IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 173,150 COMMITMENTS 18,244 5,195 5,615 149,286 162,340 173,145 173,150 5 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -500) 100 -50 0 -600 -450 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 3.0 3.2 86.2 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 6 9 7 16 15 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,923 COMMITMENTS 6,728 1,258 870 40,211 45,728 47,809 47,856 114 67 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,227) 320 305 221 1,662 1,688 2,203 2,214 24 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 2.6 1.8 83.9 95.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 4 4 39 45 44 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,309 COMMITMENTS 50 255 30 11,138 10,989 11,218 11,274 91 35 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 261) 0 130 0 246 131 246 261 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.3 0.3 98.5 97.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 20 28 21 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,848 COMMITMENTS 295 210 248 8,509 8,484 9,052 8,942 796 906 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 704) 94 0 -30 775 857 839 827 -135 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.1 2.5 86.4 86.1 91.9 90.8 8.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 6 33 36 39 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,240 COMMITMENTS 474 603 261 5,670 5,632 6,405 6,496 835 744 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 332) 100 40 31 197 312 328 383 4 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 8.3 3.6 78.3 77.8 88.5 89.7 11.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 4 7 42 46 49 56 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,382 COMMITMENTS 24 0 155 2,476 2,770 2,655 2,925 727 457 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -44) -55 0 0 11 -98 -44 -98 0 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 4.6 73.2 81.9 78.5 86.5 21.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 15 19 16 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,710 COMMITMENTS 135 200 10 1,840 1,789 1,985 1,999 725 711 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 167) 45 25 0 145 85 190 110 -23 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 7.4 0.4 67.9 66.0 73.2 73.8 26.8 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 14 13 16 15 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,995 COMMITMENTS 161 200 382 4,778 5,045 5,321 5,627 674 368 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 347) 26 6 9 177 323 212 338 135 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.3 6.4 79.7 84.2 88.8 93.9 11.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 3 6 42 42 49 48 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,158 COMMITMENTS 0 216 0 7,068 6,942 7,068 7,158 90 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 450) 0 -5 0 450 455 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.7 97.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 13 18 14 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,460 COMMITMENTS 347 184 123 9,667 9,939 10,137 10,246 323 214 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 85) 45 -10 0 8 111 53 101 32 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.8 1.2 92.4 95.0 96.9 98.0 3.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 1 30 27 35 32 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,887 COMMITMENTS 775 200 260 3,792 4,337 4,827 4,797 60 90 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 135) 120 40 -40 90 143 170 143 -35 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 4.1 5.3 77.6 88.7 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 3 26 23 32 29 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,565 COMMITMENTS 0 7,584 333 29,982 22,456 30,315 30,373 250 192 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,089) 0 250 50 1,039 789 1,089 1,089 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.8 1.1 98.1 73.5 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 2 31 20 33 22 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,609 COMMITMENTS 330 997 82 4,521 4,298 4,933 5,377 676 232 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 155) -10 -70 30 105 185 125 145 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 17.8 1.5 80.6 76.6 87.9 95.9 12.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 3 25 21 30 25 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 291,802 COMMITMENTS 44,933 68,303 39,958 165,787 156,621 250,678 264,882 41,124 26,920 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -16,174) 3,861 -6,585 -3,257 -20,439 -3,093 -19,835 -12,935 3,661 -3,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 23.4 13.7 56.8 53.7 85.9 90.8 14.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 35 34 40 69 75 130 126 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,240,883 COMMITMENTS 277,713 439,908 449,691 452,326 313,053 1179730 1202652 61,153 38,231 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -38,178) -9,771 -15,867 -10,182 -16,379 -4,775 -36,332 -30,824 -1,846 -7,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 35.5 36.2 36.5 25.2 95.1 96.9 4.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 87 99 118 71 60 239 213 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 419,038 COMMITMENTS 109,899 93,463 90,062 212,576 233,399 412,537 416,924 6,501 2,114 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 12,374) 7,365 13,068 -1,700 6,902 1,630 12,567 12,998 -193 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 22.3 21.5 50.7 55.7 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 26 10 33 34 32 75 65 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,552,533 COMMITMENTS 935,019 109,796 632,376 946,621 1777807 2514016 2519979 38,517 32,554 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 13,326) 13,077 11,534 -16,832 21,226 12,917 17,471 7,619 -4,145 5,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 4.3 24.8 37.1 69.6 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 33 19 42 81 74 129 122 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 757,267 COMMITMENTS 66,952 175,427 152,376 530,858 423,266 750,186 751,069 7,081 6,198 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -98,448) 10,431 -48,430 -40,031 -71,025 -11,113 -100,625 -99,574 2,177 1,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 23.2 20.1 70.1 55.9 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 10 25 24 35 32 61 65 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,258 COMMITMENTS 1,265 1,649 1,840 8,116 7,365 11,221 10,854 37 404 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -395) -60 0 195 -530 -590 -395 -395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 14.6 16.3 72.1 65.4 99.7 96.4 0.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 15 13 17 16 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 82,925 COMMITMENTS 37,053 17,439 17,959 27,190 46,755 82,202 82,153 723 772 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,417) 1,193 1,430 -353 532 275 1,372 1,352 45 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 21.0 21.7 32.8 56.4 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 23 17 29 15 15 52 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,804 COMMITMENTS 5,778 18,014 3,351 24,317 11,696 33,446 33,061 358 743 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -195) 195 -365 70 -530 95 -265 -200 70 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 53.3 9.9 71.9 34.6 98.9 97.8 1.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 20 20 12 11 33 38 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,825 COMMITMENTS 1,929 652 2,951 30,505 31,954 35,385 35,557 440 268 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,009) -286 -122 -616 4,853 4,617 3,951 3,879 58 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.8 8.2 85.2 89.2 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 10 7 6 42 52 55 63 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,315 COMMITMENTS 164 91 14 1,715 1,642 1,893 1,747 422 568 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 45) 35 21 14 124 79 173 114 -128 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 3.9 0.6 74.1 70.9 81.8 75.5 18.2 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 21 21 24 23 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,443 COMMITMENTS 238 0 61 818 902 1,117 963 326 480 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 74) 50 0 0 25 96 75 96 -1 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.0 4.2 56.7 62.5 77.4 66.7 22.6 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 3 16 18 20 21 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,864 COMMITMENTS 454 131 76 3,231 3,565 3,761 3,772 103 92 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 342) 40 46 0 372 345 412 391 -70 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 3.4 2.0 83.6 92.3 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 3 32 36 38 41 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,917 COMMITMENTS 1,000 1,766 374 34,924 34,132 36,298 36,272 619 645 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 422) 280 0 0 422 422 702 422 -280 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.8 1.0 94.6 92.5 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 29 30 33 32 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,515 COMMITMENTS 441 84 255 8,778 9,990 9,474 10,329 1,041 186 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.8 2.4 83.5 95.0 90.1 98.2 9.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 11 14 12 16 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,087 COMMITMENTS 1,488 0 468 4,435 6,299 6,391 6,767 696 320 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 0.0 6.6 62.6 88.9 90.2 95.5 9.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 15 14 18 16 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 8,109 COMMITMENTS 1,196 80 284 5,745 6,996 7,225 7,360 884 749 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -10) 0 0 0 -10 -10 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 1.0 3.5 70.8 86.3 89.1 90.8 10.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 17 17 18 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,522 COMMITMENTS 0 734 1,176 8,500 8,460 9,676 10,370 1,846 1,152 CHANGES FROM 11/19/13 (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 10.2 73.8 73.4 84.0 90.0 16.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 20 17 22 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,898 COMMITMENTS 955 1,055 0 26,432 26,822 27,387 27,877 511 21 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 63) 0 0 0 63 127 63 127 0 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.8 0.0 94.7 96.1 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 17 13 18 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 603,021 COMMITMENTS 4,680 4,680 0 598,341 598,341 603,021 603,021 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,896) 0 0 0 4,896 4,896 4,896 4,896 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.0 99.2 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 22 12 23 13 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,202 COMMITMENTS 1,572 0 0 12,333 13,905 13,905 13,905 297 297 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 63) 0 0 0 63 63 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 0.0 86.8 97.9 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 12 14 12 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 183,534 COMMITMENTS 16,634 0 0 166,900 183,534 183,534 183,534 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 90.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 12 11 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,868 COMMITMENTS 0 0 0 51,358 51,614 51,358 51,614 510 254 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,550) 0 0 0 2,550 2,550 2,550 2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 99.5 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 12 18 12 18 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 799,199 COMMITMENTS 0 0 0 799,199 799,199 799,199 799,199 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 46,800) 0 0 0 46,800 46,800 46,800 46,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 18 16 18 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 100,448 COMMITMENTS 9,625 1,435 2,805 88,018 96,167 100,448 100,407 0 41 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,105) -771 0 -123 1,999 1,228 1,105 1,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 1.4 2.8 87.6 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 2 28 24 30 28 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,811,486 COMMITMENTS 534 184,060 29,301 1781651 1598125 1811486 1811486 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,720) 0 -1,618 0 -3,720 -2,102 -3,720 -3,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 1.6 98.4 88.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 2 28 26 30 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,352 COMMITMENTS 0 9,180 1,705 27,647 18,171 29,352 29,056 0 296 CHANGES FROM 11/19/13 (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 31.3 5.8 94.2 61.9 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 3 19 16 22 19 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,416 COMMITMENTS 126 4,735 1,280 57,010 52,401 58,416 58,416 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.1 2.2 97.6 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 17 17 19 18 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,116 COMMITMENTS 3,308 0 3,330 53,478 56,786 60,116 60,116 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 762) -123 0 0 885 762 762 762 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 5.5 89.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 24 21 26 23 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,723 COMMITMENTS 1,936 0 2,048 41,484 43,420 45,468 45,468 255 255 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 -1,020 0 0 1,020 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 4.5 90.7 95.0 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 19 22 20 23 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,503 COMMITMENTS 0 100 105 58,357 58,298 58,462 58,503 41 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 546) -1,275 0 0 1,821 546 546 546 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.2 99.8 99.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 26 23 27 24 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,041 COMMITMENTS 0 1,280 0 22,959 21,612 22,959 22,892 82 149 CHANGES FROM 11/19/13 (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 5.6 0.0 99.6 93.8 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 14 17 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 368,330 COMMITMENTS 24,878 3,420 43,740 299,712 321,170 368,330 368,330 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,070) 0 0 0 4,070 4,070 4,070 4,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.9 11.9 81.4 87.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 18 18 21 20 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,415 COMMITMENTS 0 12,129 48,016 843,399 831,270 891,415 891,415 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,264) 0 0 0 3,264 3,264 3,264 3,264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 5.4 94.6 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 21 20 22 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,259,304 COMMITMENTS 181,321 0 47,842 1030141 1211462 1259304 1259304 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 16,080) -1,618 0 0 17,698 16,080 16,080 16,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.0 3.8 81.8 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 22 17 24 19 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 663,740 COMMITMENTS 132,076 0 408 531,256 663,332 663,740 663,740 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 -28,080 0 0 28,080 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 0.0 0.1 80.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 19 18 20 19 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 672,986 COMMITMENTS 0 12,944 0 672,986 660,042 672,986 672,986 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 -3,111 0 0 3,111 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 24 21 24 22 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 344,879 COMMITMENTS 25,422 2,703 1,618 317,839 340,558 344,879 344,879 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.8 0.5 92.2 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 13 9 15 11 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 454,880 COMMITMENTS 0 8,720 0 454,880 446,160 454,880 454,880 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 31,256) 0 0 0 31,256 31,256 31,256 31,256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 14 16 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,116 COMMITMENTS 570 0 567 21,738 22,160 22,875 22,727 241 389 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,869) 25 0 462 1,380 1,409 1,867 1,871 2 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 2.5 94.0 95.9 99.0 98.3 1.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 0 4 39 35 45 39 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,944 COMMITMENTS 149 1,275 120 15,455 14,216 15,724 15,611 220 333 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 467) 0 0 0 427 467 427 467 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 8.0 0.8 96.9 89.2 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 1 31 26 33 30 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,429 COMMITMENTS 110 769 42 6,002 5,239 6,154 6,050 275 379 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 111) 0 -4 0 111 115 111 111 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 12.0 0.7 93.4 81.5 95.7 94.1 4.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 17 12 19 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,636,454 COMMITMENTS 439,091 131,552 517,266 599,534 909,832 1555891 1558650 80,563 77,804 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 15,813) 8,049 13,670 14,917 -9,316 -14,707 13,650 13,880 2,163 1,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 8.0 31.6 36.6 55.6 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 107 81 125 81 97 251 252 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,546 COMMITMENTS 62,012 18,456 556 64,453 113,558 127,021 132,570 32,525 26,976 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,605) 463 -192 0 387 1,416 850 1,224 755 381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 11.6 0.3 40.4 71.2 79.6 83.1 20.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 5 19 20 27 28 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,275 COMMITMENTS 16,209 14,847 16,769 16,833 14,894 49,811 46,510 3,464 6,765 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,501) 1,140 310 1,897 -832 -13 2,205 2,194 296 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 27.9 31.5 31.6 28.0 93.5 87.3 6.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 11 15 13 14 28 33 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,338 COMMITMENTS 25,349 3,124 1,017 7,969 31,074 34,335 35,215 2,003 1,123 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -1,814) -2,308 -206 -898 1,467 -805 -1,739 -1,909 -75 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.8 8.6 2.8 21.9 85.5 94.5 96.9 5.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 76 33 17 30 34 117 77 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 61,034 COMMITMENTS 41,072 14,353 1,407 13,586 41,820 56,065 57,580 4,969 3,454 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,463) -440 5,427 276 2,230 -3,516 2,066 2,187 397 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 23.5 2.3 22.3 68.5 91.9 94.3 8.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 79 44 15 31 30 119 86 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,029 COMMITMENTS 79,079 32,314 28,045 110,176 162,264 217,300 222,623 19,729 14,406 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -16,791) 1,968 -1,539 -2,716 -17,676 -10,715 -18,424 -14,970 1,633 -1,821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 13.6 11.8 46.5 68.5 91.7 93.9 8.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 62 34 51 74 90 161 157 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,801 COMMITMENTS 3,977 507 1,117 5,621 7,945 10,715 9,569 3,086 4,232 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 791) 348 -133 54 1,324 554 1,726 475 -935 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 3.7 8.1 40.7 57.6 77.6 69.3 22.4 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 3 6 15 14 23 21 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,119 COMMITMENTS 0 300 0 15,040 13,489 15,040 13,789 1,079 2,330 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 445) 0 300 0 439 993 439 1,293 6 -848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 93.3 83.7 93.3 85.5 6.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 18 15 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 14,303 COMMITMENTS 0 150 0 13,456 12,757 13,456 12,907 847 1,396 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,909) 0 150 0 3,084 2,334 3,084 2,484 -175 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 94.1 89.2 94.1 90.2 5.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 21 21 21 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,540 COMMITMENTS 9,156 1,564 174 6,985 14,389 16,315 16,127 2,225 2,413 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 76) -98 125 99 -56 -48 -55 176 131 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 8.4 0.9 37.7 77.6 88.0 87.0 12.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 15 17 17 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,609 COMMITMENTS 3,713 3,764 3,489 7,284 7,328 14,486 14,581 123 28 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 203) -450 -133 283 311 40 144 190 59 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 25.8 23.9 49.9 50.2 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 3 7 8 5 19 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,050 COMMITMENTS 1,098 836 750 6,142 6,292 7,990 7,878 60 172 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 255) 300 0 -150 105 405 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 10.4 9.3 76.3 78.2 99.3 97.9 0.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 4 23 26 30 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,186 COMMITMENTS 7,082 1,196 1,100 65,442 71,437 73,624 73,733 562 453 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,541) 0 -250 -50 4,591 4,796 4,541 4,496 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.6 1.5 88.2 96.3 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 5 2 41 38 50 43 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,226 COMMITMENTS 1,854 0 43 10,221 12,123 12,118 12,166 108 60 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 435) 75 0 0 360 435 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.0 0.4 83.6 99.2 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 13 12 16 13 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,392 COMMITMENTS 643 5,410 615 49,113 44,367 50,371 50,392 21 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,666) -25 0 0 1,691 1,666 1,666 1,666 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 10.7 1.2 97.5 88.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 33 20 36 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,761 COMMITMENTS 565 1,476 35 9,971 9,025 10,571 10,536 190 225 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -75) 0 -25 -25 -50 -25 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 13.7 0.3 92.7 83.9 98.2 97.9 1.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 2 23 23 27 29 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,232 COMMITMENTS 2,047 4,214 1,325 28,538 26,367 31,910 31,906 322 326 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -271) -132 -722 96 -255 955 -291 329 20 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 13.1 4.1 88.5 81.8 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 9 5 43 36 52 47 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,094 COMMITMENTS 364 435 0 5,538 5,162 5,902 5,597 192 497 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -45 0 -45 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 7.1 0.0 90.9 84.7 96.8 91.8 3.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 11 14 13 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,933 COMMITMENTS 300 12 203 1,250 1,718 1,753 1,933 180 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 0.6 10.5 64.7 88.9 90.7 100.0 9.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 10 10 14 12 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,848 COMMITMENTS 104 874 262 11,392 10,456 11,758 11,592 90 256 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 357) -250 45 36 571 246 357 327 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 7.4 2.2 96.2 88.3 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 5 4 28 34 32 41 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 3,461 COMMITMENTS 946 250 315 2,140 2,726 3,401 3,291 60 170 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 190) -10 85 40 150 35 180 160 10 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 7.2 9.1 61.8 78.8 98.3 95.1 1.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 5 7 26 26 38 35 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,841 COMMITMENTS 4,050 300 1,310 16,893 20,751 22,253 22,361 588 480 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 480) 0 0 0 480 480 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 1.3 5.7 74.0 90.8 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 14 18 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,441 COMMITMENTS 2,190 1,098 255 22,681 23,049 25,126 24,402 4,315 5,039 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,207) 167 81 0 1,088 102 1,255 183 -48 1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 3.7 0.9 77.0 78.3 85.3 82.9 14.7 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 22 19 24
Updated December 2, 2013