IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 163,716 COMMITMENTS 15,662 5,042 3,948 144,106 154,727 163,716 163,716 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 397) 95 -55 456 -149 -4 402 397 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 3.1 2.4 88.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 5 9 11 16 17 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,980 COMMITMENTS 3,942 981 0 25,862 28,872 29,804 29,853 176 127 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,182) -1,291 -105 -31 -6,845 -8,044 -8,167 -8,180 -15 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 3.3 0.0 86.3 96.3 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 5 0 28 41 30 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,702 COMMITMENTS 0 0 0 12,596 12,626 12,596 12,626 106 76 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,303) 0 0 0 -1,282 -1,289 -1,282 -1,289 -21 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 26 20 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,506 COMMITMENTS 353 368 115 8,762 8,821 9,230 9,304 1,276 1,202 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,444) -326 -135 6 -1,180 -1,428 -1,500 -1,557 56 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 3.5 1.1 83.4 84.0 87.9 88.6 12.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 2 30 29 32 32 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,131 COMMITMENTS 364 846 324 4,832 4,225 5,520 5,395 611 736 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,570) 41 197 -101 -1,567 -1,736 -1,627 -1,640 57 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 13.8 5.3 78.8 68.9 90.0 88.0 10.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 2 4 42 33 46 39 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,799 COMMITMENTS 0 189 94 2,117 2,210 2,211 2,493 588 306 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -148) -50 -25 10 60 -47 20 -62 -168 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 3.4 75.6 79.0 79.0 89.1 21.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 21 16 22 17 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,115 COMMITMENTS 40 87 21 1,437 1,587 1,498 1,695 617 420 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -593) 0 31 21 -617 -578 -596 -526 3 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 4.1 1.0 67.9 75.0 70.8 80.1 29.2 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 21 18 23 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,453 COMMITMENTS 380 129 136 3,451 3,740 3,967 4,005 486 448 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,285) -17 20 -81 -1,179 -1,225 -1,277 -1,286 -8 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 2.9 3.1 77.5 84.0 89.1 89.9 10.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 1 4 28 34 33 38 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,857 COMMITMENTS 0 0 0 8,822 8,850 8,822 8,850 35 7 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,970) 0 0 0 -2,915 -2,977 -2,915 -2,977 -55 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.6 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 12 14 12 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,460 COMMITMENTS 45 221 97 8,861 8,767 9,003 9,085 457 375 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -882) -119 -20 -26 -587 -817 -732 -863 -150 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.3 1.0 93.7 92.7 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 22 19 24 22 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,543 COMMITMENTS 136 80 10 2,332 2,363 2,478 2,453 65 90 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -431) 1 -363 0 -401 -72 -400 -435 -31 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 3.1 0.4 91.7 92.9 97.4 96.5 2.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 12 15 15 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,010 COMMITMENTS 0 4,250 0 24,725 20,760 24,725 25,010 285 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,663) 0 -1,568 -120 -4,533 -2,975 -4,653 -4,663 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.0 0.0 98.9 83.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 1 0 35 15 35 16 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,096 COMMITMENTS 0 297 51 3,691 3,540 3,742 3,888 354 208 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -647) 0 -39 24 -312 -468 -288 -483 -359 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 1.2 90.1 86.4 91.4 94.9 8.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 22 17 23 19 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 311,935 COMMITMENTS 70,281 59,836 47,054 152,186 179,266 269,521 286,155 42,414 25,780 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 14,542) 111 -1,448 6,414 6,272 7,266 12,797 12,233 1,745 2,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 19.2 15.1 48.8 57.5 86.4 91.7 13.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 48 28 44 68 71 136 126 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,885 COMMITMENTS 982 1,184 350 10,122 9,923 11,454 11,457 2,431 2,428 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,230) 50 -416 325 -952 -1,161 -577 -1,252 -1,653 -978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 8.5 2.5 72.9 71.5 82.5 82.5 17.5 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 17 17 19 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,406,414 COMMITMENTS 315,362 443,489 509,405 515,330 409,213 1340097 1362107 66,318 44,308 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 3,669) -1,319 13,753 4,342 -212 -15,493 2,811 2,602 858 1,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 31.5 36.2 36.6 29.1 95.3 96.8 4.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 117 115 159 70 69 272 276 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,296,474 COMMITMENTS 98,701 31,258 438,216 755,676 825,409 1292593 1294883 3,881 1,591 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 21,948) 6,127 -492 12,367 3,732 10,000 22,226 21,874 -278 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 2.4 33.8 58.3 63.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 56 19 59 63 57 134 120 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 379,811 COMMITMENTS 116,932 84,257 89,692 165,451 200,028 372,075 373,977 7,736 5,834 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 8,449) -692 1,376 1,859 7,294 5,230 8,461 8,465 -12 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 22.2 23.6 43.6 52.7 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 14 27 29 31 59 59 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 77,211 COMMITMENTS 20,568 14,189 42,304 14,027 20,310 76,898 76,802 313 409 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 142) 653 92 -520 1 811 134 383 8 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 18.4 54.8 18.2 26.3 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 14 23 17 20 40 46 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,627,283 COMMITMENTS 912,376 78,032 708,397 969,256 1823086 2590029 2609515 37,254 17,768 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 17,175) 27,650 10,992 -8,406 -4,758 14,549 14,486 17,135 2,689 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 3.0 27.0 36.9 69.4 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 35 16 47 84 82 135 133 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 943,286 COMMITMENTS 43,484 188,344 235,337 661,673 514,679 940,494 938,360 2,792 4,926 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,713) 7,011 7,180 -2,208 -6,649 -9,475 -1,846 -4,503 -1,867 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 20.0 24.9 70.1 54.6 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 17 27 32 40 39 72 83 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,385 COMMITMENTS 1,760 505 705 4,740 5,555 7,205 6,765 180 620 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 130) -45 -15 105 110 -35 170 55 -40 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 6.8 9.5 64.2 75.2 97.6 91.6 2.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 3 11 15 16 18 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,807 COMMITMENTS 839 1,440 1,240 9,519 9,019 11,598 11,699 209 108 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -212) 135 152 -218 -216 -167 -300 -234 88 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 12.2 10.5 80.6 76.4 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 16 16 19 19 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 73,544 COMMITMENTS 23,243 17,390 23,053 26,163 32,026 72,459 72,469 1,085 1,075 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 3,618) 705 -1,040 2,686 4 2,109 3,395 3,755 223 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 23.6 31.3 35.6 43.5 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 18 14 30 15 15 46 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 24,046 COMMITMENTS 5,893 13,006 3,831 13,495 6,280 23,219 23,117 827 929 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 2,070) 143 2,673 -848 2,785 -125 2,080 1,700 -10 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 54.1 15.9 56.1 26.1 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 19 20 11 9 33 32 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,747 COMMITMENTS 1,915 527 866 27,621 29,169 30,402 30,562 345 185 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -5,210) -859 -47 -11 -4,228 -5,149 -5,099 -5,207 -111 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 1.7 2.8 89.8 94.9 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 5 8 39 48 51 60 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,317 COMMITMENTS 341 175 40 1,474 1,825 1,855 2,040 462 277 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -572) 85 -32 -135 -565 -479 -615 -646 43 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 7.6 1.7 63.6 78.8 80.1 88.0 19.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 2 20 23 25 27 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,895 COMMITMENTS 1,537 1,955 5,215 61,923 61,804 68,676 68,974 5,220 4,921 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,329) -370 82 -212 -6,703 -7,126 -7,285 -7,257 3,956 3,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.6 7.1 83.8 83.6 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 4 29 31 34 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,313 COMMITMENTS 2,502 0 714 7,257 10,111 10,473 10,825 840 488 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -617) 56 0 -60 -557 -499 -561 -559 -56 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 0.0 6.3 64.1 89.4 92.6 95.7 7.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 17 12 20 15 NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 4,947 COMMITMENTS 0 848 0 4,278 3,276 4,278 4,124 669 823 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -399) 0 -104 0 -347 -221 -347 -325 -52 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.1 0.0 86.5 66.2 86.5 83.4 13.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 16 11 16 13 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 9,159 COMMITMENTS 1,404 938 776 6,331 7,061 8,511 8,775 648 384 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -675) 14 56 -130 -543 -571 -659 -645 -16 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 10.2 8.5 69.1 77.1 92.9 95.8 7.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 18 17 20 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,631 COMMITMENTS 150 592 1,298 11,635 11,879 13,083 13,769 1,548 862 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -883) -30 34 -34 -699 -849 -763 -849 -120 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.0 8.9 79.5 81.2 89.4 94.1 10.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 22 22 25 24 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,658 COMMITMENTS 343 443 0 34,315 34,215 34,658 34,658 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 985) 255 355 0 730 630 985 985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.3 0.0 99.0 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 20 16 21 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 690,644 COMMITMENTS 4,680 4,680 0 685,964 685,964 690,644 690,644 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 44,546) 4,680 4,680 0 39,866 39,866 44,546 44,546 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.7 0.0 99.3 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 14 22 15 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,290 COMMITMENTS 1,662 11,583 0 16,522 6,345 18,184 17,928 106 362 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,281) -396 -1,716 0 -2,863 -1,543 -3,259 -3,259 -22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 63.3 0.0 90.3 34.7 99.4 98.0 0.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 11 9 13 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,125 COMMITMENTS 0 0 0 42,615 43,125 42,615 43,125 510 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,850) 0 0 0 -3,850 -3,850 -3,850 -3,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 100.0 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 17 13 17 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 644,676 COMMITMENTS 0 0 0 644,676 644,676 644,676 644,676 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -52,136) 0 0 0 -52,136 -52,136 -52,136 -52,136 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: 25) 0 0 0 17 15 17 15 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,563 COMMITMENTS 14,540 1,169 1,275 52,493 66,013 68,308 68,457 255 106 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,475) -550 -176 0 -925 -1,277 -1,475 -1,453 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 1.7 1.9 76.6 96.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 1 21 19 23 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,501,616 COMMITMENTS 307,278 351,470 5,781 1188557 1144365 1501616 1501616 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -29,301) -1,568 -7,840 0 -27,733 -21,461 -29,301 -29,301 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 23.4 0.4 79.2 76.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 1 25 27 27 32 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,767 COMMITMENTS 0 2,350 484 21,283 18,530 21,767 21,364 0 403 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,090) 0 -176 0 -2,090 -1,870 -2,090 -2,046 0 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.8 2.2 97.8 85.1 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 13 11 14 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,483 COMMITMENTS 126 9,652 0 42,357 32,831 42,483 42,483 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -497) 0 -374 0 -497 -123 -497 -497 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 22.7 0.0 99.7 77.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 17 17 18 18 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,504 COMMITMENTS 5,404 9,762 3,532 38,568 34,210 47,504 47,504 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 108) 352 440 -792 548 460 108 108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 20.5 7.4 81.2 72.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 22 16 26 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,494 COMMITMENTS 0 1,849 1,606 32,356 30,762 33,962 34,217 532 277 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,190) 0 88 -88 -1,080 -1,168 -1,168 -1,168 -22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 4.7 93.8 89.2 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 17 21 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,953 COMMITMENTS 0 625 105 37,742 37,223 37,847 37,953 106 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,271) 0 -330 0 -2,249 -1,941 -2,249 -2,271 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.3 99.4 98.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 20 21 21 22 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,308 COMMITMENTS 0 0 0 18,096 18,159 18,096 18,159 212 149 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -678) 0 0 0 -634 -678 -634 -678 -44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 13 18 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 376,037 COMMITMENTS 29,425 0 25,856 320,756 350,181 376,037 376,037 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -27,048) 0 0 -1,176 -25,872 -25,872 -27,048 -27,048 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.0 6.9 85.3 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 15 15 17 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 907,465 COMMITMENTS 0 59,049 23,320 884,145 825,096 907,465 907,465 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,256) 0 -6,664 0 -3,256 3,408 -3,256 -3,256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 2.6 97.4 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 17 22 18 23 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,118,277 COMMITMENTS 318,439 498,134 6,306 793,532 613,837 1118277 1118277 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -43,021) 1,176 -784 -1,176 -43,021 -41,061 -43,021 -43,021 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 44.5 0.6 71.0 54.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 1 18 15 23 16 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 403,558 COMMITMENTS 45,348 0 0 358,210 403,558 403,558 403,558 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -14,504) -1,568 0 0 -12,936 -14,504 -14,504 -14,504 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.0 0.0 88.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 14 17 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 481,572 COMMITMENTS 0 33,943 0 481,572 447,629 481,572 481,572 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -26,656) 0 -6,272 0 -26,656 -20,384 -26,656 -26,656 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 18 20 18 22 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 282,554 COMMITMENTS 0 8,617 0 282,554 273,937 282,554 282,554 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -12,936) 0 -2,744 0 -12,936 -10,192 -12,936 -12,936 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 11 15 13 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 377,624 COMMITMENTS 0 9,920 0 377,624 367,704 377,624 377,624 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,720) 0 -1,960 0 -13,720 -11,760 -13,720 -13,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 100.0 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 12 15 13 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,230 COMMITMENTS 330 0 162 4,737 5,068 5,230 5,230 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 41) 12 0 2 28 39 41 41 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 3.1 90.6 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 3 19 20 22 23 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,989 COMMITMENTS 507 120 245 21,742 22,042 22,494 22,407 495 582 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,048) -375 -10 0 -1,735 -2,049 -2,110 -2,059 62 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.5 1.1 94.6 95.9 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 2 34 33 37 36 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,945 COMMITMENTS 225 214 217 12,347 12,020 12,789 12,451 156 494 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,184) -35 -172 1 -1,160 -1,106 -1,194 -1,277 10 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.7 1.7 95.4 92.9 98.8 96.2 1.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 1 26 20 28 23 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,452 COMMITMENTS 805 781 144 7,137 7,348 8,086 8,273 366 179 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,131) -80 -66 -50 -960 -1,075 -1,090 -1,191 -41 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 9.2 1.7 84.4 86.9 95.7 97.9 4.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 17 16 20 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,716,709 COMMITMENTS 491,141 92,667 985,792 1132736 1531760 2609668 2610218 107,041 106,490 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 72,500) 1,363 158 28,902 38,662 35,215 68,926 64,274 3,574 8,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 3.4 36.3 41.7 56.4 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 177 100 204 93 106 354 342 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,613 COMMITMENTS 18,752 20,407 48,386 120,915 118,579 188,053 187,372 559 1,240 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 8,383) -454 1,766 -612 9,466 7,374 8,400 8,528 -17 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 10.8 25.7 64.1 62.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 6 11 21 23 35 35 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,339 COMMITMENTS 58,265 14,730 1,873 54,280 104,274 114,418 120,877 42,921 36,462 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,198) -4,721 -1,379 997 -4,690 -1,693 -8,414 -2,075 -1,784 -8,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 9.4 1.2 34.5 66.3 72.7 76.8 27.3 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 5 5 17 18 26 25 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,062 COMMITMENTS 5,387 1,866 6,646 16,789 21,022 28,822 29,534 2,240 1,528 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,356) 41 176 515 440 403 996 1,094 360 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 6.0 21.4 54.1 67.7 92.8 95.1 7.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 5 10 15 15 28 28 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 228,330 COMMITMENTS 27,470 278 31,028 158,245 183,289 216,743 214,594 11,587 13,735 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -12,309) 2,190 68 -4,067 -8,622 -7,454 -10,499 -11,452 -1,809 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 0.1 13.6 69.3 80.3 94.9 94.0 5.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 1 11 24 24 35 35 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,363 COMMITMENTS 8,723 2,870 2,016 45,611 48,070 56,350 52,956 2,013 5,407 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 215) -17 726 393 99 -362 475 757 -260 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 4.9 3.5 78.2 82.4 96.6 90.7 3.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 7 16 15 25 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,957 COMMITMENTS 11,146 17,006 28,762 42,106 35,512 82,014 81,280 2,943 3,677 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 2,628) 743 -923 3,754 -510 59 3,988 2,891 -1,360 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 20.0 33.9 49.6 41.8 96.5 95.7 3.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 8 20 17 17 39 39 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,217 COMMITMENTS 1,774 121 49 1,908 3,765 3,731 3,935 487 282 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -32) 11 -57 2 -77 1 -64 -54 32 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 2.9 1.2 45.2 89.3 88.5 93.3 11.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 1 11 12 18 17 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,920 COMMITMENTS 842 3,011 3,440 50,253 52,721 54,535 59,171 13,386 8,749 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,501) -592 134 279 -1,973 -2,437 -2,286 -2,023 -215 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 4.4 5.1 74.0 77.6 80.3 87.1 19.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 3 19 20 23 23 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,397 COMMITMENTS 17,811 16,422 10,986 21,963 23,159 50,760 50,567 638 830 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,837) 846 -1,006 1,157 -197 1,622 1,806 1,774 31 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 32.0 21.4 42.7 45.1 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 8 7 16 18 28 28 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,925 COMMITMENTS 26,985 2,273 4,589 10,269 36,051 41,843 42,913 2,082 1,011 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 2,057) -20 -1,023 880 1,053 2,202 1,913 2,059 144 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.4 5.2 10.4 23.4 82.1 95.3 97.7 4.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 70 33 21 28 46 112 94 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,784 COMMITMENTS 44,532 11,886 2,110 19,253 52,292 65,894 66,287 3,890 3,497 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 585) -350 -3,999 385 526 4,124 561 509 24 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.8 17.0 3.0 27.6 74.9 94.4 95.0 5.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 81 42 21 34 41 124 102 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,921 COMMITMENTS 106,144 45,381 32,227 117,488 185,756 255,860 263,364 23,062 15,557 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -822) -4,178 -2,617 -38 4,178 -299 -38 -2,953 -784 2,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 16.3 11.6 42.1 66.6 91.7 94.4 8.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 68 34 38 67 85 157 137 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,121 COMMITMENTS 9,496 0 654 3,559 11,163 13,709 11,817 3,412 5,304 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,419) -962 0 -5 -679 -2,191 -1,646 -2,196 227 777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.5 0.0 3.8 20.8 65.2 80.1 69.0 19.9 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 0 5 6 15 13 20 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,824 COMMITMENTS 0 0 0 13,984 13,812 13,984 13,812 840 1,012 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -820) 0 0 0 -974 301 -974 301 154 -1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.3 93.2 94.3 93.2 5.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 17 14 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,742 COMMITMENTS 10,702 0 467 7,617 17,269 18,786 17,736 2,956 4,006 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,404) 1,790 0 -1,117 -1,920 -645 -1,247 -1,762 -157 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 0.0 2.1 35.0 79.4 86.4 81.6 13.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 9 18 11 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,480 COMMITMENTS 4,263 10,079 1,326 8,692 3,060 14,281 14,465 199 15 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,005) -503 -234 -109 -372 -677 -984 -1,020 -21 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 69.6 9.2 60.0 21.1 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 4 5 6 3 17 10 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,288 COMMITMENTS 524 1,477 150 5,496 4,412 6,170 6,039 118 249 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,150) 83 -249 -225 -1,009 -640 -1,151 -1,114 1 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 23.5 2.4 87.4 70.2 98.1 96.0 1.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 26 20 29 23 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,997 COMMITMENTS 1,022 3,307 500 69,040 67,182 70,562 70,989 435 8 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,672) -66 -300 0 -8,536 -8,368 -8,602 -8,668 -70 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 4.7 0.7 97.2 94.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 4 2 40 32 47 36 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,068 COMMITMENTS 2,466 0 8 5,540 8,055 8,014 8,063 54 5 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 8) -90 0 -60 194 108 44 48 -36 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 0.0 0.1 68.7 99.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 16 13 19 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,478 COMMITMENTS 996 75 0 52,452 53,403 53,448 53,478 30 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,200) -488 -75 0 -9,709 -10,125 -10,197 -10,200 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.1 0.0 98.1 99.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 0 34 23 37 24 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,114 COMMITMENTS 700 3,769 50 11,214 8,070 11,964 11,889 150 225 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,465) -25 -725 -25 -1,415 -715 -1,465 -1,465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 31.1 0.4 92.6 66.6 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 2 25 19 29 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,241 COMMITMENTS 881 1,121 168 4,132 3,922 5,181 5,211 60 30 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -900) -260 135 -85 -545 -950 -890 -900 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 21.4 3.2 78.8 74.8 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 12 11 15 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,830 COMMITMENTS 1,609 3,426 1,429 27,324 25,818 30,362 30,673 468 157 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,932) -123 -791 72 -2,818 -2,226 -2,869 -2,945 -63 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 11.1 4.6 88.6 83.7 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 7 4 39 38 44 48 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,721 COMMITMENTS 759 535 819 10,053 10,298 11,631 11,652 90 69 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,543) 91 -160 -431 -2,270 -1,964 -2,610 -2,555 67 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 4.6 7.0 85.8 87.9 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 4 27 29 32 35 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,404 COMMITMENTS 115 155 85 954 1,034 1,154 1,274 250 130 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -307) -151 95 16 -248 -413 -383 -302 76 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 11.0 6.1 67.9 73.6 82.2 90.7 17.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 4 17 17 22 23 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,006 COMMITMENTS 4,095 300 1,025 10,676 14,561 15,796 15,886 210 120 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -717) -15 0 -25 -659 -692 -699 -717 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 1.9 6.4 66.7 91.0 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 12 19 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,264 COMMITMENTS 3,404 1,384 201 18,308 18,326 21,913 19,911 1,351 3,353 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,692) -641 -492 0 -2,106 -1,425 -2,747 -1,917 55 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 5.9 0.9 78.7 78.8 94.2 85.6 5.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 2 24 28 28 31
Updated August 9, 2013