IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 124,660 COMMITMENTS 23,231 2,818 410 101,019 121,432 124,660 124,660 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 124) -11 -1 1 135 125 125 125 -1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 2.3 0.3 81.0 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 1 5 10 7 17 13 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,568 COMMITMENTS 6,522 987 1,135 35,576 41,402 43,233 43,524 335 44 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 1,619) 92 28 67 1,460 1,524 1,619 1,619 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 2.3 2.6 81.7 95.0 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 5 5 37 43 42 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,462 COMMITMENTS 53 240 27 9,328 9,195 9,408 9,462 54 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 291) 0 -10 0 269 301 269 291 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.5 0.3 98.6 97.2 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 20 26 21 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,656 COMMITMENTS 391 270 193 8,407 8,331 8,991 8,794 665 862 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 345) 61 25 -60 454 456 455 421 -110 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.8 2.0 87.1 86.3 93.1 91.1 6.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 4 33 33 38 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,593 COMMITMENTS 595 90 61 4,150 4,463 4,806 4,614 787 979 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 152) 131 35 -25 87 171 193 181 -41 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 1.6 1.1 74.2 79.8 85.9 82.5 14.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 2 32 37 37 41 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,891 COMMITMENTS 243 126 293 4,773 5,052 5,309 5,471 582 420 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 278) 77 25 -30 206 236 253 231 25 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.1 5.0 81.0 85.8 90.1 92.9 9.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 3 4 40 39 44 45 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,703 COMMITMENTS 0 115 0 7,448 7,573 7,448 7,688 255 15 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 845) 0 55 0 845 790 845 845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 96.7 98.3 96.7 99.8 3.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 15 19 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,881 COMMITMENTS 330 240 139 9,189 9,385 9,658 9,764 223 117 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 174) 14 -10 10 170 174 194 174 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.4 1.4 93.0 95.0 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 5 3 33 32 40 39 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,559 COMMITMENTS 307 320 110 3,062 2,989 3,479 3,419 80 140 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 195) 90 55 0 135 160 225 215 -30 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 9.0 3.1 86.0 84.0 97.8 96.1 2.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 3 2 26 26 32 30 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,782 COMMITMENTS 0 7,250 333 28,204 21,007 28,537 28,590 245 192 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 248) 0 75 0 248 173 248 248 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.2 1.2 98.0 73.0 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 2 31 21 33 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,427 COMMITMENTS 307 974 52 4,460 4,184 4,819 5,210 608 217 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 416) -30 -48 10 459 439 439 401 -23 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 17.9 1.0 82.2 77.1 88.8 96.0 11.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 3 26 19 31 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 287,995 COMMITMENTS 48,118 67,046 32,748 165,202 163,695 246,068 263,489 41,927 24,506 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -4,026) -2,661 -2,510 -3,304 -1,819 2,694 -7,784 -3,120 3,758 -906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 23.3 11.4 57.4 56.8 85.4 91.5 14.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 33 31 35 66 72 123 118 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,294,536 COMMITMENTS 330,899 443,212 458,076 431,145 365,577 1220120 1266865 74,416 27,671 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -26,947) -4,407 -23,458 10,615 -32,609 -15,205 -26,401 -28,048 -546 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 34.2 35.4 33.3 28.2 94.3 97.9 5.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 131 88 122 69 60 276 206 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 461,002 COMMITMENTS 164,746 128,234 84,391 207,462 241,771 456,599 454,396 4,403 6,606 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 9,946) 11,100 572 35 -1,160 4,850 9,975 5,457 -29 4,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 27.8 18.3 45.0 52.4 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 26 9 31 34 34 73 65 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 68,443 COMMITMENTS 7,163 29,289 10,996 44,876 24,727 63,035 65,012 5,408 3,431 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 13,531) 2,372 4,874 5,049 6,129 4,801 13,550 14,724 -19 -1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 42.8 16.1 65.6 36.1 92.1 95.0 7.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 8 11 12 12 26 25 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,598,427 COMMITMENTS 965,775 78,033 643,108 933,543 1836500 2542426 2557641 56,001 40,786 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 102,311) -4,921 -10,559 45,304 47,373 67,780 87,756 102,525 14,555 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 3.0 24.7 35.9 70.7 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 35 13 42 75 72 123 116 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 854,410 COMMITMENTS 35,702 249,275 170,210 643,232 429,904 849,144 849,389 5,266 5,021 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 26,677) 1,671 9,190 12,387 14,475 6,317 28,533 27,894 -1,856 -1,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 29.2 19.9 75.3 50.3 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 34 30 37 37 71 79 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 78,776 COMMITMENTS 38,427 16,090 16,295 23,309 45,776 78,031 78,161 745 615 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -545) -11 -2,113 308 -911 1,275 -614 -530 69 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 20.4 20.7 29.6 58.1 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 21 16 30 15 16 52 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,900 COMMITMENTS 7,722 18,539 3,491 22,436 10,960 33,649 32,990 251 910 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 395) 450 605 -45 -10 -60 395 500 0 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 54.7 10.3 66.2 32.3 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 17 18 13 10 34 35 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,173 COMMITMENTS 2,492 1,010 1,607 29,672 31,215 33,771 33,832 402 341 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 31) 386 160 -473 227 369 140 56 -109 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 3.0 4.7 86.8 91.3 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 10 6 5 44 48 55 58 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,889 COMMITMENTS 19 113 90 1,160 1,061 1,269 1,264 620 625 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 128) 8 31 -15 213 156 206 172 -78 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.0 4.8 61.4 56.2 67.2 66.9 32.8 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 18 17 19 20 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,852 COMMITMENTS 471 416 50 3,080 3,139 3,601 3,605 251 247 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 332) 160 25 -10 232 242 382 257 -50 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 10.8 1.3 80.0 81.5 93.5 93.6 6.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 6 3 26 29 32 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,531 COMMITMENTS 816 2,508 152 22,013 20,058 22,981 22,718 550 813 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -11,362) 336 276 0 -11,362 -11,878 -11,026 -11,602 -336 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 10.7 0.6 93.5 85.2 97.7 96.5 2.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 27 28 30 30 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,078 COMMITMENTS 361 84 255 9,653 10,676 10,269 11,015 809 63 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.8 2.3 87.1 96.4 92.7 99.4 7.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 10 16 11 18 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 7,437 COMMITMENTS 1,198 40 262 5,099 6,439 6,559 6,741 878 696 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.5 3.5 68.6 86.6 88.2 90.6 11.8 9.4 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 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,959 COMMITMENTS 0 728 1,162 8,874 8,852 10,036 10,742 1,923 1,217 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 48) 0 0 0 -160 -156 -160 -156 208 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 9.7 74.2 74.0 83.9 89.8 16.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 20 19 22 21 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,790 COMMITMENTS 955 955 0 24,324 24,814 25,279 25,769 511 21 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 3.7 0.0 94.3 96.2 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 14 18 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 556,863 COMMITMENTS 4,680 4,680 0 552,183 552,183 556,863 556,863 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.0 99.2 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 21 13 22 14 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,568 COMMITMENTS 1,358 0 0 9,933 11,291 11,291 11,291 277 277 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 66) 66 0 0 0 66 66 66 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 0.0 85.9 97.6 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 11 13 11 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 139,682 COMMITMENTS 15,288 0 0 124,394 139,682 139,682 139,682 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 2,664) 2,664 0 0 0 2,664 2,664 2,664 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 0.0 89.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 11 11 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,428 COMMITMENTS 0 0 0 49,173 49,174 49,173 49,174 255 254 CHANGES FROM 12/17/13 (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 99.5 99.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 18 14 18 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 762,438 COMMITMENTS 0 0 0 762,438 762,438 762,438 762,438 0 0 CHANGES FROM 12/17/13 (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 18 17 18 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 104,628 COMMITMENTS 8,925 1,335 2,805 92,898 100,467 104,628 104,607 0 21 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -525) 0 0 0 -525 -525 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 1.3 2.7 88.8 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 2 27 24 29 28 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,800,861 COMMITMENTS 133 199,360 29,301 1771427 1572200 1800861 1800861 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 41,589) 0 0 0 41,589 41,589 41,589 41,589 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 1.6 98.4 87.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 2 29 26 31 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,021 COMMITMENTS 42 9,382 1,343 27,636 17,999 29,021 28,724 0 297 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 2,384) 0 0 0 2,384 2,384 2,384 2,384 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 32.3 4.6 95.2 62.0 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 19 15 21 18 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,402 COMMITMENTS 126 4,495 1,280 57,996 53,627 59,402 59,402 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 2,385) 0 0 0 2,385 2,385 2,385 2,385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.6 2.2 97.6 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 18 18 20 19 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,621 COMMITMENTS 3,668 0 2,970 52,983 56,651 59,621 59,621 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 5.0 88.9 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 2 25 20 27 22 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,898 COMMITMENTS 2,621 0 2,048 45,974 48,595 50,643 50,643 255 255 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 4.0 90.3 95.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 20 22 21 23 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,324 COMMITMENTS 0 0 105 57,198 57,219 57,303 57,324 21 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 126) 0 0 0 126 126 126 126 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.2 99.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 1 25 23 26 24 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,241 COMMITMENTS 0 1,280 0 22,199 20,812 22,199 22,092 42 149 CHANGES FROM 12/17/13 (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 5.8 0.0 99.8 93.6 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 14 15 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 388,132 COMMITMENTS 41,381 11,440 35,720 311,031 340,972 388,132 388,132 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 43,504) 0 0 0 43,504 43,504 43,504 43,504 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 2.9 9.2 80.1 87.8 100.0 100.0 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 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 870,280 COMMITMENTS 0 5,312 48,016 822,264 816,952 870,280 870,280 0 0 CHANGES FROM 12/17/13 (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 0.6 5.5 94.5 93.9 100.0 100.0 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 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,247,679 COMMITMENTS 205,443 0 47,040 995,196 1200639 1247679 1247679 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.0 3.8 79.8 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 24 16 26 17 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 699,077 COMMITMENTS 160,160 0 408 538,509 698,669 699,077 699,077 0 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 0.0 0.1 77.0 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 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 641,307 COMMITMENTS 0 6,528 0 641,307 634,779 641,307 641,307 0 0 CHANGES FROM 12/17/13 (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 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 23 20 23 21 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 335,255 COMMITMENTS 26,224 2,703 816 308,215 331,736 335,255 335,255 0 0 CHANGES FROM 12/17/13 (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 0.8 0.2 91.9 99.0 100.0 100.0 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 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 425,120 COMMITMENTS 0 6,720 0 425,120 418,400 425,120 425,120 0 0 CHANGES FROM 12/17/13 (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 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 14 16 15 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,494 COMMITMENTS 250 0 0 2,093 1,978 2,343 1,978 151 516 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 83.9 79.3 93.9 79.3 6.1 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 9 13 9 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,093 COMMITMENTS 377 136 699 20,809 20,985 21,885 21,820 208 273 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 534) -89 0 -53 657 578 515 525 19 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.6 3.2 94.2 95.0 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 2 4 39 35 44 40 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,087 COMMITMENTS 217 975 117 14,596 13,607 14,930 14,699 157 388 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 313) -21 25 15 328 189 322 229 -9 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 6.5 0.8 96.7 90.2 99.0 97.4 1.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 1 31 29 34 33 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,541 COMMITMENTS 20 469 82 5,264 4,594 5,366 5,145 175 396 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 61) 0 -20 15 46 117 61 112 0 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.5 1.5 95.0 82.9 96.8 92.9 3.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 20 14 22 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,598,935 COMMITMENTS 458,206 105,441 497,046 560,983 925,531 1516235 1528018 82,700 70,917 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -30,759) 1,238 -4,827 -24,673 -11,428 3,145 -34,863 -26,355 4,104 -4,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 6.6 31.1 35.1 57.9 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 109 62 125 77 97 246 239 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 162,991 COMMITMENTS 65,260 18,540 745 65,016 115,427 131,021 134,712 31,970 28,279 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 5,844) 2,906 1,195 435 2,618 5,332 5,959 6,962 -115 -1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 11.4 0.5 39.9 70.8 80.4 82.6 19.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 6 4 18 21 25 28 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,374 COMMITMENTS 14,303 14,580 21,673 16,274 13,300 52,250 49,553 2,124 4,821 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 1,011) 188 412 534 410 843 1,132 1,789 -121 -778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 26.8 39.9 29.9 24.5 96.1 91.1 3.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 10 12 13 12 26 27 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,603 COMMITMENTS 0 0 0 15,573 15,603 15,573 15,603 30 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 135) 0 0 0 135 135 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 16 14 16 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,782 COMMITMENTS 22,705 5,520 1,093 11,831 29,982 35,629 36,595 2,153 1,187 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 993) -1,395 1,875 54 2,160 -1,069 819 860 174 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 14.6 2.9 31.3 79.4 94.3 96.9 5.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 74 38 11 32 26 115 71 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,199 COMMITMENTS 41,667 20,512 904 16,591 38,876 59,162 60,292 5,037 3,907 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -12) -1,172 1,129 129 876 -1,741 -167 -483 155 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 32.0 1.4 25.8 60.6 92.2 93.9 7.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 86 48 12 32 30 123 85 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 254,637 COMMITMENTS 87,652 32,255 30,224 112,338 177,991 230,214 240,470 24,423 14,167 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 3,527) 6,871 -814 895 -7,349 3,345 417 3,426 3,110 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 12.7 11.9 44.1 69.9 90.4 94.4 9.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 67 38 51 77 86 171 154 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,790 COMMITMENTS 0 300 0 14,567 12,860 14,567 13,160 1,223 2,630 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 515 500 515 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 92.3 81.4 92.3 83.3 7.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 12 16 12 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 14,942 COMMITMENTS 0 700 0 13,671 13,472 13,671 14,172 1,271 770 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 288) 0 100 0 188 138 188 238 100 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.0 91.5 90.2 91.5 94.8 8.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 20 19 20 21 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,681 COMMITMENTS 6,833 2,572 655 7,329 11,965 14,817 15,192 2,864 2,489 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 1,241) 600 300 124 317 692 1,041 1,116 200 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 14.5 3.7 41.5 67.7 83.8 85.9 16.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 13 14 15 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,440 COMMITMENTS 1,161 773 450 6,799 7,066 8,410 8,289 30 151 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 471) 171 144 50 250 277 471 471 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 9.2 5.3 80.6 83.7 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 4 28 30 33 38 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 72,780 COMMITMENTS 6,954 2,650 50 65,123 69,687 72,127 72,387 653 393 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 779) 105 150 0 674 629 779 779 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 3.6 0.1 89.5 95.8 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 7 1 38 37 44 44 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,364 COMMITMENTS 2,957 25 173 9,047 12,075 12,177 12,273 187 91 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 380) 215 0 150 15 230 380 380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 0.2 1.4 73.2 97.7 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 12 14 16 16 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,297 COMMITMENTS 611 6,025 375 45,293 39,897 46,279 46,297 18 0 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 877) 0 75 0 877 802 877 877 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 13.0 0.8 97.8 86.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 32 21 35 24 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,203 COMMITMENTS 465 1,033 35 8,528 7,910 9,028 8,978 175 225 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 11.2 0.4 92.7 86.0 98.1 97.6 1.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 22 21 27 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,604 COMMITMENTS 2,255 4,310 1,135 24,708 22,847 28,098 28,292 506 312 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 832) 0 549 0 832 283 832 832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 15.1 4.0 86.4 79.9 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 9 4 42 35 51 45 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,202 COMMITMENTS 296 225 0 4,872 4,508 5,168 4,733 34 469 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 32) 0 0 0 32 32 32 32 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 4.3 0.0 93.7 86.7 99.3 91.0 0.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 11 14 12 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,235 COMMITMENTS 545 706 410 11,195 10,856 12,150 11,972 85 263 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 75) 300 0 -51 -174 126 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.8 3.4 91.5 88.7 99.3 97.9 0.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 5 25 32 31 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,972 COMMITMENTS 912 500 185 1,780 2,182 2,877 2,867 95 105 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 215) 70 140 20 135 55 225 215 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 16.8 6.2 59.9 73.4 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 6 6 21 20 32 29 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,990 COMMITMENTS 4,035 300 1,417 16,968 20,793 22,420 22,510 570 480 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 924) 0 0 72 852 852 924 924 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 1.3 6.2 73.8 90.4 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 4 14 14 19 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,658 COMMITMENTS 1,816 804 422 22,033 23,513 24,271 24,739 4,387 3,919 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 831) 100 0 0 1,619 777 1,719 777 -888 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.8 1.5 76.9 82.0 84.7 86.3 15.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 17 23 18 25
Updated December 30, 2013