IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 114,396 COMMITMENTS 26,708 968 4,289 83,388 109,133 114,385 114,390 11 6 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,048) 311 0 -2 1,728 2,044 2,037 2,042 11 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 0.8 3.7 72.9 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 1 6 9 7 17 13 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,159 COMMITMENTS 7,731 1,079 246 24,939 31,799 32,916 33,124 243 35 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,513) 98 -99 50 1,365 1,562 1,513 1,513 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 3.3 0.7 75.2 95.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 6 4 36 41 40 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,218 COMMITMENTS 103 43 75 9,002 9,100 9,180 9,218 38 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 179) 0 -10 0 179 189 179 179 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.5 0.8 97.7 98.7 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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,216 COMMITMENTS 997 326 117 9,301 9,744 10,415 10,187 801 1,029 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 553) 72 30 57 347 404 476 491 77 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.9 1.0 82.9 86.9 92.9 90.8 7.1 9.2 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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,996 COMMITMENTS 220 703 156 3,946 3,444 4,322 4,303 674 693 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 326) 60 10 25 327 382 412 417 -86 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 14.1 3.1 79.0 68.9 86.5 86.1 13.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 4 31 37 39 41 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,490 COMMITMENTS 346 578 57 4,469 4,451 4,872 5,086 618 404 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 631) 6 120 1 582 437 589 558 42 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 10.5 1.0 81.4 81.1 88.7 92.6 11.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 2 2 38 40 41 44 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,038 COMMITMENTS 479 335 0 6,369 6,703 6,848 7,038 190 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,251) 176 35 0 1,075 1,216 1,251 1,251 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 4.8 0.0 90.5 95.2 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 16 22 17 24 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,668 COMMITMENTS 328 275 63 7,951 7,981 8,342 8,319 326 349 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 240) 85 105 0 147 131 232 236 8 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.2 0.7 91.7 92.1 96.2 96.0 3.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 4 1 29 28 32 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,011 COMMITMENTS 170 287 110 2,506 2,436 2,786 2,833 225 178 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 30) -40 0 -30 40 40 -30 10 60 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 9.5 3.7 83.2 80.9 92.5 94.1 7.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 16 13 21 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,743 COMMITMENTS 371 8,185 50 30,272 22,508 30,693 30,743 50 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 681) 0 255 0 681 426 681 681 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 26.6 0.2 98.5 73.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 1 34 16 37 18 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,827 COMMITMENTS 382 1,269 30 4,652 4,213 5,064 5,512 763 315 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 200) 35 52 -5 190 218 220 265 -20 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 21.8 0.5 79.8 72.3 86.9 94.6 13.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 20 23 24 27 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 281,962 COMMITMENTS 53,481 58,117 34,745 152,815 161,148 241,041 254,010 40,921 27,952 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -3,844) -7,862 1,367 2,648 6,873 -9,513 1,659 -5,498 -5,503 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 20.6 12.3 54.2 57.2 85.5 90.1 14.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 38 34 42 64 76 128 128 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,155,891 COMMITMENTS 312,165 365,654 419,253 349,202 344,410 1080620 1129317 75,271 26,574 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -16,116) -8,891 -10,633 -2,660 -794 -2,626 -12,345 -15,919 -3,771 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 31.6 36.3 30.2 29.8 93.5 97.7 6.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 138 58 124 62 56 256 197 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 467,412 COMMITMENTS 174,349 96,618 98,982 188,249 267,387 461,580 462,987 5,832 4,425 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 22,074) -1,402 -6,981 15,725 6,641 13,193 20,964 21,937 1,110 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 20.7 21.2 40.3 57.2 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 27 7 28 29 31 64 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 73,003 COMMITMENTS 6,411 27,470 12,711 49,361 29,857 68,483 70,038 4,520 2,965 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 8,472) 2,327 5,017 2,224 4,167 1,728 8,718 8,969 -246 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 37.6 17.4 67.6 40.9 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 7 11 14 13 29 25 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,351,123 COMMITMENTS 1000198 42,139 513,110 801,698 1763724 2315006 2318973 36,117 32,150 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,357) 8,130 -5,118 -3,423 2,935 13,405 7,642 4,864 -2,285 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 1.8 21.8 34.1 75.0 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 41 11 38 66 68 115 111 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 811,791 COMMITMENTS 31,344 271,521 130,193 641,227 406,112 802,764 807,826 9,027 3,965 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 16,017) 1,945 5,976 7,064 6,666 3,236 15,675 16,276 342 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 33.4 16.0 79.0 50.0 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 22 24 38 39 67 70 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 79,508 COMMITMENTS 40,617 33,473 12,861 24,678 32,212 78,156 78,546 1,352 962 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,608) -237 2,328 729 1,081 -1,324 1,573 1,733 35 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 42.1 16.2 31.0 40.5 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 20 19 29 13 16 47 50 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,544 COMMITMENTS 17,141 24,103 2,030 14,959 7,979 34,130 34,112 414 432 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -1,463) -625 -1,930 -18 -900 570 -1,543 -1,378 80 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 69.8 5.9 43.3 23.1 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 14 12 13 10 36 30 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,400 COMMITMENTS 701 100 180 1,129 1,890 2,010 2,170 390 230 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 71) -30 60 40 81 -49 91 51 -20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 4.2 7.5 47.0 78.8 83.8 90.4 16.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 2 4 15 13 22 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,640 COMMITMENTS 5,975 1,358 4,253 39,697 44,479 49,925 50,090 715 550 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,887) 824 -224 446 246 1,381 1,516 1,603 371 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.7 8.4 78.4 87.8 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 15 9 9 43 48 60 64 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,976 COMMITMENTS 0 144 88 1,144 1,226 1,232 1,458 744 518 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 25) 0 -17 -5 14 21 9 -1 16 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 4.5 57.9 62.0 62.3 73.8 37.7 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 20 20 21 23 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,348 COMMITMENTS 237 250 306 3,530 3,478 4,073 4,034 275 314 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 509) -40 -59 73 504 465 537 479 -28 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 5.7 7.0 81.2 80.0 93.7 92.8 6.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 4 5 23 29 28 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,124 COMMITMENTS 220 1,722 138 18,926 17,280 19,284 19,140 840 984 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -144) 0 0 0 -144 -144 -144 -144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 8.6 0.7 94.0 85.9 95.8 95.1 4.2 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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 348,914 COMMITMENTS 33,611 0 0 315,303 348,914 348,914 348,914 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,840) 1,840 0 0 0 1,840 1,840 1,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 0.0 90.4 100.0 100.0 100.0 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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 151,254 COMMITMENTS 8,295 1,062 2,343 140,362 147,849 151,000 151,254 254 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 231) 105 0 0 126 231 231 231 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.7 1.5 92.8 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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,841,372 COMMITMENTS 1,957 191,200 27,069 1812346 1623103 1841372 1841372 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 37,312) 0 0 0 37,312 37,312 37,312 37,312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.4 1.5 98.4 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 2 25 23 27 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,481 COMMITMENTS 2,417 0 2,550 57,514 59,676 62,481 62,226 0 255 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -21) -955 0 0 934 -21 -21 -21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 4.1 92.1 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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,144 COMMITMENTS 2,432 0 2,048 42,451 44,883 46,931 46,931 213 213 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 215) 105 0 0 110 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 4.3 90.0 95.2 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 16 18 18 19 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 755,511 COMMITMENTS 8,656 0 39,360 707,495 716,151 755,511 755,511 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,003) 0 0 0 2,003 2,003 2,003 2,003 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 17 17 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,442,291 COMMITMENTS 199,317 0 47,040 1195934 1395251 1442291 1442291 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 112,096) -1,840 0 0 113,936 112,096 112,096 112,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 0.0 3.3 82.9 96.7 100.0 100.0 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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| 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 03/11/14 (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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,038 COMMITMENTS 568 155 397 18,730 19,025 19,695 19,577 343 461 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,289) 137 0 196 956 1,093 1,289 1,289 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.8 2.0 93.5 94.9 98.3 97.7 1.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 1 35 34 40 38 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,216 COMMITMENTS 0 211 100 11,846 11,574 11,946 11,885 270 331 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 249) 0 45 15 234 189 249 249 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.8 97.0 94.7 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 25 21 26 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,797 COMMITMENTS 25 698 56 5,016 4,644 5,097 5,398 700 399 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 119) 0 -1 20 276 87 296 106 -177 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 12.0 1.0 86.5 80.1 87.9 93.1 12.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 16 18 19 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,623,266 COMMITMENTS 492,620 108,335 486,148 549,137 951,136 1527905 1545619 95,361 77,647 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -73,974) -18,456 4,091 -51,264 5,107 -23,665 -64,613 -70,838 -9,361 -3,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 6.7 29.9 33.8 58.6 94.1 95.2 5.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 118 71 137 87 104 273 265 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 152,104 COMMITMENTS 62,202 14,392 840 65,299 101,153 128,341 116,385 23,763 35,719 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,219) 1,695 738 -16 1,022 -17 2,701 705 -1,482 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 9.5 0.6 42.9 66.5 84.4 76.5 15.6 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 4 4 16 19 23 25 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,805 COMMITMENTS 14,685 29,047 23,102 25,997 11,463 63,784 63,612 6,021 6,193 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -8,697) 4,421 2,519 -10,225 -1,548 -638 -7,352 -8,344 -1,345 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 41.6 33.1 37.2 16.4 91.4 91.1 8.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 9 15 12 10 28 28 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,344 COMMITMENTS 0 128 0 16,344 16,067 16,344 16,195 0 149 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 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: 26) 0 1 0 20 13 20 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 42,334 COMMITMENTS 30,304 6,994 1,457 7,498 32,856 39,259 41,307 3,075 1,027 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 755) 421 419 90 74 229 585 738 170 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.6 16.5 3.4 17.7 77.6 92.7 97.6 7.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 92 37 16 28 38 133 83 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,251 COMMITMENTS 52,090 7,257 1,251 12,076 60,777 65,417 69,285 5,834 1,966 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,503) 1,526 1,413 58 50 -87 1,634 1,384 -131 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 10.2 1.8 16.9 85.3 91.8 97.2 8.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 107 23 15 32 42 149 75 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 283,149 COMMITMENTS 109,381 34,789 26,760 125,816 208,712 261,957 270,261 21,192 12,888 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 692) 336 -1,913 -2,555 7,410 5,224 5,191 756 -4,499 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 12.3 9.5 44.4 73.7 92.5 95.4 7.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 79 29 47 78 91 175 150 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,009 COMMITMENTS 3,083 796 1,077 8,135 10,281 12,295 12,154 3,714 3,855 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 5.0 6.7 50.8 64.2 76.8 75.9 23.2 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 2 10 12 15 14 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,265 COMMITMENTS 0 0 0 13,185 12,370 13,185 12,370 1,080 1,895 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 1,870 1,920 1,870 1,920 -370 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.4 86.7 92.4 86.7 7.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 18 15 18 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,811 COMMITMENTS 3,206 3,300 1,468 678 710 5,352 5,478 459 333 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 192) 286 254 -50 -46 84 190 288 2 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 56.8 25.3 11.7 12.2 92.1 94.3 7.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 13 11 3 2 16 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,555 COMMITMENTS 1,443 1,378 150 6,930 6,881 8,523 8,409 32 146 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -150) -100 0 -50 25 -100 -125 -150 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 16.1 1.8 81.0 80.4 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 1 25 27 30 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 63,335 COMMITMENTS 5,766 777 211 56,682 61,986 62,659 62,974 676 361 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,447) 745 -50 50 1,531 2,451 2,326 2,451 121 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.2 0.3 89.5 97.9 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 3 2 40 38 47 42 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,101 COMMITMENTS 6,435 575 0 10,531 16,461 16,966 17,036 135 65 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,777) 1,575 -75 0 202 1,852 1,777 1,777 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 3.4 0.0 61.6 96.3 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 0 12 13 15 16 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,864 COMMITMENTS 1,083 3,380 0 42,761 40,484 43,844 43,864 20 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 905) 175 -50 0 730 955 905 905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 7.7 0.0 97.5 92.3 100.0 100.0 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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,156 COMMITMENTS 945 1,766 125 8,036 7,040 9,106 8,931 50 225 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 525) 200 300 0 325 225 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 19.3 1.4 87.8 76.9 99.5 97.5 0.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 4 2 21 19 30 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,887 COMMITMENTS 2,140 5,186 812 21,507 18,466 24,459 24,464 428 423 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 830) 210 176 0 587 654 797 830 33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 20.8 3.3 86.4 74.2 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 8 5 34 33 41 44 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,236 COMMITMENTS 866 1,171 203 14,100 13,747 15,169 15,121 67 115 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 604) -64 -91 0 660 709 596 618 8 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 7.7 1.3 92.5 90.2 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 4 3 31 29 37 35 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,794 COMMITMENTS 590 1,409 194 1,850 1,011 2,634 2,614 160 180 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 275) -40 20 40 295 235 295 295 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 50.4 6.9 66.2 36.2 94.3 93.6 5.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 6 5 16 13 25 22 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,705 COMMITMENTS 3,490 342 810 17,069 20,309 21,369 21,461 336 244 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 1.6 3.7 78.6 93.6 98.5 98.9 1.5 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 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,212 COMMITMENTS 2,227 0 613 31,818 33,206 34,658 33,819 3,554 4,393 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 3,050) 409 0 322 2,778 1,878 3,509 2,200 -459 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 1.6 83.3 86.9 90.7 88.5 9.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 23 22 26 24
Updated March 21, 2014