IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 173,690 COMMITMENTS 18,129 5,245 5,637 149,919 162,808 173,685 173,690 5 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,851) -12 50 -107 1,970 1,958 1,851 1,901 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 3.0 3.2 86.3 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 7 10 7 17 16 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,696 COMMITMENTS 6,408 953 649 38,549 44,040 45,606 45,642 90 54 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,655) 459 146 141 1,075 1,353 1,675 1,640 -20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.1 1.4 84.4 96.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 4 3 40 43 44 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,048 COMMITMENTS 50 125 30 10,892 10,858 10,972 11,013 76 35 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 685) 0 55 0 695 630 695 685 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.1 0.3 98.6 98.3 99.3 99.7 0.7 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,144 COMMITMENTS 201 210 278 7,734 7,627 8,213 8,115 931 1,029 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 419) 31 5 6 470 507 507 518 -88 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.3 3.0 84.6 83.4 89.8 88.7 10.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 5 32 35 37 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,908 COMMITMENTS 374 563 230 5,473 5,320 6,077 6,113 831 795 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 437) -34 -137 143 525 473 634 479 -197 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 8.1 3.3 79.2 77.0 88.0 88.5 12.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 3 6 41 43 47 51 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,426 COMMITMENTS 79 0 155 2,465 2,868 2,699 3,023 727 403 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 57) 5 0 23 21 26 49 49 8 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 4.5 71.9 83.7 78.8 88.2 21.2 11.8 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,543 COMMITMENTS 90 175 10 1,695 1,704 1,795 1,889 748 654 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 294) 90 45 0 161 231 251 276 43 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 6.9 0.4 66.7 67.0 70.6 74.3 29.4 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 13 13 15 15 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,648 COMMITMENTS 135 194 373 4,601 4,722 5,109 5,289 539 359 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 382) 10 41 17 311 313 338 371 44 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 3.4 6.6 81.5 83.6 90.5 93.6 9.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 3 5 42 39 48 44 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,708 COMMITMENTS 0 221 0 6,618 6,487 6,618 6,708 90 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 957) 0 25 0 957 932 957 957 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 98.7 96.7 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 13 17 14 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,375 COMMITMENTS 302 194 123 9,659 9,828 10,084 10,145 291 230 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 163) 73 106 12 117 88 202 206 -39 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.9 1.2 93.1 94.7 97.2 97.8 2.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 4 1 29 26 34 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,752 COMMITMENTS 655 160 300 3,702 4,194 4,657 4,654 95 98 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 75) 30 70 -45 100 10 85 35 -10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 3.4 6.3 77.9 88.3 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 2 25 23 30 28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,476 COMMITMENTS 0 7,334 283 28,943 21,667 29,226 29,284 250 192 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 436) 0 660 125 311 -433 436 352 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.9 1.0 98.2 73.5 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 2 31 19 33 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,454 COMMITMENTS 340 1,067 52 4,416 4,113 4,808 5,232 646 222 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 380) 38 208 33 553 142 624 383 -244 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 19.6 1.0 81.0 75.4 88.2 95.9 11.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 2 4 25 21 31 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 331,460 COMMITMENTS 40,945 69,932 57,889 193,931 172,372 292,765 300,193 38,695 31,267 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,256) 1,121 -1,412 956 -5,960 423 -3,884 -33 2,628 -1,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 21.1 17.5 58.5 52.0 88.3 90.6 11.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 34 41 47 69 76 134 136 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,309,353 COMMITMENTS 290,828 462,348 478,324 472,481 320,574 1241633 1261246 67,720 48,107 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,225) -5,644 -5,485 14,370 -8,310 -6,694 416 2,191 809 -966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 35.3 36.5 36.1 24.5 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 108 111 149 74 65 270 256 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,228,324 COMMITMENTS 86,952 18,536 437,859 698,885 770,247 1223696 1226642 4,627 1,681 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 6,931) 1,742 53 3,371 1,903 3,518 7,016 6,942 -85 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 1.5 35.6 56.9 62.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 50 21 54 64 59 131 117 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 411,834 COMMITMENTS 104,471 79,121 93,678 205,915 234,086 404,064 406,884 7,771 4,950 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 547) -3,209 -4,889 1,720 1,737 3,940 248 770 299 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 19.2 22.7 50.0 56.8 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 20 10 32 30 32 65 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 35,480 COMMITMENTS 2,904 6,264 8,364 20,033 17,334 31,301 31,962 4,179 3,518 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,765) -240 831 731 1,479 1,066 1,970 2,628 -205 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 17.7 23.6 56.5 48.9 88.2 90.1 11.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 8 10 9 9 21 19 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 70,515 COMMITMENTS 11,975 8,631 42,682 15,674 18,776 70,331 70,089 184 426 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 643) 491 401 290 -140 -186 641 505 2 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 12.2 60.5 22.2 26.6 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 7 20 14 16 35 39 NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 6,910 COMMITMENTS 912 0 925 5,066 5,883 6,903 6,808 6 102 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 108) 170 0 -62 4 174 112 112 -4 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.0 13.4 73.3 85.1 99.9 98.5 0.1 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,539,207 COMMITMENTS 921,942 98,262 649,208 925,395 1764890 2496545 2512360 42,662 26,847 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 23,897) -9,787 -2,295 7,646 26,426 19,242 24,285 24,593 -388 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 3.9 25.6 36.4 69.5 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 32 18 41 78 73 125 119 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 855,715 COMMITMENTS 56,521 223,857 192,407 601,883 434,379 850,811 850,643 4,904 5,072 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,363) -7,473 -3,486 8,035 8,653 5,559 9,215 10,108 1,148 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 26.2 22.5 70.3 50.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 14 26 29 38 38 71 74 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,785 COMMITMENTS 1,325 1,626 1,675 8,680 7,960 11,679 11,261 105 524 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -621) 965 -330 115 -1,671 -400 -591 -615 -29 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 13.8 14.2 73.7 67.5 99.1 95.6 0.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 15 13 18 16 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 81,508 COMMITMENTS 35,860 16,009 18,312 26,658 46,480 80,830 80,801 678 707 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,028) 1,198 1,666 88 1,667 1,207 2,953 2,961 75 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 19.6 22.5 32.7 57.0 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 23 16 28 15 15 52 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,999 COMMITMENTS 5,583 18,379 3,281 24,847 11,601 33,711 33,261 288 738 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 415) 355 1,015 24 -9 -509 370 530 45 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 54.1 9.7 73.1 34.1 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 20 18 11 11 30 38 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,051 COMMITMENTS 2,216 774 3,567 26,886 28,572 32,669 32,913 382 138 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,287) -229 279 337 4,121 3,681 4,229 4,296 58 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 2.3 10.8 81.3 86.4 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 10 8 8 41 52 56 65 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,270 COMMITMENTS 129 70 0 1,591 1,563 1,720 1,633 550 637 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 42) 0 70 0 50 -52 50 18 -8 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 3.1 0.0 70.1 68.9 75.8 71.9 24.2 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 19 19 20 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,369 COMMITMENTS 188 0 61 793 806 1,042 867 327 502 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 83) 50 0 0 12 75 62 75 21 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.0 4.5 57.9 58.9 76.1 63.3 23.9 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,522 COMMITMENTS 414 85 76 2,859 3,220 3,349 3,381 173 141 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 262) -105 85 56 301 227 252 368 10 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 2.4 2.2 81.2 91.4 95.1 96.0 4.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 3 29 32 35 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,756 COMMITMENTS 651 2,138 1,311 52,219 51,017 54,182 54,467 3,574 3,289 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 567) -10 117 -8 627 512 609 621 -42 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.7 2.3 90.4 88.3 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 33 34 36 37 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,954 COMMITMENTS 1,478 0 487 5,293 7,146 7,258 7,634 696 320 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -55) -2 0 19 -72 -75 -55 -55 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 0.0 6.1 66.5 89.9 91.2 96.0 8.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 18 15 21 18 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,522 COMMITMENTS 0 734 1,176 8,500 8,460 9,676 10,370 1,846 1,152 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 192) 0 0 0 192 192 192 192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 10.2 73.8 73.4 84.0 90.0 16.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,835 COMMITMENTS 955 1,055 0 26,369 26,695 27,324 27,750 511 85 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 425) 0 0 0 425 425 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 3.8 0.0 94.7 95.9 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 17 13 18 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 598,125 COMMITMENTS 4,680 4,680 0 593,445 593,445 598,125 598,125 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,920) 0 0 0 5,920 5,920 5,920 5,920 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 22 12 23 13 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (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 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (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 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (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 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,815,206 COMMITMENTS 534 185,678 29,301 1785371 1600227 1815206 1815206 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,951) 0 0 0 1,951 1,951 1,951 1,951 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 1.6 98.4 88.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,352 COMMITMENTS 0 9,180 1,705 27,647 18,171 29,352 29,056 0 296 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.3 5.8 94.2 61.9 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 3 19 16 22 19 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,354 COMMITMENTS 3,431 0 3,330 52,593 56,024 59,354 59,354 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,825) 0 0 0 3,825 3,825 3,825 3,825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.0 5.6 88.6 94.4 100.0 100.0 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,723 COMMITMENTS 1,936 1,020 2,048 41,484 42,400 45,468 45,468 255 255 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,957 COMMITMENTS 1,275 100 105 56,536 57,752 57,916 57,957 41 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 630) 0 0 0 630 630 630 630 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 24 27 25 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,041 COMMITMENTS 0 1,280 0 22,959 21,612 22,959 22,892 82 149 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 0.0 99.6 93.8 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 14 17 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 364,260 COMMITMENTS 24,878 3,420 43,740 295,642 317,100 364,260 364,260 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -3,720) 0 0 0 -3,720 -3,720 -3,720 -3,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.9 12.0 81.2 87.1 100.0 100.0 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 888,151 COMMITMENTS 0 12,129 48,016 840,135 828,006 888,151 888,151 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,470) 0 0 0 11,470 11,470 11,470 11,470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 5.4 94.6 93.2 100.0 100.0 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 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 663,740 COMMITMENTS 132,076 28,080 408 531,256 635,252 663,740 663,740 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 28,080) 0 0 0 28,080 28,080 28,080 28,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 4.2 0.1 80.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 19 17 20 19 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 672,986 COMMITMENTS 0 16,055 0 672,986 656,931 672,986 672,986 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 15,561) 0 0 0 15,561 15,561 15,561 15,561 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 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 423,624 COMMITMENTS 0 8,720 0 423,624 414,904 423,624 423,624 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,480) 0 0 0 11,480 11,480 11,480 11,480 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,646 COMMITMENTS 290 0 213 5,142 5,433 5,646 5,646 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 135) 31 0 -15 119 149 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 3.8 91.1 96.2 100.0 100.0 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,247 COMMITMENTS 545 0 105 20,358 20,751 21,008 20,856 239 391 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 186) 60 -51 -54 159 339 165 234 21 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.5 95.8 97.7 98.9 98.2 1.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 0 3 36 33 41 36 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,477 COMMITMENTS 149 1,275 120 15,028 13,749 15,297 15,144 180 333 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 354) 15 35 -12 360 326 363 349 -9 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 8.2 0.8 97.1 88.8 98.8 97.8 1.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 1 31 25 33 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,318 COMMITMENTS 110 773 42 5,891 5,124 6,043 5,939 275 379 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 144) 0 -50 0 84 189 84 139 60 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 12.2 0.7 93.2 81.1 95.6 94.0 4.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 16 12 18 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,102,070 COMMITMENTS 442,260 97,598 701,778 869,759 1217956 2013797 2017332 88,273 84,738 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -347,408) -6,980 -10,250 -185,645 -147,064 -148,801 -339,689 -344,696 -7,719 -2,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 4.6 33.4 41.4 57.9 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 151 71 167 88 97 301 285 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,941 COMMITMENTS 61,549 18,648 556 64,066 112,142 126,171 131,346 31,770 26,595 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,774) 2,571 2,482 -1,146 501 2,763 1,926 4,099 -152 -2,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 11.8 0.4 40.6 71.0 79.9 83.2 20.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 5 19 21 27 29 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,473 COMMITMENTS 5,864 951 2,264 12,163 17,270 20,292 20,485 1,182 988 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -13,152) -576 -469 -7,110 -4,972 -5,275 -12,657 -12,854 -495 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 4.4 10.5 56.6 80.4 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 2 8 13 11 24 20 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,795 COMMITMENTS 23,411 255 16,939 128,744 148,929 169,094 166,123 8,701 11,671 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 38) -2,180 -5 -57 2,335 132 99 71 -60 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.1 9.5 72.4 83.8 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,869 COMMITMENTS 12,783 15,632 18,825 31,960 25,807 63,568 60,265 3,301 6,605 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -14,101) 4,095 -46 -6,999 -10,276 -7,576 -13,180 -14,621 -921 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 23.4 28.2 47.8 38.6 95.1 90.1 4.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 11 15 15 15 33 33 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,686 COMMITMENTS 916 472 3,871 48,650 53,910 53,437 58,253 14,250 9,433 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,864) 90 101 -3 2,331 2,648 2,418 2,746 446 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.7 5.7 71.9 79.6 78.9 86.1 21.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 18 18 21 21 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,014 COMMITMENTS 1,067 10,820 3,293 14,293 4,983 18,653 19,096 1,361 918 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -8,554) -1,593 -2,754 -2,381 -5,169 -3,730 -9,143 -8,866 589 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 54.1 16.5 71.4 24.9 93.2 95.4 6.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 3 6 14 10 23 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 40,911 COMMITMENTS 28,669 3,330 2,574 7,564 33,942 38,807 39,846 2,103 1,064 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -2,970) -2,932 208 45 76 -3,191 -2,811 -2,938 -159 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.1 8.1 6.3 18.5 83.0 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 77 31 18 34 40 118 86 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,006 COMMITMENTS 42,309 8,920 1,465 14,628 49,428 58,402 59,813 4,604 3,193 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,963) -1,322 2,768 36 -621 -5,144 -1,908 -2,341 -55 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 14.2 2.3 23.2 78.4 92.7 94.9 7.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 79 42 19 36 37 124 95 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,927 COMMITMENTS 77,119 32,711 40,318 132,382 178,908 249,818 251,936 19,109 16,991 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 13,326) 3,354 -265 3,980 4,744 10,070 12,079 13,785 1,247 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 12.2 15.0 49.2 66.5 92.9 93.7 7.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 59 37 56 74 91 163 161 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,010 COMMITMENTS 3,629 640 1,063 4,297 7,391 8,989 9,094 4,021 3,916 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 164) 33 0 -3 0 -16 30 -19 134 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 4.9 8.2 33.0 56.8 69.1 69.9 30.9 30.1 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,674 COMMITMENTS 0 0 0 14,601 12,496 14,601 12,496 1,073 3,178 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,562) 0 0 0 3,156 1,976 3,156 1,976 406 1,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.2 79.7 93.2 79.7 6.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 17 14 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 11,394 COMMITMENTS 0 0 0 10,372 10,423 10,372 10,423 1,022 971 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 939) 0 0 0 1,035 860 1,035 860 -96 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.0 91.5 91.0 91.5 9.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 20 20 20 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,464 COMMITMENTS 9,254 1,439 75 7,041 14,437 16,370 15,951 2,094 2,513 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 906) 1,398 0 0 -737 1,231 661 1,231 245 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 7.8 0.4 38.1 78.2 88.7 86.4 11.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 14 16 16 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,406 COMMITMENTS 4,163 3,897 3,206 6,973 7,288 14,342 14,391 64 15 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 941) 80 717 5 856 219 941 941 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 27.1 22.3 48.4 50.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 3 7 8 5 19 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,795 COMMITMENTS 798 836 900 6,037 5,887 7,735 7,623 60 172 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 400) 250 0 0 200 450 450 450 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 10.7 11.5 77.4 75.5 99.2 97.8 0.8 2.2 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 69,645 COMMITMENTS 7,082 1,446 1,150 60,851 66,641 69,083 69,237 562 408 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,363) 430 712 0 3,933 3,918 4,363 4,630 0 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 2.1 1.7 87.4 95.7 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 5 2 42 38 51 43 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,791 COMMITMENTS 1,779 0 43 9,861 11,688 11,683 11,731 108 60 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 16) 50 0 -5 -83 21 -38 16 54 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.0 0.4 83.6 99.1 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 13 12 16 13 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,726 COMMITMENTS 668 5,410 615 47,422 42,701 48,705 48,726 21 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 570) 0 -75 0 570 645 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 11.1 1.3 97.3 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 31 20 34 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,836 COMMITMENTS 565 1,501 60 10,021 9,050 10,646 10,611 190 225 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 75) 0 -50 0 75 125 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 13.9 0.6 92.5 83.5 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,503 COMMITMENTS 2,179 4,936 1,229 28,793 25,412 32,201 31,577 302 926 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 140) 155 -489 -52 37 767 140 226 0 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 15.2 3.8 88.6 78.2 99.1 97.2 0.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 10 5 43 36 52 48 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,094 COMMITMENTS 364 435 0 5,538 5,207 5,902 5,642 192 452 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -135) 0 0 0 -135 -135 -135 -135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 7.1 0.0 90.9 85.4 96.8 92.6 3.2 7.4 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,491 COMMITMENTS 354 829 226 10,821 10,210 11,401 11,265 90 226 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 732) 267 -93 -7 481 812 741 712 -9 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 7.2 2.0 94.2 88.9 99.2 98.0 0.8 2.0 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 3,271 COMMITMENTS 956 165 275 1,990 2,691 3,221 3,131 50 140 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 720) 115 0 50 595 700 760 750 -40 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 5.0 8.4 60.8 82.3 98.5 95.7 1.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 4 7 26 25 38 33 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,234 COMMITMENTS 2,023 1,017 255 21,593 22,947 23,871 24,219 4,363 4,015 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,572) 54 21 -282 970 359 742 98 830 1,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 3.6 0.9 76.5 81.3 84.5 85.8 15.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 22 20 24
Updated November 22, 2013