IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 161,623 COMMITMENTS 14,751 6,070 2,882 143,985 152,671 161,618 161,623 5 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -474) 1 -51 0 -475 -423 -474 -474 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 3.8 1.8 89.1 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 4 4 9 10 16 15 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,704 COMMITMENTS 4,258 1,046 122 31,128 34,407 35,508 35,575 196 129 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,344) 329 55 58 952 1,231 1,339 1,344 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.9 0.3 87.2 96.4 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 7 1 33 40 35 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,387 COMMITMENTS 0 0 0 12,286 12,303 12,286 12,303 101 84 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 19 24 19 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,341 COMMITMENTS 722 504 131 9,345 9,709 10,198 10,344 1,143 997 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 241) -15 13 16 241 244 242 273 -1 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 4.4 1.2 82.4 85.6 89.9 91.2 10.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 4 34 32 38 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,127 COMMITMENTS 254 439 240 6,074 5,773 6,568 6,452 559 675 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 441) 32 169 45 418 191 495 405 -54 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 6.2 3.4 85.2 81.0 92.2 90.5 7.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 4 43 45 47 50 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,627 COMMITMENTS 0 51 0 2,058 2,109 2,058 2,160 569 467 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 63) 0 0 0 20 44 20 44 43 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 78.3 80.3 78.3 82.2 21.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 24 20 24 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,288 COMMITMENTS 417 84 188 4,168 4,525 4,773 4,797 515 491 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 487) 203 33 -15 263 436 451 454 36 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 1.6 3.6 78.8 85.6 90.3 90.7 9.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 2 4 31 39 35 44 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,312 COMMITMENTS 0 0 0 11,222 11,312 11,222 11,312 90 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 776) 0 0 0 776 776 776 776 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 14 20 14 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,380 COMMITMENTS 120 241 95 9,414 9,666 9,629 10,002 751 378 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 7) -44 25 -37 -28 0 -109 -12 116 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.3 0.9 90.7 93.1 92.8 96.4 7.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 19 18 23 20 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,672 COMMITMENTS 95 403 40 2,471 2,153 2,606 2,596 66 76 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 20) 0 20 -20 10 30 -10 30 30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 15.1 1.5 92.5 80.6 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 2 15 14 20 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,457 COMMITMENTS 0 5,408 150 28,027 22,899 28,177 28,457 280 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 424) 0 355 0 424 69 424 424 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.0 0.5 98.5 80.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 33 17 34 18 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,610 COMMITMENTS 0 158 57 3,817 4,003 3,874 4,218 736 392 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 43) 0 -58 1 45 78 46 21 -3 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 1.2 82.8 86.8 84.0 91.5 16.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 17 20 18 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,045 COMMITMENTS 64,362 56,190 29,107 153,452 177,388 246,921 262,685 41,124 25,360 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -11,608) 9,546 -2,079 -2,523 -25,399 -5,806 -18,376 -10,408 6,768 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 19.5 10.1 53.3 61.6 85.7 91.2 14.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 45 25 36 71 75 136 118 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,399,786 COMMITMENTS 301,896 406,214 523,685 512,891 430,308 1338472 1360207 61,314 39,579 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -7,126) -11,917 -15,207 1,074 4,102 8,990 -6,741 -5,143 -385 -1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 29.0 37.4 36.6 30.7 95.6 97.2 4.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 101 89 131 73 64 252 229 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 389,895 COMMITMENTS 114,656 90,496 97,351 170,898 198,731 382,905 386,578 6,990 3,317 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 9,865) -5,756 3,212 6,793 7,470 919 8,507 10,924 1,358 -1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 23.2 25.0 43.8 51.0 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 13 27 30 32 59 60 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,707,340 COMMITMENTS 917,283 59,585 748,958 1005618 1879562 2671859 2688105 35,481 19,235 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 15,847) 3,264 -2,160 2,297 11,752 15,710 17,313 15,847 -1,466 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 2.2 27.7 37.1 69.4 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 37 13 45 88 83 137 132 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,008,275 COMMITMENTS 49,311 196,714 253,900 700,628 553,078 1003839 1003692 4,436 4,583 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 23,669) 15,859 12,002 1,748 5,890 9,889 23,497 23,639 172 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 19.5 25.2 69.5 54.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 19 25 32 41 41 75 84 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,425 COMMITMENTS 1,780 600 675 4,770 5,690 7,225 6,965 200 460 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 25) 0 90 -75 105 10 30 25 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 8.1 9.1 64.2 76.6 97.3 93.8 2.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 3 11 14 16 17 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,741 COMMITMENTS 603 1,130 1,695 10,330 9,903 12,628 12,728 113 13 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -95) -15 40 15 -95 -150 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 8.9 13.3 81.1 77.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 17 17 20 20 POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024653 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 18,995 COMMITMENTS 4,970 0 4,140 9,755 14,720 18,865 18,860 130 135 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 0.0 21.8 51.4 77.5 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 0 2 12 10 18 12 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 71,828 COMMITMENTS 21,349 17,890 22,455 27,177 30,481 70,981 70,826 847 1,002 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,698) 1,891 1,394 -1,039 1,091 1,182 1,943 1,537 -245 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 24.9 31.3 37.8 42.4 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 16 30 15 16 46 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 23,996 COMMITMENTS 6,143 11,134 4,961 11,880 7,547 22,984 23,642 1,012 354 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 635) -30 530 -120 765 135 615 545 20 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 46.4 20.7 49.5 31.5 95.8 98.5 4.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 17 21 10 10 34 34 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,939 COMMITMENTS 3,267 722 892 29,300 32,098 33,459 33,712 480 227 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,261) -88 83 -61 2,302 2,148 2,153 2,170 108 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 2.1 2.6 86.3 94.6 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 12 9 10 39 49 56 64 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,965 COMMITMENTS 176 120 35 1,255 1,239 1,466 1,394 499 571 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 103) 9 5 -18 128 137 119 124 -16 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 6.1 1.8 63.9 63.1 74.6 70.9 25.4 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 17 19 19 23 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,555 COMMITMENTS 220 196 165 1,791 2,023 2,176 2,384 379 171 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 169) 60 11 -30 248 157 278 138 -109 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 7.7 6.5 70.1 79.2 85.2 93.3 14.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 2 23 31 28 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,738 COMMITMENTS 2,036 1,140 1,372 39,934 40,532 43,342 43,044 396 694 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 258) 0 0 0 258 258 258 258 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.6 3.1 91.3 92.7 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 3 25 30 31 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,402 COMMITMENTS 1,656 0 728 6,122 8,128 8,506 8,856 896 546 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.0 7.7 65.1 86.4 90.5 94.2 9.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 15 12 18 14 NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 5,343 COMMITMENTS 0 952 0 4,625 3,497 4,625 4,449 718 894 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 120) 0 0 0 0 120 0 120 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.8 0.0 86.6 65.5 86.6 83.3 13.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 17 11 17 13 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 9,834 COMMITMENTS 1,390 882 906 6,874 7,632 9,170 9,420 664 414 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 9.0 9.2 69.9 77.6 93.2 95.8 6.8 4.2 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 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 15,070 COMMITMENTS 180 558 1,332 11,890 12,284 13,402 14,174 1,668 896 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.7 8.8 78.9 81.5 88.9 94.1 11.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 22 22 25 24 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,409 COMMITMENTS 0 0 0 33,409 33,409 33,409 33,409 0 0 CHANGES FROM 07/16/13 (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: 29) 0 0 0 19 15 19 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 646,098 COMMITMENTS 0 0 0 646,098 646,098 646,098 646,098 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 816) 0 0 0 816 816 816 816 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: 25) 0 0 0 20 14 20 14 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,571 COMMITMENTS 2,058 13,299 0 19,385 7,888 21,443 21,187 128 384 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 61.7 0.0 89.9 36.6 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 12 9 14 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,975 COMMITMENTS 0 0 0 46,465 46,975 46,465 46,975 510 0 CHANGES FROM 07/16/13 (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 98.9 100.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 17 13 17 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 696,812 COMMITMENTS 0 0 0 696,812 696,812 696,812 696,812 0 0 CHANGES FROM 07/16/13 (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: 25) 0 0 0 17 15 17 15 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,300 COMMITMENTS 13,330 1,345 1,275 53,440 65,552 68,045 68,172 255 128 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 765) 0 0 0 765 765 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 2.0 1.9 78.2 96.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 1 22 18 24 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,532,860 COMMITMENTS 308,846 359,310 5,781 1218233 1167769 1532860 1532860 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 23,368) 117,600 0 0 -94,232 23,368 23,368 23,368 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 23.4 0.4 79.5 76.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 1 25 27 27 32 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,933 COMMITMENTS 0 3,186 0 22,805 19,300 22,805 22,486 128 447 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 435) 0 0 0 435 435 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.9 0.0 99.4 84.2 99.4 98.1 0.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 12 11 12 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,980 COMMITMENTS 126 10,026 0 42,854 32,954 42,980 42,980 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,555) 0 0 0 2,810 2,555 2,810 2,555 -255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 23.3 0.0 99.7 76.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 17 15 18 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,396 COMMITMENTS 5,052 9,322 4,324 38,020 33,750 47,396 47,396 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,695) 0 1,275 0 1,695 420 1,695 1,695 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 19.7 9.1 80.2 71.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 20 16 24 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,124 COMMITMENTS 0 1,249 1,694 33,876 32,882 35,570 35,825 554 299 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 3,677) 0 -246 1,270 2,407 2,653 3,677 3,677 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 4.7 93.8 91.0 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 19 18 20 19 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,880 COMMITMENTS 0 955 105 39,647 38,820 39,752 39,880 128 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 440) 0 0 0 440 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.3 99.4 97.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 21 20 22 21 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,876 COMMITMENTS 0 0 0 18,620 18,727 18,620 18,727 256 149 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.2 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 13 17 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 403,085 COMMITMENTS 29,425 0 27,032 346,628 376,053 403,085 403,085 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 6.7 86.0 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 16 15 18 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 907,977 COMMITMENTS 0 63,753 23,320 884,657 820,904 907,977 907,977 0 0 CHANGES FROM 07/16/13 (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 7.0 2.6 97.4 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 17 22 18 23 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,298 COMMITMENTS 317,263 498,918 7,482 836,553 654,898 1161298 1161298 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 61,080) 0 117,600 0 61,080 -56,520 61,080 61,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 43.0 0.6 72.0 56.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 18 15 23 17 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 418,062 COMMITMENTS 46,916 0 0 371,146 418,062 418,062 418,062 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 37,440) 0 0 0 37,440 37,440 37,440 37,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.0 0.0 88.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 14 18 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 508,228 COMMITMENTS 0 40,215 0 508,228 468,013 508,228 508,228 0 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 6,640) 0 0 0 6,640 6,640 6,640 6,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 18 21 18 23 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 295,490 COMMITMENTS 0 11,361 0 295,490 282,169 295,490 293,530 0 1,960 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 23,400) 0 0 0 23,400 21,440 23,400 21,440 0 1,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.0 100.0 95.5 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 15 12 15 14 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 385,904 COMMITMENTS 0 13,840 0 385,904 372,064 385,904 385,904 0 0 CHANGES FROM 07/16/13 (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 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 12 15 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,586 COMMITMENTS 882 130 245 23,039 23,655 24,166 24,030 420 556 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,215) 0 0 0 1,199 1,157 1,199 1,157 16 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.5 1.0 93.7 96.2 98.3 97.7 1.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 2 38 37 41 40 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,964 COMMITMENTS 260 368 233 13,325 12,932 13,818 13,533 146 431 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 216) 0 -86 166 50 156 216 236 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.6 1.7 95.4 92.6 99.0 96.9 1.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 27 23 29 26 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,508 COMMITMENTS 885 912 194 8,043 8,283 9,122 9,389 386 119 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 210) -45 120 24 171 66 150 210 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 9.6 2.0 84.6 87.1 95.9 98.7 4.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 19 17 22 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,865,700 COMMITMENTS 476,061 114,995 593,687 700,234 1072649 1769982 1781331 95,718 84,369 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -14,912) 32,819 1,202 -41,001 -2,575 29,679 -10,757 -10,120 -4,155 -4,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 6.2 31.8 37.5 57.5 94.9 95.5 5.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 138 80 144 86 107 291 284 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,825 COMMITMENTS 58,651 14,322 759 58,689 106,041 118,099 121,122 48,726 45,703 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,971) 2,455 382 41 1,596 6,560 4,092 6,983 -1,121 -4,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 8.6 0.5 35.2 63.6 70.8 72.6 29.2 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 4 4 15 18 22 24 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,200 COMMITMENTS 8,657 1,866 1,452 44,783 48,265 54,892 51,583 2,308 5,617 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -2,928) -1,173 457 -457 -1,343 -2,578 -2,973 -2,578 45 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 3.3 2.5 78.3 84.4 96.0 90.2 4.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 6 16 15 24 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,058 COMMITMENTS 10,827 17,332 19,650 25,658 19,694 56,135 56,676 3,923 3,382 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -1,013) -216 753 -1,527 648 -277 -1,095 -1,051 82 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 28.9 32.7 42.7 32.8 93.5 94.4 6.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 8 15 16 16 31 34 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,414 COMMITMENTS 26,185 3,027 2,206 6,099 30,305 34,490 35,538 1,924 876 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,420) 2,320 834 25 -271 1,654 2,074 2,513 346 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.9 8.3 6.1 16.7 83.2 94.7 97.6 5.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 74 32 14 25 41 110 85 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,923 COMMITMENTS 41,789 17,438 1,081 16,362 40,776 59,232 59,295 3,691 3,628 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,253) -3 -477 540 1,980 2,650 2,517 2,713 -264 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.4 27.7 1.7 26.0 64.8 94.1 94.2 5.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 75 48 17 29 34 114 94 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,383 COMMITMENTS 104,870 45,531 27,370 128,525 197,810 260,765 270,711 23,618 13,672 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 11,127) 16,702 7,888 -7,081 968 9,700 10,589 10,507 538 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 16.0 9.6 45.2 69.6 91.7 95.2 8.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 74 34 39 72 95 166 151 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,467 COMMITMENTS 8,375 0 918 3,861 10,685 13,154 11,603 3,313 4,864 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,301) 1,045 0 -269 347 1,280 1,123 1,011 178 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 0.0 5.6 23.4 64.9 79.9 70.5 20.1 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 0 5 9 14 16 19 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,370 COMMITMENTS 0 0 0 13,733 12,183 13,733 12,183 637 2,187 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.6 84.8 95.6 84.8 4.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 16 14 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 8,614 COMMITMENTS 0 0 0 7,428 7,546 7,428 7,546 1,186 1,068 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 190) 0 0 0 140 100 140 100 50 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.2 87.6 86.2 87.6 13.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 19 19 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,478 COMMITMENTS 8,977 0 1,704 8,329 16,411 19,010 18,115 2,468 3,363 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 0.0 7.9 38.8 76.4 88.5 84.3 11.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 11 19 14 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,554 COMMITMENTS 4,426 9,531 1,435 8,473 3,588 14,334 14,554 220 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 150) 12 -100 200 -62 50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 65.5 9.9 58.2 24.7 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 5 6 6 4 17 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,932 COMMITMENTS 441 1,437 275 6,180 4,935 6,896 6,647 36 285 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2) -15 137 -85 102 -69 2 -17 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 20.7 4.0 89.2 71.2 99.5 95.9 0.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 2 29 22 34 25 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 75,825 COMMITMENTS 913 3,757 350 74,057 71,706 75,320 75,813 505 12 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 5,395) 50 -300 200 5,045 5,495 5,295 5,395 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 5.0 0.5 97.7 94.6 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 4 2 39 35 45 39 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,013 COMMITMENTS 2,581 0 60 5,282 7,908 7,923 7,968 90 45 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 733) 0 0 0 733 733 733 733 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 0.0 0.7 65.9 98.7 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 1 14 13 18 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,877 COMMITMENTS 1,209 0 0 58,635 59,877 59,844 59,877 33 0 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,238) 50 0 0 2,398 2,238 2,448 2,238 -210 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 97.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 0 33 21 37 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,379 COMMITMENTS 725 4,494 75 12,429 8,585 13,229 13,154 150 225 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 315) 0 0 0 240 315 240 315 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 33.6 0.6 92.9 64.2 98.9 98.3 1.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 2 25 17 29 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,024 COMMITMENTS 1,593 1,211 233 4,128 4,475 5,954 5,919 70 105 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -44) 60 75 -50 -64 -144 -54 -119 10 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 20.1 3.9 68.5 74.3 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 12 12 14 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,036 COMMITMENTS 1,732 4,889 939 29,834 27,051 32,505 32,879 531 157 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 684) 0 -203 192 475 743 667 732 17 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 14.8 2.8 90.3 81.9 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 8 4 37 40 43 51 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,361 COMMITMENTS 785 881 1,255 12,303 12,186 14,343 14,322 18 39 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 363) -88 49 27 433 278 372 354 -9 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.1 8.7 85.7 84.9 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 8 7 29 31 36 43 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,586 COMMITMENTS 261 60 39 1,146 1,327 1,446 1,426 140 160 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 255) 81 60 19 145 185 245 264 10 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 3.8 2.5 72.3 83.7 91.2 89.9 8.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 2 16 20 21 23 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,858 COMMITMENTS 4,110 300 1,050 11,470 15,388 16,630 16,738 228 120 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,050) 0 0 180 870 870 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 1.8 6.2 68.0 91.3 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 11 19 15 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,683 COMMITMENTS 3,770 1,876 201 19,275 18,960 23,246 21,037 2,437 4,646 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 880) 548 75 0 1,699 1,513 2,247 1,588 -1,367 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 7.3 0.8 75.0 73.8 90.5 81.9 9.5 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 22 26 26 29
Updated July 26, 2013