GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,343 COMMITMENTS 7,342 562 456 29,238 36,325 37,036 37,343 307 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -626) 107 -11 -290 -443 -325 -626 -626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 1.5 1.2 78.3 97.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 4 4 36 41 41 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,323 COMMITMENTS 0 162 0 8,241 8,141 8,241 8,303 82 20 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 428) 0 50 0 428 378 428 428 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 99.0 97.8 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 17 22 17 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,286 COMMITMENTS 576 235 132 7,948 7,984 8,656 8,351 630 935 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 375) 107 35 22 293 367 422 424 -47 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.5 1.4 85.6 86.0 93.2 89.9 6.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 1 3 32 33 38 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,254 COMMITMENTS 132 132 180 3,989 3,909 4,301 4,221 953 1,033 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 346) -69 94 12 387 226 330 332 16 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.5 3.4 75.9 74.4 81.9 80.3 18.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 26 34 29 38 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,077 COMMITMENTS 236 285 93 4,086 4,346 4,415 4,724 662 353 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 416) 40 104 -15 362 362 387 451 29 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 5.6 1.8 80.5 85.6 87.0 93.0 13.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 4 37 37 41 43 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,384 COMMITMENTS 25 0 55 6,064 6,329 6,144 6,384 240 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 763) 0 0 0 763 763 763 763 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.9 95.0 99.1 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 15 15 16 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,009 COMMITMENTS 182 150 147 8,376 8,524 8,705 8,821 304 188 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 831) 80 -81 -42 799 965 837 842 -6 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.7 1.6 93.0 94.6 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 3 27 27 32 32 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,192 COMMITMENTS 176 365 90 2,686 2,617 2,952 3,072 240 120 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 95) -40 -25 -20 110 100 50 55 45 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 11.4 2.8 84.1 82.0 92.5 96.2 7.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 1 23 21 27 26 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,554 COMMITMENTS 0 7,943 150 25,750 18,209 25,900 26,302 654 252 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 909) -45 -10 0 618 859 573 849 336 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.9 0.6 97.0 68.6 97.5 99.1 2.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 31 15 32 17 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,598 COMMITMENTS 447 1,244 19 4,054 4,071 4,520 5,334 1,078 264 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 112) 37 -3 0 121 35 158 32 -46 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 22.2 0.3 72.4 72.7 80.7 95.3 19.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 2 25 18 31 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 279,427 COMMITMENTS 42,310 66,425 37,791 156,928 148,597 237,029 252,813 42,398 26,614 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -6,152) 1,597 -5,287 -2,903 -7,374 4,953 -8,680 -3,237 2,528 -2,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 23.8 13.5 56.2 53.2 84.8 90.5 15.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 40 35 48 72 78 140 137 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,287,601 COMMITMENTS 322,984 371,697 509,979 379,827 376,801 1212790 1258477 74,811 29,124 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 11,752) 17,271 2,839 756 -6,542 6,563 11,485 10,158 267 1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 28.9 39.6 29.5 29.3 94.2 97.7 5.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 130 82 128 71 63 272 218 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 450,129 COMMITMENTS 172,032 126,356 78,361 194,408 241,777 444,801 446,494 5,328 3,635 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,013) 555 2,833 256 1,888 7 2,699 3,096 1,314 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 28.1 17.4 43.2 53.7 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 21 9 27 30 31 64 58 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 71,520 COMMITMENTS 3,545 25,589 14,216 49,489 28,399 67,250 68,204 4,270 3,316 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,954) 213 2,916 1,974 5,297 2,019 7,484 6,909 -1,530 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 35.8 19.9 69.2 39.7 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 11 10 14 14 24 28 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,458,319 COMMITMENTS 907,506 40,039 611,373 905,496 1771084 2424375 2422496 33,944 35,823 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 45,607) 7,118 -689 34,274 10,803 13,554 52,195 47,139 -6,588 -1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 1.6 24.9 36.8 72.0 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 32 14 39 73 68 118 110 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,904 COMMITMENTS 41,145 243,658 165,230 641,513 440,447 847,888 849,335 6,016 4,569 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 25,520) 6,019 1,996 3,116 15,675 20,608 24,810 25,720 710 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 28.5 19.3 75.1 51.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 17 23 27 34 33 68 66 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 72,613 COMMITMENTS 33,593 14,778 15,069 22,728 41,790 71,390 71,637 1,223 976 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 906) -246 431 400 850 -115 1,004 716 -98 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 20.4 20.8 31.3 57.6 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 16 26 12 15 44 44 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,788 COMMITMENTS 9,971 20,113 3,298 21,263 10,447 34,532 33,858 256 930 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,666) 1,334 1,239 -8 325 480 1,651 1,711 15 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 57.8 9.5 61.1 30.0 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 15 14 10 9 30 30 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,218 COMMITMENTS 2,980 999 3,840 32,997 35,106 39,817 39,945 401 273 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,500) 725 93 612 2,081 2,812 3,418 3,517 82 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.5 9.5 82.0 87.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 8 8 7 43 44 55 55 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,959 COMMITMENTS 69 87 74 1,118 983 1,261 1,144 698 815 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.4 3.8 57.1 50.2 64.4 58.4 35.6 41.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 16 15 18 18 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,402 COMMITMENTS 51 275 270 2,762 2,671 3,083 3,216 319 186 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 342) -55 45 95 312 192 352 332 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 8.1 7.9 81.2 78.5 90.6 94.5 9.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 3 26 29 30 35 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,357 COMMITMENTS 816 1,928 90 19,364 18,170 20,270 20,188 1,087 1,169 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 370) 0 0 0 370 380 370 380 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 9.0 0.4 90.7 85.1 94.9 94.5 5.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 21 20 24 22 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,135 COMMITMENTS 955 955 0 22,669 23,180 23,624 24,135 511 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.0 0.0 93.9 96.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 12 16 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 516,503 COMMITMENTS 4,680 4,680 0 511,823 511,823 516,503 516,503 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,576) 0 0 0 4,576 4,576 4,576 4,576 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.9 0.0 99.1 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 12 17 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,840 COMMITMENTS 0 0 0 47,585 47,840 47,585 47,840 255 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 617) 0 0 0 617 617 617 617 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 14 18 14 18 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 779,914 COMMITMENTS 7,040 0 0 772,874 779,914 779,914 779,914 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,248) 0 0 0 5,248 5,248 5,248 5,248 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 20 18 20 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 105,129 COMMITMENTS 8,290 1,020 2,705 93,880 101,404 104,875 105,129 254 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 1.0 2.6 89.3 96.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 24 22 26 24 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,915,664 COMMITMENTS 0 198,515 29,026 1886638 1688123 1915664 1915664 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 23,320) 0 0 0 23,320 23,320 23,320 23,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.4 1.5 98.5 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 2 27 25 29 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,480 COMMITMENTS 105 9,382 1,280 25,095 15,563 26,480 26,225 0 255 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 35.4 4.8 94.8 58.8 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 15 10 17 12 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,861 COMMITMENTS 126 4,364 1,280 57,455 53,217 58,861 58,861 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.4 2.2 97.6 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 17 14 19 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,860 COMMITMENTS 4,452 0 2,674 52,734 57,186 59,860 59,860 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 492) -1,124 0 80 1,536 412 492 492 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 4.5 88.1 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 21 17 23 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,995 COMMITMENTS 2,537 0 2,048 45,155 47,692 49,740 49,740 255 255 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 4.1 90.3 95.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 19 18 20 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,752 COMMITMENTS 105 0 0 54,647 54,752 54,752 54,752 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 23 18 24 18 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 355,492 COMMITMENTS 38,525 19,600 23,480 293,487 312,412 355,492 355,492 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 5.5 6.6 82.6 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 14 15 16 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 838,179 COMMITMENTS 1,216 0 46,800 790,163 791,379 838,179 838,179 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 24,835) 0 0 0 24,835 24,835 24,835 24,835 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 5.6 94.3 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 18 18 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,324,580 COMMITMENTS 218,520 0 47,040 1059020 1277540 1324580 1324580 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 38,216) -16,104 0 0 54,320 38,216 38,216 38,216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.0 3.6 80.0 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 20 14 22 15 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 716,629 COMMITMENTS 207,208 0 0 509,421 716,629 716,629 716,629 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 0.0 0.0 71.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 15 17 15 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 621,662 COMMITMENTS 0 9,800 0 621,662 611,862 621,662 621,662 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 17 16 18 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,018 COMMITMENTS 452 171 164 19,230 19,298 19,846 19,633 172 385 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,397) 0 0 0 1,433 1,327 1,433 1,327 -36 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.9 0.8 96.1 96.4 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 2 35 34 40 37 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,470 COMMITMENTS 89 666 160 13,154 12,298 13,403 13,124 67 346 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 710) 0 -35 45 665 685 710 695 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.9 1.2 97.7 91.3 99.5 97.4 0.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 30 25 32 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,968 COMMITMENTS 25 224 107 4,536 4,276 4,668 4,607 300 361 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 457) 0 -90 0 457 547 457 457 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.5 2.2 91.3 86.1 94.0 92.7 6.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 16 19 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,613,293 COMMITMENTS 473,506 133,457 501,756 558,910 898,363 1534172 1533576 79,121 79,717 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -9,734) 10,320 -2,378 -10,403 -1,182 963 -1,265 -11,818 -8,469 2,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 8.3 31.1 34.6 55.7 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 116 74 133 87 96 265 262 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,822 COMMITMENTS 56,650 14,495 615 55,660 98,287 112,925 113,397 41,897 41,425 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 690) -512 0 19 961 39 468 58 222 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 9.4 0.4 36.0 63.5 72.9 73.2 27.1 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 4 13 16 19 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,335 COMMITMENTS 16,513 16,618 19,895 16,089 15,236 52,497 51,749 4,838 5,586 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -4,959) 905 452 -2,482 -3,127 -2,258 -4,704 -4,288 -255 -671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 29.0 34.7 28.1 26.6 91.6 90.3 8.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 9 13 13 12 26 28 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,566 COMMITMENTS 0 198 0 15,551 15,306 15,551 15,504 15 62 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,715) 0 198 0 -1,700 -1,942 -1,700 -1,744 -15 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 99.9 98.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 15 20 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 39,226 COMMITMENTS 26,371 4,375 1,355 9,226 32,672 36,952 38,402 2,274 824 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 583) 1,605 -31 130 -1,257 528 478 627 105 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 11.2 3.5 23.5 83.3 94.2 97.9 5.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 83 35 14 29 34 123 79 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 60,358 COMMITMENTS 42,557 7,560 742 10,885 49,504 54,184 57,806 6,174 2,552 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,722) 1,706 -911 524 -785 2,291 1,445 1,904 277 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 12.5 1.2 18.0 82.0 89.8 95.8 10.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 95 35 9 30 30 128 72 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,020 COMMITMENTS 85,419 39,860 27,279 131,397 180,264 244,095 247,403 19,925 16,617 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 12,180) -46 4,805 -689 14,258 8,094 13,523 12,210 -1,343 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 15.1 10.3 49.8 68.3 92.5 93.7 7.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 55 39 52 80 89 163 159 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,606 COMMITMENTS 3,997 200 570 4,676 6,667 9,243 7,437 2,363 4,169 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 421) 191 0 135 87 365 413 500 8 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 1.7 4.9 40.3 57.4 79.6 64.1 20.4 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 1 6 7 9 15 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 11,861 COMMITMENTS 0 430 0 10,705 10,372 10,705 10,802 1,156 1,059 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 90.3 87.4 90.3 91.1 9.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 16 15 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,956 COMMITMENTS 1,111 685 497 6,216 6,640 7,824 7,822 132 134 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 547) 100 0 247 200 300 547 547 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 8.6 6.2 78.1 83.5 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 3 27 24 32 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 66,162 COMMITMENTS 6,636 2,304 0 58,806 63,465 65,442 65,769 720 393 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,841) 0 0 0 2,759 2,841 2,759 2,841 82 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.5 0.0 88.9 95.9 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 0 30 36 34 40 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,923 COMMITMENTS 4,055 0 190 8,588 12,684 12,833 12,874 90 49 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 212) 100 0 -25 137 237 212 212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 0.0 1.5 66.5 98.2 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 2 11 13 16 15 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,425 COMMITMENTS 969 6,340 0 45,441 40,085 46,410 46,425 15 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 915) 0 -50 0 915 965 915 915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 13.7 0.0 97.9 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 0 26 25 28 28 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,340 COMMITMENTS 300 1,240 25 8,865 7,850 9,190 9,115 150 225 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,150) 0 475 0 1,150 675 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 13.3 0.3 94.9 84.0 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 1 20 14 23 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,479 COMMITMENTS 1,934 4,287 1,195 22,041 19,556 25,170 25,038 309 441 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 497) -308 68 124 681 315 497 507 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 16.8 4.7 86.5 76.8 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 8 3 34 29 41 38 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,783 COMMITMENTS 634 1,102 441 11,635 11,087 12,710 12,630 73 153 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,031) -221 185 -8 1,260 934 1,031 1,111 0 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 8.6 3.4 91.0 86.7 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 4 2 26 28 31 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,495 COMMITMENTS 679 420 290 1,441 1,697 2,410 2,407 85 88 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 333) 20 50 70 243 213 333 333 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 16.8 11.6 57.8 68.0 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 8 6 22 19 34 29 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,539 COMMITMENTS 4,020 300 1,392 16,815 20,607 22,227 22,299 312 240 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 540 540 540 540 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 1.3 6.2 74.6 91.4 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 4 14 13 19 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,466 COMMITMENTS 1,749 124 494 22,297 23,982 24,540 24,600 3,926 3,866 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,194) 8 -408 144 804 1,292 956 1,028 238 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.4 1.7 78.3 84.2 86.2 86.4 13.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 20 19 22
Updated January 24, 2014