GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,860 COMMITMENTS 4,377 3,824 2,548 37,413 38,445 44,338 44,817 522 43 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,101) -50 135 60 2,091 1,906 2,101 2,101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 8.5 5.7 83.4 85.7 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,537 COMMITMENTS 73 220 299 17,034 16,916 17,406 17,435 131 102 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -48) 0 75 0 -48 -123 -48 -48 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.3 1.7 97.1 96.5 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 21 25 23 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,277 COMMITMENTS 788 708 734 9,394 9,569 10,916 11,011 1,361 1,266 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 602) 64 104 -36 527 506 555 574 47 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 5.8 6.0 76.5 77.9 88.9 89.7 11.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 8 29 31 37 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,191 COMMITMENTS 476 185 841 7,236 7,505 8,553 8,531 638 660 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 773) 95 80 -33 704 683 766 730 7 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 2.0 9.2 78.7 81.7 93.1 92.8 6.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 4 7 40 41 49 49 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,121 COMMITMENTS 106 490 67 2,263 2,193 2,436 2,750 685 371 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3) 0 -15 10 5 -5 15 -10 -12 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 15.7 2.1 72.5 70.3 78.1 88.1 21.9 11.9 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,604 COMMITMENTS 45 54 33 3,120 3,073 3,198 3,160 406 444 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 81) 0 0 0 23 73 23 73 58 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.5 0.9 86.6 85.3 88.7 87.7 11.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 26 23 28 25 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,017 COMMITMENTS 370 25 185 4,817 5,374 5,372 5,584 645 433 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 432) 94 25 0 329 388 423 413 9 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.4 3.1 80.1 89.3 89.3 92.8 10.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 3 31 34 35 38 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,025 COMMITMENTS 540 2,821 0 10,375 8,189 10,915 11,010 110 15 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 115) 0 0 0 160 115 160 115 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 25.6 0.0 94.1 74.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 22 16 23 17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 11,182 COMMITMENTS 0 860 639 10,101 9,555 10,740 11,054 442 128 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 68) 0 -378 79 -11 395 68 96 0 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 5.7 90.3 85.4 96.0 98.9 4.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 5 3 20 24 23 29 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,857 COMMITMENTS 300 660 0 1,431 1,039 1,731 1,699 126 158 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 231) 95 355 0 120 -132 215 223 16 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 35.5 0.0 77.1 56.0 93.2 91.5 6.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 4 0 17 17 23 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,140 COMMITMENTS 2,402 4,869 1,303 29,435 26,968 33,140 33,140 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -405) 300 35 -300 -405 -140 -405 -405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 14.7 3.9 88.8 81.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 31 18 33 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 294,923 COMMITMENTS 43,212 70,112 51,453 163,359 139,731 258,024 261,296 36,899 33,627 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -9,685) -4,236 -6,620 3,188 -10,979 -6,839 -12,027 -10,271 2,342 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 23.8 17.4 55.4 47.4 87.5 88.6 12.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 29 46 47 63 66 127 130 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,498,148 COMMITMENTS 342,746 407,921 611,385 469,243 437,098 1423374 1456404 74,774 41,744 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 7,314) 24,455 18,379 -8,280 -7,544 -3,583 8,631 6,516 -1,317 798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 27.2 40.8 31.3 29.2 95.0 97.2 5.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 126 82 137 68 64 270 228 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 375,570 COMMITMENTS 109,730 92,113 92,903 165,551 187,057 368,184 372,073 7,386 3,497 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 13,174) 3,578 4,915 3,207 4,930 4,809 11,715 12,931 1,459 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 24.5 24.7 44.1 49.8 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 13 14 25 32 33 60 59 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,921,924 COMMITMENTS 965,020 39,693 864,339 1058622 1992746 2887981 2896778 33,943 25,146 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 61,719) 8,676 -3,592 19,692 35,259 40,762 63,627 56,862 -1,908 4,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 1.4 29.6 36.2 68.2 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 48 11 51 92 86 154 139 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,147,530 COMMITMENTS 83,806 197,486 288,689 771,043 654,969 1143538 1141144 3,992 6,386 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 41,814) 3,241 -12,754 23,210 16,375 30,623 42,826 41,079 -1,012 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 17.2 25.2 67.2 57.1 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 27 21 33 42 43 85 81 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,690 COMMITMENTS 2,745 460 590 4,100 6,465 7,435 7,515 255 175 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 45) 120 -105 90 -150 165 60 150 -15 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 6.0 7.7 53.3 84.1 96.7 97.7 3.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 1 4 12 12 19 16 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,693 COMMITMENTS 1,952 736 1,743 8,851 10,151 12,546 12,630 147 63 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -115) 150 30 210 -505 -355 -145 -115 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.8 13.7 69.7 80.0 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 3 15 15 18 18 POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024653 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 21,130 COMMITMENTS 3,445 375 4,455 12,980 16,165 20,880 20,995 250 135 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 345) 60 45 150 135 150 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 1.8 21.1 61.4 76.5 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 56,271 COMMITMENTS 14,022 12,921 17,042 24,735 25,936 55,799 55,899 472 372 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,903) 189 -800 696 1,249 1,950 2,134 1,846 -231 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 23.0 30.3 44.0 46.1 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 20 28 19 17 49 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,306 COMMITMENTS 5,942 6,620 4,984 9,180 8,452 20,106 20,056 200 250 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 210) -390 -130 125 470 200 205 195 5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 32.6 24.5 45.2 41.6 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,478 COMMITMENTS 140 720 20 1,986 1,651 2,146 2,391 332 87 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 113) 50 50 10 -2 33 58 93 55 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 29.1 0.8 80.1 66.6 86.6 96.5 13.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 1 13 12 16 16 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,134 COMMITMENTS 2,828 1,352 2,763 30,134 31,733 35,725 35,848 409 286 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,377) 32 62 326 1,056 988 1,414 1,376 -37 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.7 7.6 83.4 87.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 9 10 33 46 50 61 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,214 COMMITMENTS 0 0 0 2,214 2,199 2,214 2,199 0 15 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3) 0 0 0 3 -3 3 -3 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.3 100.0 99.3 0.0 0.7 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,784 COMMITMENTS 35 135 183 1,874 1,778 2,092 2,096 692 688 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 40) 0 21 0 -5 -18 -5 3 45 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.8 6.6 67.3 63.9 75.1 75.3 24.9 24.7 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,936 COMMITMENTS 254 177 33 1,096 1,229 1,383 1,439 553 497 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 139) 47 20 0 64 58 111 78 28 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 9.1 1.7 56.6 63.5 71.4 74.3 28.6 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 18 18 21 23 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,392 COMMITMENTS 505 244 30 1,418 1,929 1,953 2,203 439 189 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 170) 0 76 0 120 120 120 196 50 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 10.2 1.3 59.3 80.6 81.6 92.1 18.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 19 25 22 28 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,646 COMMITMENTS 2,122 1,402 1,726 42,864 43,503 46,712 46,631 934 1,015 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 48) 0 0 0 48 48 48 48 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 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (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 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (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 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,656 COMMITMENTS 240 520 1,390 13,188 13,809 14,818 15,719 1,838 937 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.1 8.3 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 21 24 23 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 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 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 16 21 16 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,081 COMMITMENTS 2,416 16,381 0 22,495 8,274 24,911 24,655 170 426 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 65.3 0.0 89.7 33.0 99.3 98.3 0.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 10 14 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,877 COMMITMENTS 0 0 0 50,622 50,855 50,622 50,855 255 22 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -105) 0 0 0 -105 -105 -105 -105 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 18 24 18 24 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 764,612 COMMITMENTS 0 0 0 764,612 764,612 764,612 764,612 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -1,943) 0 0 0 -1,943 -1,943 -1,943 -1,943 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 19 21 19 21 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,229,742 COMMITMENTS 7,614 237,190 5,781 1216347 986,771 1229742 1229742 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 14,024) 0 0 0 14,024 14,024 14,024 14,024 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 19.3 0.5 98.9 80.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 1 26 25 27 30 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,455 COMMITMENTS 0 3,396 0 28,455 24,528 28,455 27,924 0 531 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 768) 0 384 0 938 384 938 768 -170 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.9 0.0 100.0 86.2 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 15 10 15 12 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,136 COMMITMENTS 126 6,255 0 34,755 28,881 34,881 35,136 255 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 17.8 0.0 98.9 82.2 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,822 COMMITMENTS 4,612 0 5,217 22,883 27,605 32,712 32,822 110 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 226) -100 0 0 326 446 226 446 0 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.0 15.9 69.7 84.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 3 14 14 18 17 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (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 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,782 COMMITMENTS 0 1,050 0 35,612 34,732 35,612 35,782 170 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 960) 0 0 0 960 960 960 960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 99.5 97.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 21 22 21 23 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 478,317 COMMITMENTS 32,545 0 29,032 416,740 449,285 478,317 478,317 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 5,919) -7,107 0 3,552 9,474 2,367 5,919 5,919 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 6.1 87.1 93.9 100.0 100.0 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 925,971 COMMITMENTS 0 82,655 23,320 902,651 819,996 925,971 925,971 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -1,640) 0 0 0 -1,640 -1,640 -1,640 -1,640 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 05/28/13 | --------------------------------------------------------------| 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 187,167 198,798 7,482 725,942 714,311 920,591 920,591 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 0) -1,600 0 0 1,600 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 21.6 0.8 78.9 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 246,726 COMMITMENTS 6,028 0 9,360 231,338 237,366 246,726 246,726 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 23,400) 0 0 0 23,400 23,400 23,400 23,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 3.8 93.8 96.2 100.0 100.0 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 345,220 COMMITMENTS 0 60,767 0 345,220 284,453 345,220 345,220 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 22,288) 0 5,488 0 22,288 16,800 22,288 22,288 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.6 0.0 100.0 82.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 18 20 18 22 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 352,072 COMMITMENTS 0 13,840 0 352,072 338,232 352,072 352,072 0 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,000) 0 -2,000 0 2,001 4,000 2,001 2,000 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 14 14 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,115 COMMITMENTS 842 0 205 24,476 25,504 25,523 25,709 592 406 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 673) -10 0 0 640 670 630 670 43 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.8 93.7 97.7 97.7 98.4 2.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 0 3 38 36 43 39 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,331 COMMITMENTS 1,820 0 0 5,441 7,240 7,261 7,240 70 91 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 415) 600 0 0 -185 415 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 0.0 0.0 74.2 98.8 99.0 98.8 1.0 1.2 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,959 COMMITMENTS 345 928 4 11,247 10,518 11,596 11,450 363 509 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 244) 0 10 -6 250 210 244 214 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 7.8 0.0 94.0 88.0 97.0 95.7 3.0 4.3 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,821 COMMITMENTS 1,287 23 390 7,733 9,047 9,410 9,460 411 361 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 8) 0 0 0 8 8 8 8 0 0 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,744,717 COMMITMENTS 379,881 122,742 618,540 660,254 918,821 1658675 1660103 86,042 84,614 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,666) -6,224 5,581 -7,561 17,207 7,964 3,422 5,984 -756 -3,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 7.0 35.5 37.8 52.7 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 112 76 146 93 110 274 285 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,812 COMMITMENTS 65,918 13,378 297 63,383 109,200 129,598 122,875 41,214 47,937 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,096) -461 768 0 857 -961 396 -193 700 1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 7.8 0.2 37.1 63.9 75.9 71.9 24.1 28.1 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,814 COMMITMENTS 10,168 2,406 2,276 46,357 50,771 58,801 55,453 2,013 5,361 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -51) -168 0 -6 43 -125 -131 -131 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 4.0 3.7 76.2 83.5 96.7 91.2 3.3 8.8 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,088 COMMITMENTS 11,014 14,939 18,408 21,321 16,750 50,743 50,097 3,345 3,991 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -1,509) -893 -595 -295 -149 -35 -1,337 -925 -172 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 27.6 34.0 39.4 31.0 93.8 92.6 6.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 7 15 13 13 28 31 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,666 COMMITMENTS 24,960 3,378 2,121 8,199 31,196 35,280 36,695 2,386 971 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 931) 1,216 1,015 132 -634 -302 714 845 217 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 9.0 5.6 21.8 82.8 93.7 97.4 6.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 85 30 15 30 39 124 80 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,619 COMMITMENTS 41,812 16,950 1,534 16,034 41,526 59,380 60,010 4,239 3,609 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 101) -91 3,682 11 88 -3,661 8 32 93 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.7 26.6 2.4 25.2 65.3 93.3 94.3 6.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 79 43 18 32 31 120 90 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,802 COMMITMENTS 80,664 36,775 38,032 137,173 186,216 255,869 261,023 20,933 15,779 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -11,427) -3,851 319 -5,217 -2,410 -5,951 -11,478 -10,849 51 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 13.3 13.7 49.6 67.3 92.4 94.3 7.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 58 35 49 78 88 166 148 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,759 COMMITMENTS 5,557 189 1,723 5,256 11,116 12,536 13,028 3,223 2,731 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 531) 184 92 58 270 242 512 392 19 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 1.2 10.9 33.4 70.5 79.5 82.7 20.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 1 5 13 14 20 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,778 COMMITMENTS 0 0 0 8,721 8,373 8,721 8,373 1,057 1,405 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 330) 0 0 0 350 101 350 101 -20 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.2 85.6 89.2 85.6 10.8 14.4 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,610 COMMITMENTS 5,709 9,919 919 8,824 4,622 15,452 15,460 158 150 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 225) 0 -80 225 0 -70 225 75 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 63.5 5.9 56.5 29.6 99.0 99.0 1.0 1.0 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,319 COMMITMENTS 417 2,163 660 7,164 5,174 8,241 7,997 78 322 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 627) 117 -41 104 406 564 627 627 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 26.0 7.9 86.1 62.2 99.1 96.1 0.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 4 27 25 33 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 72,577 COMMITMENTS 9,578 4,581 4,941 57,220 63,023 71,739 72,545 838 32 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 4,135) 945 200 85 3,100 3,850 4,130 4,135 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 6.3 6.8 78.8 86.8 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 5 4 34 32 40 39 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,556 COMMITMENTS 4,906 1,450 730 4,818 8,376 10,454 10,556 102 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 397) 0 300 100 297 -3 397 397 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 13.7 6.9 45.6 79.3 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 4 15 10 20 15 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,660 COMMITMENTS 4,673 3,201 1,288 48,681 50,171 54,642 54,660 18 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 421) 655 -300 188 -422 533 421 421 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.9 2.4 89.1 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 2 28 18 35 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,224 COMMITMENTS 1,575 5,094 275 12,374 8,555 14,224 13,924 0 300 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 35.8 1.9 87.0 60.1 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 3 4 28 22 35 28 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,667 COMMITMENTS 3,873 7,086 3,536 33,743 30,997 41,152 41,619 515 48 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -337) 156 0 -300 -174 -37 -318 -337 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 17.0 8.5 81.0 74.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 7 9 10 44 41 54 57 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| 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 05/21/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,181 COMMITMENTS 1,981 1,399 477 12,645 12,989 15,103 14,865 78 316 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,045) 25 254 -53 1,073 844 1,045 1,045 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 9.2 3.1 83.3 85.6 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 8 9 3 26 28 35 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 897 COMMITMENTS 0 50 105 720 627 825 782 72 115 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 67) 0 -25 25 130 47 155 47 -88 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 11.7 80.3 69.9 92.0 87.2 8.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 3 15 12 18 16 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,653 COMMITMENTS 4,140 1,729 895 11,474 14,029 16,509 16,653 144 0 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 10.4 5.4 68.9 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 FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE Code-869654 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,065 COMMITMENTS 590 270 270 2,085 2,235 2,945 2,775 120 290 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 8.8 8.8 68.0 72.9 96.1 90.5 3.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 3 7 12 12 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/28/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,836 COMMITMENTS 3,060 1,485 712 22,242 23,242 26,014 25,439 3,822 4,397 CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 62) -24 0 126 -164 -237 -62 -111 124 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 5.0 2.4 74.5 77.9 87.2 85.3 12.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 19 22 24 26
Updated May 31, 2013