GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,041 COMMITMENTS 5,949 807 508 37,474 42,687 43,931 44,002 110 39 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,248) 329 231 78 2,811 2,940 3,218 3,249 30 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 1.8 1.2 85.1 96.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 4 3 39 42 42 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,363 COMMITMENTS 50 70 30 10,197 10,228 10,277 10,328 86 35 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 245) 50 15 30 155 200 235 245 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.7 0.3 98.4 98.7 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 20 27 21 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,725 COMMITMENTS 170 205 272 7,264 7,120 7,706 7,597 1,019 1,128 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 265) 80 5 2 137 213 219 220 46 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.3 3.1 83.3 81.6 88.3 87.1 11.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 5 30 32 35 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,471 COMMITMENTS 408 700 87 4,948 4,847 5,443 5,634 1,028 837 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 438) -60 5 55 250 277 245 337 193 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 10.8 1.3 76.5 74.9 84.1 87.1 15.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 3 4 40 40 45 45 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,369 COMMITMENTS 74 0 132 2,444 2,842 2,650 2,974 719 395 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 3.9 72.5 84.4 78.7 88.3 21.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 15 18 16 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,249 COMMITMENTS 0 130 10 1,534 1,473 1,544 1,613 705 636 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -904) 0 -15 -20 -845 -820 -865 -855 -39 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.8 0.4 68.2 65.5 68.7 71.7 31.3 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 13 14 14 16 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,266 COMMITMENTS 125 153 356 4,290 4,409 4,771 4,918 495 348 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,330) 20 53 276 1,018 1,021 1,314 1,350 16 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 2.9 6.8 81.5 83.7 90.6 93.4 9.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 3 5 41 40 47 45 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,751 COMMITMENTS 0 196 0 5,661 5,555 5,661 5,751 90 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 295) 0 30 0 295 265 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.0 98.4 96.6 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 12 16 13 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,212 COMMITMENTS 229 88 111 9,542 9,740 9,882 9,939 330 273 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 942) -3 88 46 823 798 866 932 76 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.9 1.1 93.4 95.4 96.8 97.3 3.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 1 29 26 33 28 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,677 COMMITMENTS 625 90 345 3,602 4,184 4,572 4,619 105 58 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 285) -90 10 70 285 205 265 285 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 1.9 7.4 77.0 89.5 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 3 25 23 31 28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,040 COMMITMENTS 0 6,674 158 28,632 22,100 28,790 28,932 250 108 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,197) 0 225 8 1,189 964 1,197 1,197 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.0 0.5 98.6 76.1 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 2 31 20 33 22 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,074 COMMITMENTS 302 859 19 3,863 3,971 4,184 4,849 890 225 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 423) 67 210 -14 87 251 140 447 283 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 16.9 0.4 76.1 78.3 82.5 95.6 17.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 24 20 28 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,715 COMMITMENTS 39,824 71,344 56,933 199,892 171,949 296,649 300,226 36,067 32,489 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 17,232) 501 4,963 6,979 10,140 3,244 17,620 15,186 -388 2,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 21.4 17.1 60.1 51.7 89.2 90.2 10.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 34 40 46 68 74 130 135 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,308,128 COMMITMENTS 296,472 467,833 463,954 480,791 327,267 1241217 1259054 66,911 49,073 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 389) -11,150 834 714 11,265 -3,157 828 -1,609 -439 1,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 35.8 35.5 36.8 25.0 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 115 105 150 76 68 276 255 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,221,392 COMMITMENTS 85,210 18,483 434,488 696,982 766,729 1216680 1219700 4,712 1,692 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 13,751) -1,295 -3,631 14,803 1,209 2,836 14,717 14,008 -965 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.5 35.6 57.1 62.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 50 19 51 64 59 130 113 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 411,287 COMMITMENTS 107,679 84,010 91,958 204,178 230,146 403,815 406,114 7,472 5,173 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,410) -4,783 -6,913 5,510 949 3,253 1,676 1,851 -266 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 20.4 22.4 49.6 56.0 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 11 33 30 33 65 66 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 33,715 COMMITMENTS 3,144 5,433 7,633 18,554 16,268 29,331 29,334 4,384 4,381 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 16.1 22.6 55.0 48.3 87.0 87.0 13.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 9 9 9 20 18 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 69,872 COMMITMENTS 11,484 8,230 42,392 15,814 18,962 69,690 69,584 183 288 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,325) 1,211 1,052 1,871 1,554 1,851 4,635 4,773 -310 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 11.8 60.7 22.6 27.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 7 20 14 17 35 40 NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 6,801 COMMITMENTS 743 0 987 5,061 5,709 6,791 6,696 10 105 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -224) -139 0 16 -104 -242 -226 -225 2 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.0 14.5 74.4 83.9 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 3 14 14 18 17 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,515,310 COMMITMENTS 931,729 100,557 641,562 898,969 1745648 2472260 2487767 43,050 27,543 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,389) -9,076 -6,403 3,220 9,929 7,096 4,073 3,913 316 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 4.0 25.5 35.7 69.4 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 33 16 42 75 72 123 117 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 845,352 COMMITMENTS 63,994 227,343 184,372 593,230 428,820 841,596 840,535 3,756 4,817 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 11,347) 2,216 2,190 4,357 4,814 5,056 11,387 11,603 -40 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 26.9 21.8 70.2 50.7 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 11 27 30 40 39 71 76 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,405 COMMITMENTS 360 1,956 1,560 10,351 8,360 12,271 11,876 134 530 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 15.8 12.6 83.4 67.4 98.9 95.7 1.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 15 14 18 17 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 78,480 COMMITMENTS 34,662 14,343 18,224 24,991 45,273 77,877 77,840 603 640 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,714) 2,020 969 7 -222 903 1,805 1,879 -91 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 18.3 23.2 31.8 57.7 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 24 15 27 15 16 52 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,584 COMMITMENTS 5,228 17,364 3,257 24,856 12,110 33,341 32,731 243 853 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,346) 320 -65 303 740 740 1,363 978 -17 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 51.7 9.7 74.0 36.1 99.3 97.5 0.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 20 19 11 10 31 37 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,764 COMMITMENTS 2,444 496 3,230 22,765 24,891 28,440 28,617 324 147 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,108) 113 32 325 612 733 1,051 1,090 57 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 1.7 11.2 79.1 86.5 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 11 7 8 39 52 54 65 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,228 COMMITMENTS 129 0 0 1,541 1,615 1,670 1,615 558 613 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 45) 0 0 0 -83 14 -83 14 128 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.0 0.0 69.2 72.5 75.0 72.5 25.0 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 19 19 20 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,286 COMMITMENTS 138 0 61 781 731 980 792 306 494 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -189) 38 -7 -18 -194 -137 -174 -162 -15 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 0.0 4.7 60.7 56.8 76.2 61.6 23.8 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 3 15 14 19 17 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,260 COMMITMENTS 519 0 20 2,558 2,993 3,097 3,013 163 247 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 323) 0 0 0 319 333 319 333 4 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.0 0.6 78.5 91.8 95.0 92.4 5.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 0 1 28 30 34 31 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,189 COMMITMENTS 661 2,022 1,319 51,592 50,505 53,573 53,846 3,616 3,343 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 388) 2 172 -212 1,057 1,003 846 962 -459 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.5 2.3 90.2 88.3 93.7 94.2 6.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 3 32 33 35 36 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,009 COMMITMENTS 1,480 0 468 5,365 7,221 7,313 7,689 696 320 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 130) -1 0 0 131 185 130 185 0 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 0.0 5.8 67.0 90.2 91.3 96.0 8.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 18 15 21 17 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 8,119 COMMITMENTS 1,196 80 284 5,755 7,006 7,235 7,370 884 749 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 1.0 3.5 70.9 86.3 89.1 90.8 10.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 17 17 18 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,330 COMMITMENTS 0 734 1,176 8,308 8,268 9,484 10,178 1,846 1,152 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 16) 0 0 0 16 16 16 16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 10.4 73.3 73.0 83.7 89.8 16.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 20 18 22 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,410 COMMITMENTS 955 1,055 0 25,944 26,270 26,899 27,325 511 85 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 3.8 0.0 94.7 95.8 98.1 99.7 1.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 16 13 17 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 592,205 COMMITMENTS 4,680 4,680 0 587,525 587,525 592,205 592,205 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 0.0 99.2 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 12 22 13 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,139 COMMITMENTS 1,572 0 0 12,270 13,842 13,842 13,842 297 297 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.0 0.0 86.8 97.9 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 12 14 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,318 COMMITMENTS 0 0 0 48,808 49,064 48,808 49,064 510 254 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.0 99.5 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 17 12 17 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 752,399 COMMITMENTS 0 0 0 752,399 752,399 752,399 752,399 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 16 17 16 17 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 99,343 COMMITMENTS 10,396 1,435 2,928 86,019 94,939 99,343 99,302 0 41 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 210) 0 210 0 210 0 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 1.4 2.9 86.6 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 3 26 23 29 28 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,813,255 COMMITMENTS 534 185,678 29,301 1783420 1598276 1813255 1813255 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 1.6 98.4 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 2 28 25 30 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,932 COMMITMENTS 0 9,180 1,705 27,227 17,751 28,932 28,636 0 296 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 420) 0 420 0 420 0 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.7 5.9 94.1 61.4 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 3 18 15 21 18 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,416 COMMITMENTS 126 4,735 1,280 57,010 52,401 58,416 58,416 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,275 1,275 1,275 1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 8.1 2.2 97.6 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 17 17 19 18 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,529 COMMITMENTS 3,431 0 3,330 48,768 52,199 55,529 55,529 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 6.0 87.8 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 23 21 26 23 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,618 COMMITMENTS 1,936 1,020 2,048 41,379 42,295 45,363 45,363 255 255 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,182) 0 0 0 5,182 5,182 5,182 5,182 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.2 4.5 90.7 92.7 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 19 21 20 23 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,327 COMMITMENTS 1,275 100 105 55,906 57,122 57,286 57,327 41 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,852) 1,275 0 0 2,577 3,852 3,852 3,852 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.2 0.2 97.5 99.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 25 22 27 23 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,516 COMMITMENTS 0 1,280 0 22,434 21,087 22,434 22,367 82 149 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.0 99.6 93.7 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 14 17 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 367,980 COMMITMENTS 24,878 3,420 43,740 299,362 320,820 367,980 367,980 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.9 11.9 81.4 87.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 18 18 21 20 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 876,681 COMMITMENTS 0 12,129 48,016 828,665 816,536 876,681 876,681 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 5.5 94.5 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 21 20 22 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,243,224 COMMITMENTS 182,939 0 47,842 1012443 1195382 1243224 1243224 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 0.0 3.8 81.4 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 21 17 24 19 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 635,660 COMMITMENTS 132,076 28,080 408 503,176 607,172 635,660 635,660 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 42,098) 0 0 0 42,098 42,098 42,098 42,098 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 4.4 0.1 79.2 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 19 16 20 18 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 657,425 COMMITMENTS 0 16,055 0 657,425 641,370 657,425 657,425 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 69,688) 0 0 0 69,688 69,688 69,688 69,688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 24 20 24 22 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 344,879 COMMITMENTS 25,422 2,703 1,618 317,839 340,558 344,879 344,879 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,035) 0 0 0 2,040 2,040 2,040 2,040 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.8 0.5 92.2 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 13 9 15 11 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 412,144 COMMITMENTS 0 8,720 0 412,144 403,424 412,144 412,144 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 14 13 14 14 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,511 COMMITMENTS 260 0 228 5,024 5,283 5,511 5,511 0 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 34) -68 0 55 47 -21 34 34 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 4.1 91.2 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 3 19 19 22 22 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,061 COMMITMENTS 485 51 159 20,199 20,412 20,843 20,622 218 439 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 331) 55 -20 20 259 334 334 334 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.2 0.8 95.9 96.9 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 3 38 32 43 35 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,123 COMMITMENTS 134 1,240 132 14,668 13,423 14,934 14,795 189 328 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 94) 0 0 0 94 94 94 94 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 8.2 0.9 97.0 88.8 98.8 97.8 1.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 1 31 25 33 28 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,174 COMMITMENTS 110 823 42 5,807 4,935 5,959 5,800 215 374 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 147) 0 20 0 147 7 147 27 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 13.3 0.7 94.1 79.9 96.5 93.9 3.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 17 13 19 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,449,478 COMMITMENTS 449,240 107,848 887,424 1016822 1366757 2353486 2362028 95,991 87,449 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -13,826) 12,667 7,569 -5,494 -21,987 -24,333 -14,814 -22,258 988 8,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 4.4 36.2 41.5 55.8 96.1 96.4 3.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 175 83 206 96 108 343 338 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,258 COMMITMENTS 17,779 4,647 39,826 48,255 60,827 105,859 105,300 399 958 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,214) 1,239 25 2,222 1,597 2,634 5,058 4,882 156 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 4.4 37.5 45.4 57.2 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 5 6 19 22 27 31 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,167 COMMITMENTS 58,978 16,166 1,702 63,565 109,379 124,245 127,247 31,922 28,920 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,954) 1,473 -12 34 152 1,304 1,659 1,326 295 628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 10.4 1.1 40.7 70.0 79.6 81.5 20.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 5 6 19 21 27 29 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,625 COMMITMENTS 6,440 1,421 9,374 17,135 22,545 32,949 33,339 1,677 1,286 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,036) -241 4 -120 -661 -902 -1,021 -1,018 -15 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 4.1 27.1 49.5 65.1 95.2 96.3 4.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 7 14 14 12 31 27 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,757 COMMITMENTS 25,591 260 16,996 126,408 148,797 168,995 166,053 8,761 11,704 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,884) -1,341 -7 -99 -371 -1,579 -1,811 -1,685 -73 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 0.1 9.6 71.1 83.7 95.1 93.4 4.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 2 11 25 25 36 36 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,971 COMMITMENTS 8,688 15,678 25,824 42,236 33,383 76,749 74,885 4,222 6,086 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,563) -2,945 -1,465 2,081 -1,224 -2,036 -2,088 -1,420 525 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 19.4 31.9 52.2 41.2 94.8 92.5 5.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 10 17 15 15 34 33 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,822 COMMITMENTS 826 371 3,874 46,319 51,262 51,019 55,507 13,803 9,315 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 554) 617 -159 -84 311 968 844 725 -290 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.6 6.0 71.5 79.1 78.7 85.6 21.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 17 17 20 20 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,568 COMMITMENTS 2,660 13,574 5,675 19,462 8,713 27,796 27,962 772 606 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -3,149) -748 -3,287 560 -3,293 -463 -3,482 -3,191 332 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 47.5 19.9 68.1 30.5 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 5 9 18 14 31 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,881 COMMITMENTS 31,601 3,122 2,529 7,487 37,133 41,618 42,785 2,263 1,096 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,027) 636 237 -556 -1,197 -738 -1,118 -1,057 92 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.0 7.1 5.8 17.1 84.6 94.8 97.5 5.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 90 34 16 32 43 128 91 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,969 COMMITMENTS 43,632 6,153 1,429 15,248 54,572 60,309 62,154 4,660 2,815 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 9) 508 161 79 -448 -301 139 -61 -130 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 9.5 2.2 23.5 84.0 92.8 95.7 7.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 87 29 18 36 37 131 82 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,602 COMMITMENTS 73,764 32,975 36,338 127,637 168,838 237,740 238,151 17,862 17,451 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 6,680) 490 -1,906 951 5,274 7,784 6,716 6,829 -36 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 12.9 14.2 49.9 66.1 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 55 42 57 77 88 164 163 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,846 COMMITMENTS 3,596 640 1,066 4,297 7,407 8,959 9,113 3,887 3,733 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 341) 99 -75 -8 -17 67 74 -16 267 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 5.0 8.3 33.5 57.7 69.7 70.9 30.3 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 6 12 13 20 20 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,112 COMMITMENTS 0 0 0 11,445 10,520 11,445 10,520 667 1,592 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,521) 0 0 0 2,518 1,658 2,518 1,658 3 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.5 86.9 94.5 86.9 5.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 16 13 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 10,455 COMMITMENTS 0 0 0 9,337 9,563 9,337 9,563 1,118 892 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,205) 0 0 0 1,255 1,405 1,255 1,405 -50 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.3 91.5 89.3 91.5 10.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 19 21 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,558 COMMITMENTS 7,856 1,439 75 7,778 13,206 15,709 14,720 1,849 2,838 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,108) 507 0 -142 618 1,100 983 958 125 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.7 8.2 0.4 44.3 75.2 89.5 83.8 10.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 13 15 15 17 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,465 COMMITMENTS 4,083 3,180 3,201 6,117 7,069 13,401 13,450 64 15 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 247) 359 236 -59 51 65 351 242 -104 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 23.6 23.8 45.4 52.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 7 8 5 19 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,395 COMMITMENTS 548 836 900 5,837 5,437 7,285 7,173 110 222 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 76) -2 90 50 28 -148 76 -8 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 11.3 12.2 78.9 73.5 98.5 97.0 1.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 3 5 22 25 29 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 65,282 COMMITMENTS 6,652 734 1,150 56,918 62,723 64,720 64,607 562 675 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,197) 600 -60 0 1,597 2,257 2,197 2,197 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 1.1 1.8 87.2 96.1 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 3 2 39 37 47 40 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,775 COMMITMENTS 1,729 0 48 9,944 11,667 11,721 11,715 54 60 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 281) -75 0 23 331 198 279 221 2 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 0.0 0.4 84.5 99.1 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 13 12 16 13 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,156 COMMITMENTS 668 5,485 615 46,852 42,056 48,135 48,156 21 0 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,371) -80 600 0 2,451 1,771 2,371 2,371 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 11.4 1.3 97.3 87.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 31 21 34 24 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,761 COMMITMENTS 565 1,551 60 9,946 8,925 10,571 10,536 190 225 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -15) -10 -50 10 -25 25 -25 -15 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 14.4 0.6 92.4 82.9 98.2 97.9 1.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 3 24 22 29 28 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,363 COMMITMENTS 2,024 5,425 1,281 28,756 24,645 32,061 31,351 302 1,012 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,195) 2 254 295 1,002 478 1,299 1,027 -104 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 16.8 4.0 88.9 76.2 99.1 96.9 0.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 9 6 44 36 53 48 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,229 COMMITMENTS 364 435 0 5,673 5,342 6,037 5,777 192 452 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 7.0 0.0 91.1 85.8 96.9 92.7 3.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 11 14 13 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,759 COMMITMENTS 87 922 233 10,340 9,398 10,660 10,553 99 206 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,052) 6 112 21 1,015 901 1,042 1,034 10 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.6 2.2 96.1 87.4 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 4 4 27 35 31 41 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,551 COMMITMENTS 841 165 225 1,395 1,991 2,461 2,381 90 170 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 410) 320 10 65 80 375 465 450 -55 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 6.5 8.8 54.7 78.0 96.5 93.3 3.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 3 7 21 22 34 29 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,361 COMMITMENTS 4,050 300 1,310 16,413 20,271 21,773 21,881 588 480 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,143) 0 0 0 1,143 1,143 1,143 1,143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 1.3 5.9 73.4 90.7 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 14 18 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,662 COMMITMENTS 1,969 996 537 20,623 22,588 23,129 24,121 3,533 2,541 CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 819) -75 171 0 578 895 503 1,066 316 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 3.7 2.0 77.3 84.7 86.7 90.5 13.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 21 23 23 26
Updated November 15, 2013