IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 165,493 COMMITMENTS 16,493 4,620 3,980 145,020 156,893 165,493 165,493 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 278) 376 0 -18 -80 296 278 278 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 2.8 2.4 87.6 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 1 6 10 10 18 17 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,442 COMMITMENTS 4,595 1,069 100 32,571 36,121 37,266 37,290 176 152 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,594) 50 -172 0 2,549 2,751 2,599 2,579 -5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 2.9 0.3 87.0 96.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 6 1 33 43 36 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,241 COMMITMENTS 0 0 0 13,135 13,143 13,135 13,143 106 98 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 142) 0 0 0 142 154 142 154 0 -12 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 21 26 21 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,497 COMMITMENTS 436 426 135 9,739 9,737 10,310 10,298 1,187 1,199 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 90) 12 3 45 35 49 92 97 -2 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.7 1.2 84.7 84.7 89.7 89.6 10.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 32 32 35 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,315 COMMITMENTS 483 1,425 365 6,727 5,699 7,575 7,489 740 826 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 697) 19 144 137 508 346 664 627 33 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 17.1 4.4 80.9 68.5 91.1 90.1 8.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 3 5 42 40 47 47 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,137 COMMITMENTS 0 159 109 2,398 2,561 2,507 2,829 630 308 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 115) 0 -20 0 90 140 90 120 25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 3.5 76.4 81.6 79.9 90.2 20.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 22 18 23 19 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,685 COMMITMENTS 40 152 11 1,957 2,057 2,008 2,220 677 465 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 80) 0 35 0 40 -15 40 20 40 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.7 0.4 72.9 76.6 74.8 82.7 25.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 23 20 25 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,459 COMMITMENTS 416 214 179 4,315 4,536 4,910 4,929 549 530 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 172) 2 10 50 80 125 132 185 40 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 3.9 3.3 79.0 83.1 89.9 90.3 10.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 4 33 38 38 42 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,574 COMMITMENTS 0 40 0 10,494 10,534 10,494 10,574 80 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,039) 0 40 0 1,039 999 1,039 1,039 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 99.2 99.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 15 14 15 15 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,884 COMMITMENTS 49 201 97 9,227 9,201 9,373 9,499 511 385 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -218) -61 -20 0 -193 -161 -254 -181 36 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.0 1.0 93.4 93.1 94.8 96.1 5.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 24 23 26 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,061 COMMITMENTS 161 35 40 2,775 2,886 2,976 2,961 85 100 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 210) 0 -30 10 200 230 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.1 1.3 90.7 94.3 97.2 96.7 2.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 17 19 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,378 COMMITMENTS 0 4,994 0 28,093 23,364 28,093 28,358 285 20 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,569) 0 250 0 1,569 1,319 1,569 1,569 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.6 0.0 99.0 82.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 1 0 38 20 38 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,775 COMMITMENTS 0 402 79 4,232 4,061 4,311 4,542 464 233 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 293) 0 50 2 271 241 273 293 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 1.7 88.6 85.0 90.3 95.1 9.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 1 23 18 24 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,275 COMMITMENTS 74,164 60,155 28,533 141,825 176,759 244,522 265,447 43,753 22,828 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -16,785) 640 -3,807 -3,031 -14,704 -6,609 -17,095 -13,447 310 -3,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 20.9 9.9 49.2 61.3 84.8 92.1 15.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 46 24 38 78 76 146 118 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,889 COMMITMENTS 1,317 1,501 350 11,265 11,154 12,932 13,005 2,957 2,884 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,517) 100 152 350 1,246 1,020 1,696 1,522 -179 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 9.4 2.2 70.9 70.2 81.4 81.8 18.6 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 20 19 22 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,328,438 COMMITMENTS 285,830 422,213 486,859 495,863 378,021 1268552 1287093 59,886 41,345 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -34,797) -10,315 -8,804 -18,753 -2,154 -3,514 -31,222 -31,071 -3,575 -3,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 31.8 36.6 37.3 28.5 95.5 96.9 4.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 100 109 141 69 66 256 251 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 394,325 COMMITMENTS 114,537 87,482 91,829 179,324 212,148 385,690 391,459 8,635 2,866 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 11,344) -1,611 2,135 1,779 9,775 7,926 9,943 11,840 1,401 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 22.2 23.3 45.5 53.8 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 14 30 31 33 65 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 28,650 COMMITMENTS 9,025 8,658 4,093 13,255 13,634 26,373 26,385 2,277 2,265 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,721) 3,473 2,472 -736 2,453 3,982 5,190 5,718 -469 -997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 30.2 14.3 46.3 47.6 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 7 8 9 8 22 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,739,204 COMMITMENTS 952,873 82,418 731,252 1019118 1906912 2703243 2720582 35,961 18,622 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 44,946) 15,358 -32 3,429 26,777 38,808 45,564 42,205 -618 2,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 3.0 26.7 37.2 69.6 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 40 14 47 89 85 143 136 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 984,248 COMMITMENTS 52,470 209,749 242,843 685,362 528,493 980,675 981,085 3,573 3,163 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 19,963) 11,413 9,793 -271 7,101 10,505 18,243 20,027 1,720 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 21.3 24.7 69.6 53.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 16 31 33 42 42 78 86 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,885 COMMITMENTS 1,695 745 795 5,160 5,905 7,650 7,445 235 440 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -95) -170 240 85 -25 -435 -110 -110 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 9.4 10.1 65.4 74.9 97.0 94.4 3.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 3 15 15 20 18 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,646 COMMITMENTS 1,185 1,647 1,215 9,075 8,784 11,475 11,646 171 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -548) 376 161 -210 -699 -491 -533 -540 -15 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 14.1 10.4 77.9 75.4 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 17 16 20 19 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 75,231 COMMITMENTS 23,728 16,084 23,683 26,791 34,489 74,202 74,256 1,029 975 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -234) 191 336 -518 228 118 -99 -64 -135 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 21.4 31.5 35.6 45.8 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 18 15 30 16 15 47 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,117 COMMITMENTS 6,502 13,700 4,997 14,880 8,175 26,379 26,872 738 245 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 805) 324 -191 11 655 1,140 990 960 -185 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 50.5 18.4 54.9 30.1 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 20 20 12 11 34 37 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 32,663 COMMITMENTS 718 762 1,004 30,587 30,703 32,309 32,469 354 194 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,280) -410 124 98 1,546 1,041 1,234 1,263 46 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.3 3.1 93.6 94.0 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 3 7 37 47 46 57 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,342 COMMITMENTS 0 126 12 1,781 1,585 1,793 1,723 549 619 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 31) 0 6 -11 45 19 34 14 -3 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.5 76.0 67.7 76.6 73.6 23.4 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 20 17 22 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,816 COMMITMENTS 131 0 27 1,208 1,216 1,366 1,243 450 573 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 103) 2 0 0 140 106 142 106 -39 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 1.5 66.5 67.0 75.2 68.4 24.8 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 18 20 19 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,019 COMMITMENTS 469 207 95 2,068 2,467 2,632 2,769 387 250 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 58) -22 47 0 105 48 83 95 -25 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 6.9 3.1 68.5 81.7 87.2 91.7 12.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 3 27 30 33 36 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,398 COMMITMENTS 1,566 1,472 1,230 36,618 37,066 39,414 39,768 984 630 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4) 0 0 0 -7 4 -7 4 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.6 3.0 90.6 91.8 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 26 31 31 33 NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 4,944 COMMITMENTS 0 848 0 4,278 3,276 4,278 4,124 666 820 CHANGES FROM 08/20/13 (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 17.2 0.0 86.5 66.3 86.5 83.4 13.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 16 11 16 13 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 9,159 COMMITMENTS 1,404 938 776 6,331 7,061 8,511 8,775 648 384 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 10.2 8.5 69.1 77.1 92.9 95.8 7.1 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,631 COMMITMENTS 150 592 1,298 11,624 11,879 13,072 13,769 1,559 862 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -11 0 -11 0 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 4.0 8.9 79.4 81.2 89.3 94.1 10.7 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,958 COMMITMENTS 343 443 0 34,615 34,515 34,958 34,958 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.3 0.0 99.0 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 20 16 21 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 693,844 COMMITMENTS 4,680 4,680 0 689,164 689,164 693,844 693,844 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.7 0.0 99.3 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 14 22 15 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,725 COMMITMENTS 1,722 11,743 0 17,897 7,620 19,619 19,363 106 362 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 59.5 0.0 90.7 38.6 99.5 98.2 0.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 12 10 14 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,125 COMMITMENTS 0 0 0 42,615 43,125 42,615 43,125 510 0 CHANGES FROM 08/20/13 (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 98.8 100.0 98.8 100.0 1.2 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 644,676 COMMITMENTS 0 0 0 644,676 644,676 644,676 644,676 0 0 CHANGES FROM 08/20/13 (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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,048 COMMITMENTS 13,265 1,169 2,550 53,978 66,223 69,793 69,942 255 106 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 1.7 3.6 77.1 94.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 22 20 24 23 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,534,571 COMMITMENTS 307,278 351,470 5,781 1221512 1177320 1534571 1534571 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 22.9 0.4 79.6 76.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 1 25 26 27 31 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,179 COMMITMENTS 0 2,550 484 21,695 18,742 22,179 21,776 0 403 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 200) 0 200 0 200 0 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.5 2.2 97.8 84.5 100.0 98.2 0.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 13 11 14 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,883 COMMITMENTS 126 9,652 0 47,757 38,231 47,883 47,883 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,275 1,275 1,275 1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 20.2 0.0 99.7 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 17 19 18 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,664 COMMITMENTS 6,619 9,602 3,712 38,333 35,350 48,664 48,664 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 19.7 7.6 78.8 72.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 22 17 26 20 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,714 COMMITMENTS 0 1,849 1,606 35,576 34,237 37,182 37,692 532 22 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,364) 0 0 0 1,364 1,364 1,364 1,364 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 4.3 94.3 90.8 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 19 21 20 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,345 COMMITMENTS 0 640 205 42,034 41,500 42,239 42,345 106 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,470) 0 0 0 2,470 2,470 2,470 2,470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.5 99.3 98.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 22 21 24 23 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,463 COMMITMENTS 0 0 0 18,251 18,314 18,251 18,314 212 149 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 115) 0 0 0 115 115 115 115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 99.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 14 17 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 376,037 COMMITMENTS 29,425 0 25,856 320,756 350,181 376,037 376,037 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.0 6.9 85.3 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 15 15 17 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 920,366 COMMITMENTS 0 59,049 23,320 897,046 837,997 920,366 920,366 0 0 CHANGES FROM 08/20/13 (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 6.4 2.5 97.5 91.1 100.0 100.0 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,141,597 COMMITMENTS 318,439 521,454 6,306 816,852 613,837 1141597 1141597 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 45.7 0.6 71.6 53.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 1 18 15 23 16 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 502,741 COMMITMENTS 45,348 28,080 0 457,393 474,661 502,741 502,741 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 9,050) 0 0 0 9,050 9,050 9,050 9,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.6 0.0 91.0 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 17 19 18 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 490,237 COMMITMENTS 0 33,943 0 490,237 456,294 490,237 490,237 0 0 CHANGES FROM 08/20/13 (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 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 20 20 20 22 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 295,959 COMMITMENTS 0 8,617 0 295,959 287,342 295,959 295,959 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 10,605) 0 0 0 10,605 10,605 10,605 10,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 100.0 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 11 16 13 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 427,240 COMMITMENTS 0 9,920 0 427,240 417,320 427,240 427,240 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 25,320) 0 0 0 25,320 25,320 25,320 25,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 12 17 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,606 COMMITMENTS 507 120 125 22,487 22,626 23,119 22,871 487 735 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 455) 0 0 0 431 429 431 429 24 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.5 0.5 95.3 95.8 97.9 96.9 2.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 1 34 32 36 34 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,025 COMMITMENTS 225 379 148 14,483 14,022 14,856 14,549 169 476 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 379) 0 189 -170 542 358 372 377 7 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.5 1.0 96.4 93.3 98.9 96.8 1.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 29 21 31 24 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,138 COMMITMENTS 805 861 230 7,737 7,828 8,772 8,919 366 219 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 165) 0 75 -30 195 120 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 9.4 2.5 84.7 85.7 96.0 97.6 4.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 17 15 20 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,855,284 COMMITMENTS 471,493 126,363 620,317 660,743 1026734 1752553 1773414 102,731 81,870 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 19,917) 1,346 1,593 6,799 6,860 16,579 15,005 24,971 4,912 -5,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 6.8 33.4 35.6 55.3 94.5 95.6 5.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 139 82 144 90 111 299 288 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 164,358 COMMITMENTS 61,013 17,342 1,333 56,730 108,453 119,076 127,128 45,282 37,230 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,238) 1,129 1,239 -663 2,256 1,428 2,722 2,004 -484 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 10.6 0.8 34.5 66.0 72.4 77.3 27.6 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 5 4 17 18 26 24 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,580 COMMITMENTS 2,102 2,172 727 42,343 39,007 45,172 41,906 2,408 5,674 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -304) -256 300 66 -339 -882 -529 -516 225 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.6 1.5 89.0 82.0 94.9 88.1 5.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 3 15 14 20 17 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,553 COMMITMENTS 19,534 14,537 15,281 24,192 28,997 59,007 58,815 3,546 3,738 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,997) 1,633 875 720 606 1,811 2,959 3,406 38 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 23.2 24.4 38.7 46.4 94.3 94.0 5.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 8 12 14 13 27 28 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,753 COMMITMENTS 28,143 2,319 1,448 5,722 33,076 35,313 36,843 2,440 910 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,638) -275 -174 -623 -651 -884 -1,549 -1,681 -89 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.5 6.1 3.8 15.2 87.6 93.5 97.6 6.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 75 29 14 31 40 116 79 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,996 COMMITMENTS 44,432 6,701 2,231 15,001 55,644 61,664 64,576 5,332 2,420 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,286) 337 -1,448 -76 302 3,002 563 1,478 723 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 10.0 3.3 22.4 83.1 92.0 96.4 8.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 83 22 13 28 38 118 73 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,289 COMMITMENTS 97,628 43,299 24,399 131,516 195,447 253,543 263,145 23,746 14,144 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,272) 1,857 -2,170 1,681 -2,709 3,858 829 3,369 1,443 -1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 15.6 8.8 47.4 70.5 91.4 94.9 8.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 67 37 41 72 89 162 150 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,521 COMMITMENTS 8,879 0 623 3,209 10,400 12,711 11,023 3,810 5,498 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 417) 310 0 -8 25 320 327 312 90 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 0.0 3.8 19.4 63.0 76.9 66.7 23.1 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 0 4 7 14 14 18 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,288 COMMITMENTS 0 0 0 14,718 13,639 14,718 13,639 570 1,649 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 427) 0 0 0 592 104 592 104 -165 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 89.2 96.3 89.2 3.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 16 15 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 8,760 COMMITMENTS 0 150 150 6,437 6,685 6,587 6,985 2,173 1,775 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 1.7 73.5 76.3 75.2 79.7 24.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 17 16 18 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,235 COMMITMENTS 10,529 0 849 8,472 17,370 19,850 18,219 2,385 4,016 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 297) 595 0 -95 -178 -60 322 -155 -25 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 0.0 3.8 38.1 78.1 89.3 81.9 10.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 10 18 13 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,953 COMMITMENTS 4,528 9,845 1,386 8,834 3,692 14,748 14,923 205 30 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -46) -35 -209 45 -62 118 -52 -46 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 65.8 9.3 59.1 24.7 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 5 6 5 16 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,871 COMMITMENTS 937 1,736 158 6,679 5,728 7,774 7,622 97 249 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,260) 71 102 50 1,160 1,108 1,281 1,260 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 22.1 2.0 84.9 72.8 98.8 96.8 1.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 2 2 26 24 31 28 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 76,944 COMMITMENTS 1,047 3,157 350 75,094 73,429 76,491 76,936 453 8 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,354) 50 -100 -50 2,354 2,504 2,354 2,354 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.1 0.5 97.6 95.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 2 42 34 49 37 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,714 COMMITMENTS 2,976 0 158 7,526 10,526 10,660 10,684 54 30 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,099) 135 0 133 1,831 1,966 2,099 2,099 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 0.0 1.5 70.2 98.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 17 13 20 15 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,936 COMMITMENTS 986 215 0 52,915 53,706 53,901 53,921 35 15 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -785) -10 0 0 -715 -800 -725 -800 -60 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.4 0.0 98.1 99.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 0 33 23 36 25 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,139 COMMITMENTS 700 3,394 75 11,214 8,445 11,989 11,914 150 225 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 200) -25 -25 25 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 28.0 0.6 92.4 69.6 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 3 25 22 30 27 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,764 COMMITMENTS 1,067 1,166 168 4,445 4,400 5,680 5,734 84 30 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 257) 161 0 0 72 257 233 257 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 20.2 2.9 77.1 76.3 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 12 12 15 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,025 COMMITMENTS 1,545 4,801 1,289 30,877 27,785 33,711 33,875 314 150 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 545) 0 856 -51 731 -266 680 539 -135 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 14.1 3.8 90.7 81.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 8 5 41 40 47 51 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,124 COMMITMENTS 802 1,158 423 10,749 10,456 11,974 12,037 150 87 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 9) 0 80 0 -51 -41 -51 39 60 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 9.6 3.5 88.7 86.2 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 5 4 28 33 33 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,337 COMMITMENTS 385 100 70 1,627 1,957 2,082 2,127 255 210 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 300) 270 0 -40 110 330 340 290 -40 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 4.3 3.0 69.6 83.7 89.1 91.0 10.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 21 19 26 22 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,626 COMMITMENTS 4,095 300 845 11,236 15,121 16,176 16,266 450 360 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 414) 0 0 0 474 474 474 474 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 1.8 5.1 67.6 90.9 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 13 12 17 15 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,627 COMMITMENTS 3,272 1,208 202 21,344 20,275 24,818 21,685 809 3,942 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 982) 0 -176 1 1,131 861 1,132 686 -150 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 4.7 0.8 83.3 79.1 96.8 84.6 3.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 3 25 29 30 32
Updated August 30, 2013