IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 112,348 COMMITMENTS 26,397 968 4,291 81,660 107,089 112,348 112,348 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,095) 695 -1,000 420 -20 1,675 1,095 1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 0.9 3.8 72.7 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 1 7 9 7 18 14 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,646 COMMITMENTS 7,633 1,178 196 23,574 30,237 31,403 31,611 243 35 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,790) 631 -37 0 1,159 1,808 1,790 1,771 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 3.7 0.6 74.5 95.5 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 6 3 34 40 37 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,039 COMMITMENTS 103 53 75 8,823 8,911 9,001 9,039 38 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 274) 0 -10 0 274 284 274 274 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.6 0.8 97.6 98.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 23 20 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,663 COMMITMENTS 925 296 60 8,954 9,340 9,939 9,696 724 967 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 246) 15 28 0 280 203 295 231 -49 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.8 0.6 84.0 87.6 93.2 90.9 6.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 30 33 34 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,670 COMMITMENTS 160 693 131 3,619 3,062 3,910 3,886 760 784 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 179) -35 25 28 123 98 116 151 63 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 14.8 2.8 77.5 65.6 83.7 83.2 16.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 3 30 37 35 41 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,859 COMMITMENTS 340 458 56 3,887 4,014 4,283 4,528 576 331 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 270) 26 66 -1 167 184 192 249 78 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 9.4 1.2 80.0 82.6 88.1 93.2 11.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 2 35 39 38 43 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,787 COMMITMENTS 303 300 0 5,294 5,487 5,597 5,787 190 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,010) 170 30 0 840 980 1,010 1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 5.2 0.0 91.5 94.8 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 14 19 15 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,428 COMMITMENTS 243 170 63 7,804 7,850 8,110 8,083 318 345 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 383) 20 100 33 305 210 358 343 25 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.0 0.7 92.6 93.1 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 4 1 28 27 31 32 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,981 COMMITMENTS 210 287 140 2,466 2,396 2,816 2,823 165 158 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 295) 10 -30 100 155 224 265 294 30 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 9.6 4.7 82.7 80.4 94.5 94.7 5.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 4 16 14 22 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,062 COMMITMENTS 371 7,930 50 29,591 22,082 30,012 30,062 50 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,868) 50 420 0 1,818 1,448 1,868 1,868 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 26.4 0.2 98.4 73.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 1 33 17 36 19 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,627 COMMITMENTS 347 1,217 35 4,462 3,995 4,844 5,247 783 380 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 105) 60 10 -20 25 45 65 35 40 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 21.6 0.6 79.3 71.0 86.1 93.2 13.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 18 20 21 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,806 COMMITMENTS 61,343 56,750 32,097 145,942 170,661 239,382 259,508 46,424 26,298 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -16,957) -9,761 -781 1,101 -9,085 -20,688 -17,745 -20,368 788 3,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 19.9 11.2 51.1 59.7 83.8 90.8 16.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 46 26 45 64 78 133 132 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,172,007 COMMITMENTS 321,056 376,287 421,913 349,996 347,036 1092965 1145236 79,042 26,771 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -18,619) -4,638 -10,242 -141 -14,539 -10,840 -19,318 -21,223 699 2,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 32.1 36.0 29.9 29.6 93.3 97.7 6.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 135 63 119 57 54 253 191 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 445,338 COMMITMENTS 175,751 103,599 83,257 181,608 254,194 440,616 441,050 4,722 4,288 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -274) 1,856 353 -1,068 -1,226 380 -438 -335 164 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 23.3 18.7 40.8 57.1 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 26 9 30 29 31 65 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 64,531 COMMITMENTS 4,084 22,453 10,487 45,194 28,129 59,765 61,069 4,766 3,462 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 5,099) 3,121 2,725 245 1,528 1,254 4,894 4,224 205 875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 34.8 16.3 70.0 43.6 92.6 94.6 7.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 9 10 14 13 26 24 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,345,766 COMMITMENTS 992,068 47,257 516,533 798,763 1750319 2307364 2314109 38,402 31,657 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 24,985) 31,830 -2,102 1,192 -8,803 25,811 24,219 24,901 766 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 2.0 22.0 34.1 74.6 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 40 13 40 64 68 113 114 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 795,774 COMMITMENTS 29,399 265,545 123,129 634,561 402,876 787,089 791,550 8,685 4,224 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 28,523) -4,255 16,701 77 33,468 12,120 29,290 28,898 -767 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 33.4 15.5 79.7 50.6 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 25 23 37 38 65 69 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 77,900 COMMITMENTS 40,854 31,145 12,132 23,597 33,536 76,583 76,813 1,317 1,087 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,923) 173 317 -1,999 -1,294 -1,603 -3,120 -3,285 197 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 40.0 15.6 30.3 43.1 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 20 18 26 15 16 48 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 36,007 COMMITMENTS 17,766 26,033 2,048 15,859 7,409 35,673 35,490 334 517 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 809) 1,000 480 211 -399 216 812 907 -3 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 72.3 5.7 44.0 20.6 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 18 15 15 11 10 36 33 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,329 COMMITMENTS 731 40 140 1,048 1,939 1,919 2,119 410 210 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 32) -40 -40 -20 82 167 22 107 10 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 1.7 6.0 45.0 83.3 82.4 91.0 17.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 3 15 13 21 16 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,753 COMMITMENTS 5,151 1,582 3,807 39,451 43,098 48,409 48,487 344 266 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,387) 540 157 174 727 1,064 1,441 1,395 -54 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 3.2 7.8 80.9 88.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 13 11 9 42 48 59 64 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,951 COMMITMENTS 0 161 93 1,130 1,205 1,223 1,459 728 492 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 44) 0 -19 14 12 119 26 114 18 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.3 4.8 57.9 61.8 62.7 74.8 37.3 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 3 20 20 23 24 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,839 COMMITMENTS 277 309 233 3,026 3,013 3,536 3,555 303 284 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 221) 43 -15 41 179 155 263 181 -42 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 8.0 6.1 78.8 78.5 92.1 92.6 7.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 6 20 28 26 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,268 COMMITMENTS 220 1,722 138 19,070 17,424 19,428 19,284 840 984 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 659) -420 72 -192 1,359 903 747 783 -88 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 8.5 0.7 94.1 86.0 95.9 95.1 4.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 22 21 26 24 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,087 COMMITMENTS 745 745 0 18,873 18,831 19,618 19,576 469 511 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 3.7 0.0 94.0 93.7 97.7 97.5 2.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 12 11 13 12 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 438,274 COMMITMENTS 3,936 3,936 0 434,338 434,338 438,274 438,274 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.9 0.0 99.1 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 16 12 17 13 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 347,074 COMMITMENTS 31,771 0 0 315,303 347,074 347,074 347,074 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 0.0 90.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 12 11 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,247 COMMITMENTS 0 0 0 54,779 54,993 54,779 54,993 468 254 CHANGES FROM 03/04/14 (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 0.0 0.0 99.2 99.5 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 12 16 12 16 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 876,199 COMMITMENTS 0 0 0 876,199 876,199 876,199 876,199 0 0 CHANGES FROM 03/04/14 (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 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 16 19 16 19 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 151,023 COMMITMENTS 8,190 1,062 2,343 140,236 147,618 150,769 151,023 254 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 635) -105 0 0 740 635 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.7 1.6 92.9 97.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 24 29 26 31 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,804,060 COMMITMENTS 1,957 191,200 27,069 1775034 1585791 1804060 1804060 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -22,784) 0 0 0 -22,784 -22,784 -22,784 -22,784 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.6 1.5 98.4 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 2 24 24 26 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,129 COMMITMENTS 105 7,534 1,280 22,744 15,060 24,129 23,874 0 255 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 417) 0 0 0 417 417 417 417 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 31.2 5.3 94.3 62.4 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 17 11 19 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,807 COMMITMENTS 0 3,340 1,280 55,527 51,931 56,807 56,551 0 256 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 2,560) 0 0 0 2,560 2,560 2,560 2,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 2.3 97.7 91.4 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 17 13 18 14 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,502 COMMITMENTS 3,372 0 2,550 56,580 59,697 62,502 62,247 0 255 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -516) 105 0 0 -621 -516 -516 -516 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 4.1 90.5 95.5 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 23 21 25 22 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,929 COMMITMENTS 2,327 0 2,048 42,341 44,668 46,716 46,716 213 213 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 4.4 90.2 95.2 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 16 18 17 19 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,388 COMMITMENTS 105 0 0 46,283 46,175 46,388 46,175 0 213 CHANGES FROM 03/04/14 (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 99.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 21 14 22 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 378,585 COMMITMENTS 35,352 19,600 23,480 319,753 335,505 378,585 378,585 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.2 6.2 84.5 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 13 13 15 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 753,508 COMMITMENTS 8,656 0 39,360 705,492 714,148 753,508 753,508 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 2,160 2,160 2,160 2,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 5.2 93.6 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 18 17 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,330,195 COMMITMENTS 201,157 0 47,040 1081998 1283155 1330195 1330195 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 26,520) 0 0 0 26,520 26,520 26,520 26,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.0 3.5 81.3 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 22 19 24 20 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 724,293 COMMITMENTS 262,888 0 0 461,405 724,293 724,293 724,293 0 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 0.0 0.0 63.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 17 17 17 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 561,505 COMMITMENTS 0 2,035 0 561,505 559,470 561,505 561,505 0 0 CHANGES FROM 03/04/14 (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 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 15 17 15 18 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,749 COMMITMENTS 431 155 201 17,774 17,932 18,406 18,288 343 461 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,792) -170 -48 -2 -2,483 -1,820 -2,655 -1,870 -137 -922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.8 1.1 94.8 95.6 98.2 97.5 1.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 1 34 35 39 39 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,967 COMMITMENTS 0 166 85 11,612 11,385 11,697 11,636 270 331 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -777) 0 0 50 -827 -827 -777 -777 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.7 97.0 95.1 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 23 21 24 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,678 COMMITMENTS 25 699 36 4,740 4,557 4,801 5,292 877 386 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 296) 0 143 -45 206 183 161 281 135 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 12.3 0.6 83.5 80.3 84.6 93.2 15.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 14 16 16 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,697,240 COMMITMENTS 511,076 104,244 537,412 544,030 974,801 1592518 1616457 104,722 80,783 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 9,433) -10,651 8,335 -4,365 20,218 5,194 5,202 9,164 4,231 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 6.1 31.7 32.1 57.4 93.8 95.2 6.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 124 77 146 87 101 290 270 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,885 COMMITMENTS 60,507 13,654 856 64,277 101,170 125,640 115,680 25,245 35,205 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,298) 359 156 3 5,406 104 5,768 263 -4,470 1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 9.0 0.6 42.6 67.1 83.3 76.7 16.7 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 4 16 19 23 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,502 COMMITMENTS 10,264 26,528 33,327 27,545 12,101 71,136 71,956 7,366 6,546 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,955) -1,319 1,382 -6,273 3,041 213 -4,551 -4,678 1,596 1,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 33.8 42.5 35.1 15.4 90.6 91.7 9.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 7 15 12 10 28 27 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,239 COMMITMENTS 0 128 0 16,239 15,962 16,239 16,090 0 149 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -90) 0 0 0 -90 -90 -90 -90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 100.0 98.3 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 12 19 13 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,579 COMMITMENTS 29,883 6,575 1,367 7,424 32,627 38,674 40,569 2,905 1,010 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,279) 2,259 834 -256 -1,267 506 736 1,084 543 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.9 15.8 3.3 17.9 78.5 93.0 97.6 7.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 96 40 15 34 38 140 87 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,748 COMMITMENTS 50,564 5,844 1,193 12,026 60,864 63,783 67,901 5,965 1,847 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 3,590) 3,618 -1,455 -250 -511 5,596 2,857 3,891 733 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 8.4 1.7 17.2 87.3 91.4 97.4 8.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 107 23 11 31 44 144 75 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,457 COMMITMENTS 109,045 36,702 29,315 118,406 203,488 256,766 269,505 25,691 12,952 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 11,242) 2,316 1,545 4,707 4,166 4,737 11,189 10,989 53 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 13.0 10.4 41.9 72.0 90.9 95.4 9.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 77 29 51 79 85 177 146 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,765 COMMITMENTS 0 0 0 11,315 10,450 11,315 10,450 1,450 2,315 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 635) 0 0 0 320 615 320 615 315 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.6 81.9 88.6 81.9 11.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 16 15 16 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,619 COMMITMENTS 2,920 3,046 1,518 724 626 5,162 5,190 457 429 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 159) -144 -336 288 0 10 144 -38 15 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 54.2 27.0 12.9 11.1 91.9 92.4 8.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 12 11 3 2 15 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,705 COMMITMENTS 1,543 1,378 200 6,905 6,981 8,648 8,559 57 146 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 436) -290 136 200 526 100 436 436 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 15.8 2.3 79.3 80.2 99.3 98.3 0.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 3 2 24 25 29 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,888 COMMITMENTS 5,021 827 161 55,151 59,535 60,333 60,523 555 365 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 3,160) 50 -25 25 3,061 3,136 3,136 3,136 24 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.4 0.3 90.6 97.8 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 5 4 2 40 38 47 42 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,324 COMMITMENTS 4,860 650 0 10,329 14,609 15,189 15,259 135 65 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,176) 525 150 0 651 1,026 1,176 1,176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 4.2 0.0 67.4 95.3 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 0 13 13 15 16 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,959 COMMITMENTS 908 3,430 0 42,031 39,529 42,939 42,959 20 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 2,208) 0 500 0 2,208 1,708 2,208 2,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 8.0 0.0 97.8 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 0 24 21 27 23 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,631 COMMITMENTS 745 1,466 125 7,711 6,815 8,581 8,406 50 225 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 425) 75 75 50 300 300 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 17.0 1.4 89.3 79.0 99.4 97.4 0.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 4 2 21 19 29 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,057 COMMITMENTS 1,930 5,010 812 20,920 17,812 23,662 23,634 395 423 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,507) 165 568 84 1,258 836 1,507 1,488 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 20.8 3.4 87.0 74.0 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 8 5 34 32 41 43 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,632 COMMITMENTS 930 1,262 203 13,440 13,038 14,573 14,503 59 129 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,009) 130 45 0 879 1,009 1,009 1,054 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 8.6 1.4 91.9 89.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 5 3 29 28 35 35 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,519 COMMITMENTS 630 1,389 154 1,555 776 2,339 2,319 180 200 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 506) 65 459 14 491 78 570 551 -64 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 55.1 6.1 61.7 30.8 92.9 92.1 7.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 4 4 12 10 21 17 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,405 COMMITMENTS 3,490 342 810 16,769 20,009 21,069 21,161 336 244 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -450) 0 0 -450 0 0 -450 -450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 1.6 3.8 78.3 93.5 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 4 14 14 19 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,162 COMMITMENTS 1,818 0 291 29,040 31,328 31,149 31,619 4,013 3,543 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,724) -75 0 0 1,981 1,709 1,906 1,709 -182 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 0.8 82.6 89.1 88.6 89.9 11.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 23 24 25 25
Updated March 18, 2014