GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,771 COMMITMENTS 1,880 888 970 37,627 38,903 40,477 40,761 294 10 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,732) 1,215 -33 -1,136 -6,793 -5,573 -6,714 -6,742 -18 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 2.2 2.4 92.3 95.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 1 36 45 38 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,293 COMMITMENTS 0 0 0 14,072 14,119 14,072 14,119 221 174 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,774) 0 0 0 -2,780 -2,783 -2,780 -2,783 6 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.5 98.8 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 23 21 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,093 COMMITMENTS 51 514 598 11,062 10,616 11,711 11,728 1,382 1,365 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,921) -179 -248 -52 -2,936 -2,879 -3,167 -3,179 246 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.9 4.6 84.5 81.1 89.4 89.6 10.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 4 34 37 38 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,547 COMMITMENTS 570 164 234 5,152 5,610 5,956 6,008 591 539 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,132) 150 56 -369 -1,800 -1,792 -2,019 -2,105 -113 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 2.5 3.6 78.7 85.7 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 3 4 42 48 46 54 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,314 COMMITMENTS 60 569 522 5,115 4,926 5,697 6,017 617 297 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,932) -55 289 -384 -1,716 -1,925 -2,155 -2,020 223 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 9.0 8.3 81.0 78.0 90.2 95.3 9.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 24 23 26 26 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,049 COMMITMENTS 85 15 10 2,749 2,468 2,844 2,493 205 556 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -561) -50 -30 0 -448 -499 -498 -529 -63 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.5 0.3 90.2 80.9 93.3 81.8 6.7 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 23 23 25 24 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,873 COMMITMENTS 114 27 139 2,230 2,370 2,483 2,536 390 337 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -336) 64 -48 -13 -300 -176 -249 -237 -87 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.9 4.8 77.6 82.5 86.4 88.3 13.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 4 23 23 27 27 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,867 COMMITMENTS 0 0 0 7,747 7,847 7,747 7,847 120 20 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,870) 0 0 0 -2,865 -2,852 -2,865 -2,852 -5 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 17 24 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,692 COMMITMENTS 0 3,316 332 31,360 28,044 31,692 31,692 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1,224) 0 667 -493 1,737 1,050 1,244 1,224 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.5 1.0 99.0 88.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 28 23 29 24 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,430 COMMITMENTS 57,297 23,631 55,579 150,343 201,970 263,219 281,180 42,211 24,250 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 26,638) 3,689 398 2,422 17,090 24,302 23,200 27,122 3,438 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 7.7 18.2 49.2 66.1 86.2 92.1 13.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 42 30 38 68 80 137 128 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,210,568 COMMITMENTS 256,948 412,962 421,374 464,555 327,113 1142878 1161449 67,690 49,119 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 16,862) 12,262 4,482 2,371 4,555 6,469 19,188 13,322 -2,327 3,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 34.1 34.8 38.4 27.0 94.4 95.9 5.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 115 108 153 76 68 280 255 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,362,934 COMMITMENTS 83,459 28,764 432,101 842,709 899,030 1358269 1359894 4,665 3,040 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 49,210) 5,610 3,810 22,879 20,662 22,321 49,151 49,011 59 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 2.1 31.7 61.8 66.0 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 46 26 56 65 59 129 123 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 136,229 COMMITMENTS 46,693 48,039 26,525 59,839 58,385 133,057 132,949 3,172 3,281 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 3,450) 119 -730 1,701 1,440 2,381 3,260 3,352 190 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 35.3 19.5 43.9 42.9 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 8 13 21 22 41 36 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 52,782 COMMITMENTS 27,638 19,496 17,608 7,091 15,017 52,337 52,121 445 661 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 3,612) 2,434 2,563 1,129 9 -101 3,572 3,591 40 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.4 36.9 33.4 13.4 28.5 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 11 12 13 17 26 34 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,311,690 COMMITMENTS 528,478 37,058 649,411 1090899 1601817 2268788 2288286 42,902 23,404 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 47,040) 18,026 4,829 22,872 5,625 20,017 46,523 47,718 517 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 1.6 28.1 47.2 69.3 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 33 12 38 81 75 127 116 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 874,372 COMMITMENTS 49,470 161,819 189,023 626,852 517,060 865,345 867,902 9,027 6,470 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 36,189) 13,977 22,116 782 21,606 13,773 36,365 36,671 -176 -482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 18.5 21.6 71.7 59.1 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 25 26 35 35 68 68 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,170 COMMITMENTS 1,779 310 438 4,440 5,995 6,657 6,743 513 427 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -365) 40 0 -195 -145 -275 -300 -470 -65 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 4.3 6.1 61.9 83.6 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 4 9 12 15 16 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,034 COMMITMENTS 9,466 9,806 7,329 13,009 12,345 29,804 29,480 230 554 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,381) -399 -1,172 -428 -564 -85 -1,391 -1,685 10 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 32.6 24.4 43.3 41.1 99.2 98.2 0.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 11 20 12 13 33 36 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,665 COMMITMENTS 5,815 3,450 2,430 2,775 5,115 11,020 10,995 645 670 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,135) 315 -10 -905 -795 -265 -1,385 -1,180 250 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.8 29.6 20.8 23.8 43.8 94.5 94.3 5.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 10 12 7 10 20 25 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,230 COMMITMENTS 1,526 646 1,250 17,201 18,069 19,977 19,965 253 265 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,598) 262 29 314 -2,248 -1,959 -1,672 -1,616 74 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 3.2 6.2 85.0 89.3 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 7 7 31 32 42 41 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,782 COMMITMENTS 30 201 106 1,205 1,120 1,341 1,427 441 355 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,006) -136 -335 16 -1,020 -771 -1,140 -1,090 134 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 11.3 5.9 67.6 62.9 75.3 80.1 24.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 19 21 21 24 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 111,287 COMMITMENTS 3,799 2,041 9,388 95,771 98,528 108,957 109,957 2,330 1,330 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,719) 389 137 539 1,293 1,977 2,221 2,653 498 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 1.8 8.4 86.1 88.5 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 5 27 29 33 34 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,637 COMMITMENTS 2,985 208 1,320 13,310 16,325 17,615 17,853 1,022 784 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -691) 500 -86 -256 -893 -617 -649 -959 -42 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 1.1 7.1 71.4 87.6 94.5 95.8 5.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 18 14 21 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,632 COMMITMENTS 1,758 480 774 8,602 9,549 11,134 10,803 498 829 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1) 0 0 0 0 -108 0 -108 1 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 4.1 6.7 73.9 82.1 95.7 92.9 4.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 16 17 18 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,110 COMMITMENTS 456 880 550 14,433 14,936 15,439 16,366 1,671 744 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,478) -122 -200 -48 -1,350 -1,244 -1,520 -1,492 42 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.1 3.2 84.4 87.3 90.2 95.7 9.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 24 24 27 26 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,383 COMMITMENTS 82 0 0 51,301 51,383 51,383 51,383 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,392) 82 0 0 -4,474 -4,392 -4,392 -4,392 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 20 17 21 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 803,366 COMMITMENTS 0 0 0 803,366 803,366 803,366 803,366 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -53,552) 0 0 0 -53,552 -53,552 -53,552 -53,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 26) 0 0 0 17 17 17 17 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,450 COMMITMENTS 1,020 0 0 60,175 61,343 61,195 61,343 255 107 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,338) 215 0 0 -6,553 -6,318 -6,338 -6,318 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 97.9 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 16 27 17 27 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 787,574 COMMITMENTS 0 0 0 787,574 787,574 787,574 787,574 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -113,632) -848 0 0 -112,784 -113,632 -113,632 -113,632 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 18 21 18 21 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,287 COMMITMENTS 6,275 1,226 215 45,542 50,846 52,032 52,287 255 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,360) 745 845 -2,045 -2,060 -2,160 -3,360 -3,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 2.3 0.4 87.1 97.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 22 18 25 20 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,080,862 COMMITMENTS 29,076 116,920 5,781 1046005 958,161 1080862 1080862 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -33,840) -3,816 19,080 -2,544 -27,480 -50,376 -33,840 -33,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 10.8 0.5 96.8 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 1 24 22 27 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,295 COMMITMENTS 0 3,500 0 35,040 31,540 35,040 35,040 255 255 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,960) 0 -20 0 -4,195 -3,940 -4,195 -3,960 235 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.9 0.0 99.3 89.4 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 9 15 12 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,100 COMMITMENTS 0 5,100 0 33,100 28,000 33,100 33,100 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,120) -200 -100 0 -2,920 -3,020 -3,120 -3,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.4 0.0 100.0 84.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 13 15 13 16 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,626 COMMITMENTS 0 2,586 0 21,583 20,040 21,583 22,626 1,043 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -617) -60 -580 0 -537 -17 -597 -597 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.4 0.0 95.4 88.6 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 16 11 16 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 531,915 COMMITMENTS 1,680 11,555 23,480 506,755 496,880 531,915 531,915 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -74,984) 1,680 -9,408 80 -76,744 -65,656 -74,984 -74,984 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 2.2 4.4 95.3 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 9 15 11 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 843,282 COMMITMENTS 0 91,800 23,320 819,962 728,162 843,282 843,282 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -34,344) -4,240 -27,560 23,320 -53,424 -30,104 -34,344 -34,344 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.9 2.8 97.2 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 14 18 15 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 458,149 COMMITMENTS 78,299 34,634 27,726 352,124 395,789 458,149 458,149 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -49,050) 982 28,408 -29,680 -20,352 -47,778 -49,050 -49,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 7.6 6.1 76.9 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 14 15 17 16 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 228,600 COMMITMENTS 0 9,551 0 228,600 219,049 228,600 228,600 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -8,416) 0 1,760 0 -8,416 -10,176 -8,416 -8,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 14 12 14 15 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,386 COMMITMENTS 105 43 41 4,240 4,302 4,386 4,386 0 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 54) 6 -3 -1 50 59 54 54 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.0 0.9 96.7 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 17 19 19 21 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,157 COMMITMENTS 955 0 63 27,585 28,652 28,603 28,715 554 442 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,497) -140 0 0 -3,199 -3,653 -3,339 -3,653 -158 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 0.2 94.6 98.3 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 30 32 32 33 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,257 COMMITMENTS 13 905 45 4,901 3,851 4,959 4,801 298 456 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,260) -109 -105 4 -1,188 -1,213 -1,293 -1,314 33 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 17.2 0.9 93.2 73.3 94.3 91.3 5.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 1 20 18 21 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,877 COMMITMENTS 730 47 60 7,635 8,295 8,425 8,402 452 475 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -906) -65 47 60 -863 -1,094 -868 -987 -38 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.5 0.7 86.0 93.4 94.9 94.6 5.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 16 17 19 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,171,021 COMMITMENTS 359,618 99,420 777,687 947,012 1205311 2084317 2082418 86,705 88,604 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 20,785) 7,591 -7,865 8,443 -2,705 13,470 13,329 14,048 7,456 6,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 4.6 35.8 43.6 55.5 96.0 95.9 4.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 152 101 202 93 101 344 325 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,534 COMMITMENTS 1,820 14,406 19,015 65,700 51,710 86,535 85,130 1,999 3,404 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 15,300) 1,339 2,426 6,218 7,958 6,340 15,515 14,984 -215 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 16.3 21.5 74.2 58.4 97.7 96.2 2.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 5 5 18 17 24 24 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,769 COMMITMENTS 55,496 14,109 3,521 60,012 99,469 119,029 117,099 47,740 49,670 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -10,293) -4,789 -949 -30 -7,597 -10,302 -12,416 -11,281 2,123 988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 8.5 2.1 36.0 59.6 71.4 70.2 28.6 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 4 13 16 20 22 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,372 COMMITMENTS 8,376 1,369 4,879 19,924 27,066 33,179 33,314 2,193 2,058 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 52) -276 -14 580 -386 -697 -82 -131 134 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 3.9 13.8 56.3 76.5 93.8 94.2 6.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 2 7 14 14 25 22 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 286,284 COMMITMENTS 18,218 3,627 48,658 211,853 226,492 278,729 278,777 7,555 7,506 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -64) -939 525 -202 1,194 -4 52 319 -116 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 1.3 17.0 74.0 79.1 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 3 12 28 28 40 40 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,534 COMMITMENTS 7,862 2,553 6,252 52,187 53,225 66,301 62,030 3,233 7,504 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,044) 907 0 371 -193 841 1,085 1,212 959 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 3.7 9.0 75.1 76.5 95.4 89.2 4.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 3 7 15 14 25 21 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,842 COMMITMENTS 3,398 2,073 8,870 36,573 37,907 48,841 48,850 2,001 1,992 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,657) 363 -450 -2,464 -421 257 -2,522 -2,657 -135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 4.1 17.4 71.9 74.6 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 4 14 13 19 18 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,944 COMMITMENTS 5,596 7,773 10,851 16,087 13,018 32,534 31,642 2,410 3,302 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,042) 1,117 443 1,702 69 -496 2,888 1,649 -847 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 22.2 31.1 46.0 37.3 93.1 90.6 6.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 8 12 14 14 28 28 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,604 COMMITMENTS 1,494 660 12 2,518 3,412 4,025 4,085 580 519 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -423) -48 -20 -98 -241 -297 -387 -415 -36 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 14.3 0.3 54.7 74.1 87.4 88.7 12.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 1 12 11 19 15 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,166 COMMITMENTS 3,911 259 2,186 60,684 65,678 66,781 68,124 10,385 9,043 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 60) 594 -39 141 892 1,838 1,627 1,940 -1,567 -1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.3 2.8 78.6 85.1 86.5 88.3 13.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 5 16 18 21 23 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,803 COMMITMENTS 20,244 3,011 1,659 6,486 25,056 28,389 29,727 2,415 1,077 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,490) -3,500 -10 416 1,833 -2,161 -1,251 -1,755 -239 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.7 9.8 5.4 21.1 81.3 92.2 96.5 7.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 84 27 20 33 37 130 77 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,564 COMMITMENTS 45,489 7,051 1,449 13,081 55,388 60,020 63,888 6,545 2,676 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 5,097) 1,722 -16 78 3,566 4,605 5,366 4,667 -268 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.3 10.6 2.2 19.7 83.2 90.2 96.0 9.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 96 34 16 31 36 129 84 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,570 COMMITMENTS 107,119 29,118 45,590 126,823 219,449 279,532 294,157 27,038 12,413 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 17,273) 7,857 375 2,134 6,325 13,287 16,316 15,796 956 1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 9.5 14.9 41.4 71.6 91.2 96.0 8.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 86 22 51 72 84 183 142 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,562 COMMITMENTS 537 465 135 7,860 7,942 8,532 8,542 30 20 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -239) -148 0 0 -91 -259 -239 -259 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 5.4 1.6 91.8 92.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 10 13 15 14 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,560 COMMITMENTS 439 1,267 137 5,984 4,802 6,560 6,206 0 354 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,997) 289 -2,278 -299 -3,987 -1,577 -3,997 -4,154 0 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 19.3 2.1 91.2 73.2 100.0 94.6 0.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 29 22 32 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,172 COMMITMENTS 937 950 100 36,486 37,092 37,523 38,142 649 30 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -7,617) -1,775 100 100 -6,073 -7,807 -7,748 -7,607 131 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.5 0.3 95.6 97.2 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 3 1 33 29 38 33 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,573 COMMITMENTS 900 0 0 6,563 7,573 7,463 7,573 110 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,636) 250 -50 -300 -1,540 -1,286 -1,590 -1,636 -46 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 0.0 0.0 86.7 100.0 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 14 8 16 8 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,125 COMMITMENTS 503 400 0 15,379 15,725 15,882 16,125 243 0 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,206) -86 0 0 -1,140 -1,206 -1,226 -1,206 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.5 0.0 95.4 97.5 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 0 21 20 23 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,119 COMMITMENTS 1,350 7,829 25 12,694 6,215 14,069 14,069 50 50 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,760) 50 -600 -75 -1,735 -1,085 -1,760 -1,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 55.5 0.2 89.9 44.0 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 1 27 15 32 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,590 COMMITMENTS 2,619 4,911 10,983 41,867 39,591 55,469 55,485 121 105 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -9,239) -1,364 672 -1,083 -6,795 -8,811 -9,242 -9,222 3 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 8.8 19.8 75.3 71.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 8 6 39 39 48 51 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,346 COMMITMENTS 807 648 668 11,739 11,673 13,214 12,989 132 357 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,065) 575 -4,427 -592 -6,048 -947 -6,065 -5,966 0 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 4.9 5.0 88.0 87.5 99.0 97.3 1.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 2 24 25 27 29 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,126 COMMITMENTS 1,953 0 447 17,712 19,292 20,112 19,739 3,014 3,387 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,300) -1,789 -1,966 -338 -4,500 -1,525 -6,627 -3,829 2,327 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.0 1.9 76.6 83.4 87.0 85.4 13.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 17 23 19 24
Updated January 15, 2013