GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,381 COMMITMENTS 3,827 1,154 170 24,357 27,017 28,354 28,341 27 40 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,312) 30 265 0 1,269 1,021 1,299 1,286 13 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 4.1 0.6 85.8 95.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 3 1 36 45 39 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,693 COMMITMENTS 0 35 0 6,665 6,612 6,665 6,647 28 46 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 287) 0 0 0 287 287 287 287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 99.6 98.8 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 21 20 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,221 COMMITMENTS 917 311 189 9,333 9,929 10,439 10,429 782 792 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,675) 69 30 75 1,421 1,526 1,565 1,631 110 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.8 1.7 83.2 88.5 93.0 92.9 7.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 5 30 33 35 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,222 COMMITMENTS 5 258 126 3,320 2,995 3,451 3,379 771 843 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 219) -30 68 5 231 20 206 93 13 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.1 3.0 78.6 70.9 81.7 80.0 18.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 2 31 29 33 33 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,639 COMMITMENTS 318 217 55 3,611 3,946 3,984 4,218 655 421 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 226) 85 36 0 66 237 151 273 75 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 4.7 1.2 77.8 85.1 85.9 90.9 14.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 4 3 27 33 31 38 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,344 COMMITMENTS 0 220 0 7,244 7,124 7,244 7,344 100 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 475) 0 0 0 515 475 515 475 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.6 97.0 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 20 20 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,327 COMMITMENTS 140 815 214 7,665 7,146 8,019 8,175 308 152 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,042) 90 162 19 977 973 1,086 1,154 -44 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.8 2.6 92.0 85.8 96.3 98.2 3.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 11 4 30 30 36 42 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,103 COMMITMENTS 45 282 115 1,733 1,604 1,893 2,001 210 102 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 135) -20 -40 95 60 50 135 105 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 13.4 5.5 82.4 76.3 90.0 95.1 10.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 5 2 14 14 17 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,770 COMMITMENTS 245 3,935 0 27,189 23,811 27,434 27,746 336 24 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 900) 0 -25 0 950 925 950 900 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 14.2 0.0 97.9 85.7 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 30 15 31 17 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,960 COMMITMENTS 166 1,118 141 5,003 4,409 5,310 5,668 650 292 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 227) 4 -88 38 200 317 242 267 -15 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 18.8 2.4 83.9 74.0 89.1 95.1 10.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 4 22 23 27 29 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 271,644 COMMITMENTS 57,150 67,479 25,776 145,079 153,251 228,005 246,506 43,639 25,138 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -4,671) 2,171 -2,753 1,192 -8,772 -2,749 -5,409 -4,310 738 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 24.8 9.5 53.4 56.4 83.9 90.7 16.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 42 31 44 71 73 140 123 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 997,231 COMMITMENTS 301,207 381,813 331,733 295,012 254,748 927,952 968,294 69,279 28,937 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -26,570) -16,748 -5,860 -627 -6,493 -20,541 -23,868 -27,028 -2,702 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 38.3 33.3 29.6 25.5 93.1 97.1 6.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 132 65 108 62 59 249 187 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 452,774 COMMITMENTS 197,592 121,941 78,742 172,152 246,295 448,486 446,978 4,288 5,796 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -1,649) 843 -6,471 578 -2,978 4,132 -1,557 -1,761 -92 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 26.9 17.4 38.0 54.4 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 21 9 24 27 30 58 55 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 73,711 COMMITMENTS 3,771 30,767 10,029 55,162 27,551 68,962 68,347 4,749 5,364 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,154) -173 4,489 546 5,298 168 5,671 5,203 483 951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 41.7 13.6 74.8 37.4 93.6 92.7 6.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 10 11 15 15 26 27 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,003,179 COMMITMENTS 963,807 27,475 320,333 679,249 1621640 1963389 1969448 39,790 33,731 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -20,369) 3,251 -1,892 -17,703 -7,898 -2,203 -22,350 -21,798 1,981 1,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 1.4 16.0 33.9 81.0 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 36 8 32 67 65 108 100 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 723,100 COMMITMENTS 23,210 227,203 114,793 576,771 377,651 714,774 719,647 8,326 3,453 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 9,053) 4,307 7,230 2,922 1,976 -1,227 9,205 8,925 -152 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 31.4 15.9 79.8 52.2 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 19 27 37 38 69 67 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 81,815 COMMITMENTS 46,038 38,268 12,910 21,414 29,067 80,362 80,245 1,453 1,570 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,259) 932 1,040 658 481 438 2,071 2,136 188 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 46.8 15.8 26.2 35.5 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 18 18 28 14 15 45 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,543 COMMITMENTS 16,623 20,678 2,683 11,692 7,506 30,998 30,867 545 676 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 982) 525 865 -108 515 145 932 902 50 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 65.6 8.5 37.1 23.8 98.3 97.9 1.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 13 16 13 12 34 32 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,417 COMMITMENTS 737 90 32 1,318 2,155 2,087 2,277 330 140 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 369) 70 0 -11 250 360 309 349 60 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 3.7 1.3 54.5 89.2 86.3 94.2 13.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 2 11 15 17 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,742 COMMITMENTS 8,344 3,788 2,902 34,979 39,582 46,225 46,272 517 470 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,546) 362 227 -568 1,818 1,814 1,612 1,473 -66 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 8.1 6.2 74.8 84.7 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 11 9 4 47 59 59 71 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,046 COMMITMENTS 158 30 167 1,045 987 1,370 1,184 676 862 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 40) -76 0 43 20 9 -13 52 53 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.5 8.2 51.1 48.2 67.0 57.9 33.0 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 16 17 18 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,287 COMMITMENTS 117 116 67 747 586 931 769 356 518 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 9.0 5.2 58.0 45.5 72.3 59.8 27.7 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 3 13 12 17 17 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| 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 790 904 60 4,693 4,406 5,543 5,370 84 257 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 651) 86 121 -10 585 526 661 637 -10 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 16.1 1.1 83.4 78.3 98.5 95.4 1.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 6 3 21 29 28 36 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,477 COMMITMENTS 220 768 394 18,040 17,571 18,654 18,733 823 744 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 24) 0 0 0 24 0 24 0 0 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.9 2.0 92.6 90.2 95.8 96.2 4.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 24 22 27 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,390 COMMITMENTS 0 482 1,048 6,708 7,466 7,756 8,996 2,634 1,394 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 0 10 0 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 10.1 64.6 71.9 74.6 86.6 25.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 14 13 16 15 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,779 COMMITMENTS 658 1,810 0 20,993 19,458 21,651 21,268 128 511 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 341) 128 0 0 85 341 213 341 128 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 8.3 0.0 96.4 89.3 99.4 97.7 0.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 15 13 16 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 446,698 COMMITMENTS 3,161 26,481 0 443,537 420,217 446,698 446,698 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 368) 0 0 0 368 368 368 368 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 5.9 0.0 99.3 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 12 17 13 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 359,673 COMMITMENTS 37,319 0 0 322,354 359,673 359,673 359,673 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 0.0 89.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 11 12 12 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,932 COMMITMENTS 0 0 0 48,507 48,678 48,507 48,678 425 254 CHANGES FROM 05/13/14 (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 99.1 99.5 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 11 16 11 16 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 787,905 COMMITMENTS 0 0 0 787,905 787,905 787,905 787,905 0 0 CHANGES FROM 05/13/14 (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: 25) 0 0 0 15 18 15 18 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 150,007 COMMITMENTS 7,870 1,105 2,190 139,693 146,712 149,753 150,007 254 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.7 1.5 93.1 97.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 24 26 26 28 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,780,311 COMMITMENTS 4,282 214,720 1,224 1774805 1564367 1780311 1780311 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 46,880) 0 0 0 46,880 46,880 46,880 46,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 12.1 0.1 99.7 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 26 24 27 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,116 COMMITMENTS 0 5,351 1,280 20,813 15,230 22,093 21,861 23 255 CHANGES FROM 05/13/14 (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 24.2 5.8 94.1 68.9 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 14 11 15 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,639 COMMITMENTS 0 2,394 1,280 55,359 52,965 56,639 56,639 0 0 CHANGES FROM 05/13/14 (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 4.2 2.3 97.7 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 17 15 18 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,685 COMMITMENTS 1,231 850 4,260 62,896 63,554 68,387 68,664 298 21 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -558) 0 105 -105 -453 -558 -558 -558 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.2 6.2 91.6 92.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 24 20 26 21 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,602 COMMITMENTS 2,207 0 2,268 39,957 42,164 44,432 44,432 170 170 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -960) 0 0 0 -960 -960 -960 -960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 5.1 89.6 94.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 18 18 20 19 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,157 COMMITMENTS 105 0 0 43,052 42,987 43,157 42,987 0 170 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 256) 0 0 0 256 256 256 256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 22 14 23 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 357,710 COMMITMENTS 27,892 11,850 23,480 306,338 322,380 357,710 357,710 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.3 6.6 85.6 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 13 15 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 966,273 COMMITMENTS 86,766 0 31,610 847,897 934,663 966,273 966,273 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 3.3 87.7 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 19 20 20 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,651,976 COMMITMENTS 195,376 0 47,040 1409560 1604936 1651976 1651976 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 32,760) 0 0 0 32,760 32,760 32,760 32,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.0 2.8 85.3 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 22 17 24 18 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 685,101 COMMITMENTS 248,938 0 0 436,163 685,101 685,101 685,101 0 0 CHANGES FROM 05/13/14 (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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 508,519 COMMITMENTS 0 0 0 508,519 508,519 508,519 508,519 0 0 CHANGES FROM 05/13/14 (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: 25) 0 0 0 15 17 15 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,891 COMMITMENTS 250 900 294 20,885 20,296 21,429 21,490 462 401 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,141) -217 27 -262 1,596 1,356 1,117 1,121 24 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.1 1.3 95.4 92.7 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 1 35 33 37 37 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,609 COMMITMENTS 300 1,935 605 13,610 11,593 14,515 14,133 94 476 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,389) 50 1,328 77 1,262 -1 1,389 1,404 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 13.2 4.1 93.2 79.4 99.4 96.7 0.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 2 26 20 30 23 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,789 COMMITMENTS 0 348 86 5,060 5,039 5,146 5,473 643 316 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 355) 0 -5 0 225 330 225 325 130 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 1.5 87.4 87.0 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 17 17 19 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,607,523 COMMITMENTS 507,592 97,384 509,598 491,241 920,424 1508431 1527406 99,092 80,117 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -19,880) 12,512 -9,957 7,302 -41,945 -20,127 -22,131 -22,782 2,251 2,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 6.1 31.7 30.6 57.3 93.8 95.0 6.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 122 77 144 85 101 285 273 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,447 COMMITMENTS 64,029 11,876 286 60,437 94,579 124,752 106,741 23,695 41,706 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,711) -671 -142 -172 1,150 1,236 307 922 1,404 789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 8.0 0.2 40.7 63.7 84.0 71.9 16.0 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 3 3 15 18 22 22 WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765L FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,556 COMMITMENTS 22,515 57,651 1,093 84,119 29,910 107,727 88,654 15,829 34,902 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,881) 0 1,318 -32 1,718 -300 1,686 986 195 895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 46.7 0.9 68.1 24.2 87.2 71.8 12.8 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 2 14 4 17 9 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,715 COMMITMENTS 16,646 35,787 34,072 28,860 11,838 79,578 81,697 7,137 5,018 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -4,639) 2,968 353 -6,653 -1,599 1,926 -5,284 -4,374 645 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 41.3 39.3 33.3 13.7 91.8 94.2 8.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 11 16 10 11 28 30 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,720 COMMITMENTS 90 0 0 13,495 13,702 13,585 13,702 135 18 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -1,518) 0 0 0 -1,503 -1,495 -1,503 -1,495 -15 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 98.4 99.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 9 17 9 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,517 COMMITMENTS 28,039 6,218 1,530 10,691 34,485 40,260 42,233 3,257 1,284 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -979) 164 315 -530 -569 -771 -935 -986 -44 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 14.3 3.5 24.6 79.2 92.5 97.0 7.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 106 38 15 30 40 146 87 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,109 COMMITMENTS 53,957 7,132 738 10,483 60,208 65,178 68,078 4,931 2,031 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,677) 2,096 1,476 69 208 2,296 2,373 3,841 304 -1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 10.2 1.1 15.0 85.9 93.0 97.1 7.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 109 34 9 27 39 140 81 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 346,174 COMMITMENTS 111,460 42,492 60,512 149,796 227,662 321,768 330,666 24,406 15,508 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,491) -294 1,156 3,299 2,433 1,071 5,438 5,526 1,053 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 12.3 17.5 43.3 65.8 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 82 39 64 74 98 188 177 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,646 COMMITMENTS 550 1,637 73 6,060 4,756 6,683 6,466 2,963 3,180 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 590) 251 120 -10 -194 223 47 333 543 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 17.0 0.8 62.8 49.3 69.3 67.0 30.7 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 2 13 15 17 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,093 COMMITMENTS 5,538 7,571 350 5,971 4,049 11,859 11,970 234 123 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,889) 1,481 3,158 -88 1,503 -181 2,896 2,889 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 62.6 2.9 49.4 33.5 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 3 5 6 4 18 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,371 COMMITMENTS 950 1,159 500 6,905 6,616 8,355 8,275 16 96 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 987) 100 -38 400 487 625 987 987 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 13.8 6.0 82.5 79.0 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 3 25 23 29 28 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 67,795 COMMITMENTS 3,806 636 175 63,136 66,798 67,117 67,609 678 186 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,181) 305 -75 -25 901 1,351 1,181 1,251 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.9 0.3 93.1 98.5 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 5 1 34 39 41 45 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,938 COMMITMENTS 6,170 100 100 9,535 15,695 15,805 15,895 133 43 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 719) 100 0 100 509 619 709 719 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 0.6 0.6 59.8 98.5 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 11 12 15 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,533 COMMITMENTS 1,020 0 0 36,390 37,533 37,410 37,533 123 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 220) 0 0 0 220 220 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.0 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 28 20 30 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,377 COMMITMENTS 471 3,160 417 8,439 5,600 9,327 9,177 50 200 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 250) -50 125 325 -25 -200 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 33.7 4.4 90.0 59.7 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 5 4 22 20 30 28 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,642 COMMITMENTS 1,993 5,451 963 21,230 17,674 24,186 24,088 456 554 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,263) 25 457 650 652 168 1,327 1,275 -64 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 22.1 3.9 86.2 71.7 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 7 4 35 29 42 38 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,573 COMMITMENTS 1,434 1,576 382 15,706 15,512 17,522 17,470 51 103 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 966) 249 -97 262 431 801 942 966 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 9.0 2.2 89.4 88.3 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 7 5 25 32 33 42 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,280 COMMITMENTS 375 1,105 240 1,545 840 2,160 2,185 120 95 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 120) -30 60 -10 150 30 110 80 10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 48.5 10.5 67.8 36.8 94.7 95.8 5.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 9 5 19 16 25 27 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,851 COMMITMENTS 2,900 384 568 16,659 19,567 20,127 20,519 724 332 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 288) 0 0 0 300 300 300 300 -12 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 1.8 2.7 79.9 93.8 96.5 98.4 3.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 14 16 18 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,956 COMMITMENTS 3,332 2,730 968 31,934 32,861 36,234 36,559 4,722 4,397 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 627) 624 1,840 100 -70 -1,177 654 763 -27 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 6.7 2.4 78.0 80.2 88.5 89.3 11.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 3 17 22 21 27
Updated May 23, 2014