) 175 100 25 175 250 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 41.6 0.8 83.7 57.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 2 24 18 31 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,751 COMMITMENTS 2,788 5,374 3,401 33,225 30,883 39,414 39,658 337 93 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 448) 64 -1,082 651 -363 911 352 480 96 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 13.5 8.6 83.6 77.7 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 9 10 42 37 54 53 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,755 COMMITMENTS 718 225 0 6,731 7,215 7,449 7,440 306 315 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 231) 0 0 0 231 231 231 231 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 2.9 0.0 86.8 93.0 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 13 14 16 15 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,978 COMMITMENTS 2,133 1,112 204 8,590 9,374 10,927 10,690 51 288 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 127) 81 339 0 139 -230 220 109 -93 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 10.1 1.9 78.2 85.4 99.5 97.4 0.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 7 1 23 25 30 33 FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE Code-869654 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,275 COMMITMENTS 710 495 330 2,205 2,150 3,245 2,975 30 300 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 315) -60 155 50 335 110 325 315 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 15.1 10.1 67.3 65.6 99.1 90.8 0.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 4 4 6 9 12 15 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 04/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,094 COMMITMENTS 2,438 837 1,292 25,860 25,665 29,590 27,794 2,504 4,300 CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 1,167) 754 110 -167 1,745 1,532 2,332 1,475 -1,165 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.6 4.0 80.6 80.0 92.2 86.6 7.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 4 20 23 26 28
Updated April 17, 2013