GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,759 COMMITMENTS 4,427 3,689 2,488 35,322 36,539 42,237 42,716 522 43 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,594) 678 153 12 936 1,443 1,626 1,608 -32 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 8.6 5.8 82.6 85.5 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 6 3 38 45 41 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,585 COMMITMENTS 73 145 299 17,082 17,039 17,454 17,483 131 102 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,220) 0 55 100 1,120 1,065 1,220 1,220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 1.7 97.1 96.9 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 19 24 21 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,675 COMMITMENTS 724 604 770 8,867 9,063 10,361 10,437 1,314 1,238 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 230) 25 25 39 97 63 161 127 69 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 5.2 6.6 75.9 77.6 88.7 89.4 11.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 7 28 31 35 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,418 COMMITMENTS 381 105 874 6,532 6,822 7,787 7,801 631 617 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,083) 76 30 374 706 671 1,156 1,075 -73 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.2 10.4 77.6 81.0 92.5 92.7 7.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 7 39 41 47 49 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,118 COMMITMENTS 106 505 57 2,258 2,198 2,421 2,760 697 358 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 27) 0 0 0 0 30 0 30 27 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 16.2 1.8 72.4 70.5 77.6 88.5 22.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 18 21 20 23 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,523 COMMITMENTS 45 54 33 3,097 3,000 3,175 3,087 348 436 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 741) 5 5 -3 819 927 821 929 -80 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.5 0.9 87.9 85.2 90.1 87.6 9.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 27 24 29 26 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,585 COMMITMENTS 276 0 185 4,488 4,986 4,949 5,171 636 414 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 225) 19 0 -138 305 335 186 197 39 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 3.3 80.4 89.3 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 0 3 30 32 34 35 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,910 COMMITMENTS 540 2,821 0 10,215 8,074 10,755 10,895 155 15 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 326) 25 345 0 321 -19 346 326 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 25.9 0.0 93.6 74.0 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 15 22 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 11,114 COMMITMENTS 0 1,238 560 10,112 9,160 10,672 10,958 442 156 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 556) 0 0 0 546 537 546 537 10 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 5.0 91.0 82.4 96.0 98.6 4.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 2 19 23 21 28 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,626 COMMITMENTS 205 305 0 1,311 1,171 1,516 1,476 110 150 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 255) 20 20 0 195 255 215 275 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 18.8 0.0 80.6 72.0 93.2 90.8 6.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 0 16 18 20 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,545 COMMITMENTS 2,102 4,834 1,603 29,840 27,108 33,545 33,545 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,273) 359 -20 256 1,658 2,037 2,273 2,273 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 14.4 4.8 89.0 80.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 32 19 34 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 304,608 COMMITMENTS 47,448 76,732 48,265 174,338 146,570 270,051 271,567 34,557 33,041 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -10,967) 444 1,885 -6,300 -7,566 -6,685 -13,422 -11,100 2,455 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 25.2 15.8 57.2 48.1 88.7 89.2 11.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 32 46 48 65 70 133 134 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,490,834 COMMITMENTS 318,291 389,542 619,665 476,787 440,681 1414743 1449888 76,091 40,946 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -16,556) -18,497 -3,256 -7,520 7,744 -5,516 -18,273 -16,292 1,717 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 26.1 41.6 32.0 29.6 94.9 97.3 5.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 124 85 142 73 68 279 238 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 362,396 COMMITMENTS 106,152 87,198 89,696 160,621 182,248 356,469 359,142 5,927 3,254 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 6,891) -592 -480 3,775 3,003 3,595 6,186 6,890 705 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 24.1 24.8 44.3 50.3 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 13 14 22 32 33 58 57 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,860,205 COMMITMENTS 956,344 43,285 844,647 1023363 1951984 2824354 2839916 35,851 20,289 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,153) -3,621 -4,934 -10,416 13,151 16,073 -886 723 3,039 1,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 1.5 29.5 35.8 68.2 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 45 11 52 87 85 147 139 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,105,716 COMMITMENTS 80,565 210,240 265,479 754,668 624,346 1100712 1100065 5,004 5,651 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 26,247) 5,767 2,815 5,967 15,368 17,914 27,102 26,696 -855 -449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 19.0 24.0 68.3 56.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 22 33 40 40 81 80 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,645 COMMITMENTS 2,625 565 500 4,250 6,300 7,375 7,365 270 280 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 440) 40 105 30 265 180 335 315 105 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 7.4 6.5 55.6 82.4 96.5 96.3 3.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 4 11 12 18 16 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,808 COMMITMENTS 1,802 706 1,533 9,356 10,506 12,691 12,745 117 63 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 5.5 12.0 73.0 82.0 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 3 16 15 19 18 POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024653 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 20,785 COMMITMENTS 3,385 330 4,305 12,845 16,015 20,535 20,650 250 135 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 25) 150 -30 -75 -50 130 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 1.6 20.7 61.8 77.1 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 2 12 8 18 10 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 54,368 COMMITMENTS 13,833 13,721 16,346 23,486 23,986 53,665 54,053 703 315 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,666) 884 441 1,193 657 1,105 2,734 2,739 -68 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 25.2 30.1 43.2 44.1 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 19 27 19 17 48 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,096 COMMITMENTS 6,332 6,750 4,859 8,710 8,252 19,901 19,861 195 235 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 885) -63 622 333 930 140 1,200 1,095 -315 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 33.6 24.2 43.3 41.1 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 20 21 11 10 33 35 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,365 COMMITMENTS 90 670 10 1,988 1,618 2,088 2,298 277 67 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 100) 0 -20 10 80 110 90 100 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 28.3 0.4 84.1 68.4 88.3 97.2 11.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 1 14 13 16 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,757 COMMITMENTS 2,796 1,290 2,437 29,078 30,745 34,311 34,472 446 285 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,060) 518 -214 880 2,610 3,444 4,008 4,110 52 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 3.7 7.0 83.7 88.5 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 8 9 32 45 47 59 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,211 COMMITMENTS 0 0 0 2,211 2,202 2,211 2,202 0 9 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 369) 0 0 0 413 364 413 364 -44 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 15 14 15 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,744 COMMITMENTS 35 114 183 1,879 1,796 2,097 2,093 647 651 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 84) 0 1 0 18 9 18 10 66 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.2 6.7 68.5 65.5 76.4 76.3 23.6 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 3 20 17 24 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,797 COMMITMENTS 207 157 33 1,032 1,171 1,272 1,361 525 436 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 141) 30 -25 -13 115 156 132 118 9 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 8.7 1.8 57.4 65.2 70.8 75.7 29.2 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 19 19 22 24 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,222 COMMITMENTS 505 168 30 1,298 1,809 1,833 2,007 389 215 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 218) 98 20 0 140 188 238 208 -20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 7.6 1.4 58.4 81.4 82.5 90.3 17.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 17 25 20 27 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,598 COMMITMENTS 2,122 1,402 1,726 42,816 43,455 46,664 46,583 934 1,015 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.9 3.6 90.0 91.3 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 2 25 29 30 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,565 COMMITMENTS 1,624 0 930 7,073 9,103 9,627 10,033 938 532 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 0.0 8.8 66.9 86.2 91.1 95.0 8.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 3 16 14 19 17 NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 5,950 COMMITMENTS 0 1,110 0 5,122 3,990 5,122 5,100 828 850 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.7 0.0 86.1 67.1 86.1 85.7 13.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 17 12 17 14 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 10,810 COMMITMENTS 1,362 708 1,228 7,548 8,396 10,138 10,332 672 478 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -70) 0 0 0 -70 -70 -70 -70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 6.5 11.4 69.8 77.7 93.8 95.6 6.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 18 17 20 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,646 COMMITMENTS 240 520 1,390 13,178 13,799 14,808 15,709 1,838 937 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.1 8.4 79.2 82.9 89.0 94.4 11.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 21 22 24 24 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,062 COMMITMENTS 84 0 0 39,978 40,062 40,062 40,062 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 412) 0 0 0 412 412 412 412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 20 16 21 16 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 686,690 COMMITMENTS 0 0 0 686,690 686,690 686,690 686,690 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 9,800) 0 0 0 9,800 9,800 9,800 9,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 16 21 16 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,982 COMMITMENTS 0 0 0 50,727 50,960 50,727 50,960 255 22 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,270) 0 0 0 1,270 1,270 1,270 1,270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 17 24 17 24 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 766,555 COMMITMENTS 0 0 0 766,555 766,555 766,555 766,555 0 0 CHANGES FROM 05/14/13 (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: 33) 0 0 0 18 21 18 21 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,562 COMMITMENTS 5,305 1,555 1,280 44,722 48,727 51,307 51,562 255 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.0 2.5 86.7 94.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 24 19 25 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,215,718 COMMITMENTS 7,614 237,190 5,781 1202323 972,747 1215718 1215718 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 12,744) 0 0 0 12,744 12,744 12,744 12,744 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 19.5 0.5 98.9 80.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 1 26 24 27 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,687 COMMITMENTS 0 3,012 0 27,517 24,144 27,517 27,156 170 531 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 0.0 99.4 87.2 99.4 98.1 0.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 14 9 14 11 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,536 COMMITMENTS 126 6,255 0 34,155 28,281 34,281 34,536 255 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -120) 0 -100 0 -120 -20 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 18.1 0.0 98.9 81.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 14 18 15 19 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,596 COMMITMENTS 4,712 0 5,217 22,557 27,159 32,486 32,376 110 220 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,796) -923 0 1,375 1,344 201 1,796 1,576 0 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 0.0 16.0 69.2 83.3 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 13 13 17 16 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,073 COMMITMENTS 0 852 680 22,584 22,242 23,264 23,774 809 299 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 20) 0 0 0 1,550 1,550 1,550 1,550 -1,530 -1,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 2.8 93.8 92.4 96.6 98.8 3.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 16 15 17 16 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,822 COMMITMENTS 0 1,050 0 34,652 33,772 34,652 34,822 170 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 990) 0 0 0 990 990 990 990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 99.5 97.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 19 22 19 23 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 472,398 COMMITMENTS 39,652 0 25,480 407,266 446,918 472,398 472,398 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -2,135) 5,925 0 0 -8,060 -2,135 -2,135 -2,135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 5.4 86.2 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 15 14 17 16 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 927,611 COMMITMENTS 0 82,655 23,320 904,291 821,636 927,611 927,611 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,325) 0 0 0 4,325 4,325 4,325 4,325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 2.5 97.5 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 19 20 20 21 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 920,591 COMMITMENTS 188,767 198,798 7,482 724,342 714,311 920,591 920,591 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 63,813) -20,352 46,800 0 84,165 17,013 63,813 63,813 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 21.6 0.8 78.7 77.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 1 17 17 22 18 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 223,326 COMMITMENTS 6,028 0 9,360 207,938 213,966 223,326 223,326 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 4.2 93.1 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 13 14 14 15 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 322,932 COMMITMENTS 0 55,279 0 322,932 267,653 322,932 322,932 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,000) 0 0 0 4,000 4,000 4,000 4,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.1 0.0 100.0 82.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 17 19 17 21 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 350,072 COMMITMENTS 0 15,840 0 350,071 334,232 350,071 350,072 1 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 40,880) 0 2,000 0 40,879 38,880 40,879 40,880 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.0 100.0 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 13 14 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,442 COMMITMENTS 852 0 205 23,836 24,834 24,893 25,039 549 403 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,137) 0 0 75 1,054 1,084 1,129 1,159 8 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.8 93.7 97.6 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 0 3 36 36 41 39 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,916 COMMITMENTS 1,220 0 0 5,626 6,825 6,846 6,825 70 91 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 131) 0 0 0 131 131 131 131 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.0 0.0 81.3 98.7 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 17 20 18 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,715 COMMITMENTS 345 918 10 10,997 10,308 11,352 11,236 363 479 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 115) 0 -20 -24 115 159 91 115 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 7.8 0.1 93.9 88.0 96.9 95.9 3.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 25 21 27 24 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,813 COMMITMENTS 1,287 23 390 7,725 9,039 9,402 9,452 411 361 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 814) -35 23 80 769 809 814 912 0 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.2 4.0 78.7 92.1 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 16 17 20 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,742,051 COMMITMENTS 386,105 117,161 626,101 643,047 910,857 1655253 1654119 86,798 87,932 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -16,635) 25,764 -10,590 -24,311 -19,701 13,674 -18,248 -21,227 1,613 4,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 6.7 35.9 36.9 52.3 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 118 75 142 88 108 271 278 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,716 COMMITMENTS 66,379 12,610 297 62,526 110,161 129,202 123,068 40,514 46,648 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,450) 10,371 492 0 680 1,204 11,051 1,696 -8,601 754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 7.4 0.2 36.8 64.9 76.1 72.5 23.9 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 4 3 16 18 24 23 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,865 COMMITMENTS 10,336 2,406 2,282 46,314 50,896 58,932 55,584 1,933 5,281 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -3,506) 804 3 -710 -2,715 -2,237 -2,621 -2,944 -885 -562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 4.0 3.7 76.1 83.6 96.8 91.3 3.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 6 16 15 27 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,597 COMMITMENTS 11,907 15,534 18,703 21,470 16,785 52,080 51,022 3,517 4,575 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -2,472) -261 -251 -510 -1,595 -1,386 -2,366 -2,147 -106 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 27.9 33.6 38.6 30.2 93.7 91.8 6.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 6 15 14 12 29 28 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,735 COMMITMENTS 23,744 2,363 1,989 8,833 31,498 34,566 35,850 2,169 885 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -171) 224 -430 6 -197 687 33 263 -204 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.6 6.4 5.4 24.0 85.7 94.1 97.6 5.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 87 29 11 25 39 119 78 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,518 COMMITMENTS 41,903 13,268 1,523 15,946 45,187 59,372 59,978 4,146 3,540 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 9) -2,115 1,948 301 1,842 -2,480 28 -231 -19 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 20.9 2.4 25.1 71.1 93.5 94.4 6.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 79 40 18 30 34 119 91 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,229 COMMITMENTS 84,515 36,456 43,249 139,583 192,167 267,347 271,872 20,882 16,357 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -1,397) 6,311 4,817 -2,580 -6,341 -3,711 -2,610 -1,474 1,213 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 12.6 15.0 48.4 66.7 92.8 94.3 7.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 58 38 54 75 91 168 157 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,228 COMMITMENTS 5,373 97 1,665 4,986 10,874 12,024 12,636 3,204 2,592 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 137) 6 0 117 363 289 486 406 -349 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 0.6 10.9 32.7 71.4 79.0 83.0 21.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 1 5 12 14 19 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,448 COMMITMENTS 0 0 0 8,371 8,272 8,371 8,272 1,077 1,176 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.6 87.6 88.6 87.6 11.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 19 19 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,385 COMMITMENTS 5,709 9,999 694 8,824 4,692 15,227 15,385 158 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 689) 220 -750 309 160 1,130 689 689 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 65.0 4.5 57.4 30.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 5 5 6 6 16 14 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,692 COMMITMENTS 300 2,204 556 6,758 4,610 7,614 7,370 78 322 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 861) -150 63 150 861 648 861 861 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 28.7 7.2 87.9 59.9 99.0 95.8 1.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 5 4 26 21 32 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,442 COMMITMENTS 8,633 4,381 4,856 54,120 59,173 67,609 68,410 833 32 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,142) -635 250 845 932 47 1,142 1,142 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 6.4 7.1 79.1 86.5 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 5 3 35 32 40 38 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,159 COMMITMENTS 4,906 1,150 630 4,521 8,379 10,057 10,159 102 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 420) 175 230 0 245 190 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 11.3 6.2 44.5 82.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 3 14 10 19 13 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,239 COMMITMENTS 4,018 3,501 1,100 49,103 49,638 54,221 54,239 18 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,293) 220 125 -150 1,223 1,318 1,293 1,293 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.5 2.0 90.5 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 1 2 28 17 35 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,099 COMMITMENTS 1,575 5,094 275 12,249 8,430 14,099 13,799 0 300 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 100) 100 -50 -100 100 250 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 36.1 2.0 86.9 59.8 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 4 27 22 34 28 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,004 COMMITMENTS 3,717 7,086 3,836 33,917 31,034 41,470 41,956 534 48 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 385) 295 331 -51 122 105 366 385 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 16.9 9.1 80.7 73.9 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 9 11 44 40 55 56 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,992 COMMITMENTS 487 225 0 7,233 7,471 7,720 7,696 272 296 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 160 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.8 0.0 90.5 93.5 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 12 15 14 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,136 COMMITMENTS 1,956 1,145 530 11,572 12,145 14,058 13,820 78 316 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 627) -174 260 -369 1,170 715 627 606 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 8.1 3.7 81.9 85.9 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 8 4 25 28 35 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 830 COMMITMENTS 0 75 80 590 580 670 735 160 95 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 20) 0 -20 20 0 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 9.6 71.1 69.9 80.7 88.6 19.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 14 12 16 16 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,603 COMMITMENTS 4,140 1,729 895 11,424 13,979 16,459 16,603 144 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 10.4 5.4 68.8 84.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 13 9 18 14 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,774 COMMITMENTS 3,084 1,485 586 22,406 23,479 26,076 25,550 3,698 4,224 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 754) 631 0 -133 232 746 730 613 24 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 5.0 2.0 75.3 78.9 87.6 85.8 12.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 19 22 24 26
Updated May 24, 2013