GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,012 COMMITMENTS 772 1,395 633 32,291 31,876 33,696 33,904 316 108 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 2,611) 25 35 120 2,466 2,476 2,611 2,631 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.1 1.9 94.9 93.7 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 4 3 39 48 43 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,312 COMMITMENTS 0 0 0 4,247 4,276 4,247 4,276 65 36 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 99.2 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 17 19 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,918 COMMITMENTS 809 241 368 8,878 9,496 10,055 10,105 863 813 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -13) -4 30 45 133 180 174 255 -187 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.2 3.4 81.3 87.0 92.1 92.6 7.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 5 31 32 38 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,936 COMMITMENTS 323 549 15 2,725 2,735 3,063 3,299 873 637 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -14) 30 40 -15 60 52 75 77 -89 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 13.9 0.4 69.2 69.5 77.8 83.8 22.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 25 26 27 29 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,049 COMMITMENTS 314 160 21 2,995 3,287 3,330 3,468 719 581 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 31) -5 -20 -40 204 112 159 52 -128 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 4.0 0.5 74.0 81.2 82.2 85.7 17.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 1 25 29 26 32 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,139 COMMITMENTS 0 171 0 6,025 5,968 6,025 6,139 114 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 179) 0 0 0 155 179 155 179 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 0.0 98.1 97.2 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 20 15 20 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,861 COMMITMENTS 415 536 429 6,682 6,674 7,526 7,639 335 222 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 188) 90 80 50 308 38 448 168 -260 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 6.8 5.5 85.0 84.9 95.7 97.2 4.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 7 9 30 27 41 38 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,264 COMMITMENTS 110 303 173 1,801 1,611 2,084 2,087 180 177 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 181) 10 30 -20 261 171 251 181 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 13.4 7.6 79.5 71.2 92.0 92.2 8.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 5 3 20 17 25 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,733 COMMITMENTS 219 2,817 112 26,362 23,786 26,693 26,715 40 18 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 383) 0 80 50 323 253 373 383 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 10.5 0.4 98.6 89.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 2 34 16 37 18 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,807 COMMITMENTS 265 1,172 126 4,562 4,168 4,953 5,466 854 341 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 115) -47 20 -20 111 130 44 130 71 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 20.2 2.2 78.6 71.8 85.3 94.1 14.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 5 17 17 23 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 329,082 COMMITMENTS 50,021 61,128 56,593 185,345 176,494 291,959 294,215 37,123 34,867 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 24,406) -5,984 491 9,727 20,142 9,938 23,885 20,156 521 4,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 18.6 17.2 56.3 53.6 88.7 89.4 11.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 34 46 47 73 74 137 142 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,010,714 COMMITMENTS 283,383 423,116 314,543 338,777 238,009 936,703 975,668 74,011 35,046 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -18,251) -4,441 -1,766 -21,195 3,441 3,718 -22,195 -19,243 3,944 992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 41.9 31.1 33.5 23.5 92.7 96.5 7.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 113 81 116 70 63 249 210 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 445,404 COMMITMENTS 198,885 106,292 95,135 145,792 234,849 439,812 436,276 5,592 9,128 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 14,189) -3,895 908 13,613 2,808 -3,627 12,526 10,894 1,663 3,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 23.9 21.4 32.7 52.7 98.7 98.0 1.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 12 23 30 35 59 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 94,480 COMMITMENTS 9,468 37,716 17,678 63,478 35,035 90,624 90,429 3,856 4,051 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 16,787) 6,884 6,442 6,900 5,456 3,682 19,240 17,024 -2,453 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 39.9 18.7 67.2 37.1 95.9 95.7 4.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 16 20 19 20 40 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,984,594 COMMITMENTS 870,212 72,749 345,950 715,623 1530468 1931785 1949167 52,809 35,427 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 19,206) -214 2,694 6,133 2,195 6,205 8,114 15,032 11,092 4,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 3.7 17.4 36.1 77.1 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 30 15 35 66 64 107 104 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 713,989 COMMITMENTS 19,454 216,377 136,148 551,199 358,283 706,801 710,808 7,188 3,181 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 5,242) 75 4,922 3,109 2,290 -2,789 5,474 5,242 -232 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 30.3 19.1 77.2 50.2 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 11 30 28 39 36 72 73 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 90,627 COMMITMENTS 60,053 50,116 9,063 19,974 29,721 89,090 88,900 1,537 1,727 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,359) 2,059 1,401 -1,528 740 1,377 1,271 1,250 88 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 55.3 10.0 22.0 32.8 98.3 98.1 1.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 20 16 25 15 16 45 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,497 COMMITMENTS 12,226 19,650 4,384 14,067 6,668 30,677 30,702 820 795 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -446) -1,755 -558 344 935 -320 -476 -534 30 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 62.4 13.9 44.7 21.2 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 13 17 13 11 36 31 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,555 COMMITMENTS 2,287 3,430 2,467 33,072 32,371 37,826 38,268 729 287 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 496) 363 -141 113 -39 539 437 511 59 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 8.9 6.4 85.8 84.0 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 10 12 9 47 61 61 79 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,026 COMMITMENTS 833 1,290 100 3,961 3,444 4,894 4,834 132 192 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 386) 30 69 33 326 467 389 569 -3 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 25.7 2.0 78.8 68.5 97.4 96.2 2.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 8 3 24 32 29 42 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,629 COMMITMENTS 220 140 654 17,755 18,017 18,629 18,811 1,000 818 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -271) 0 0 0 -511 -287 -511 -287 240 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.7 3.3 90.5 91.8 94.9 95.8 5.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 25 23 28 25 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,895 COMMITMENTS 576 1,600 0 16,807 15,698 17,383 17,298 512 597 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -238) 0 0 0 -238 -260 -238 -260 0 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 8.9 0.0 93.9 87.7 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 9 12 10 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 366,608 COMMITMENTS 6,323 29,643 0 360,285 336,965 366,608 366,608 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -8,969) 0 0 0 -8,969 -8,969 -8,969 -8,969 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 8.1 0.0 98.3 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 11 15 12 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 328,335 COMMITMENTS 30,575 0 0 297,760 328,335 328,335 328,335 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -3,954) 0 0 0 -3,954 -3,954 -3,954 -3,954 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.0 0.0 90.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 10 12 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,029 COMMITMENTS 0 0 0 41,646 41,796 41,646 41,796 383 233 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -1,086) 0 0 0 -1,086 -1,086 -1,086 -1,086 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.4 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 14 12 14 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 686,742 COMMITMENTS 0 0 0 686,742 686,742 686,742 686,742 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -19,923) 0 0 0 -19,923 -19,923 -19,923 -19,923 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: 23) 0 0 0 15 15 15 15 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 149,180 COMMITMENTS 3,950 8,827 4,483 140,493 135,870 148,926 149,180 254 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -3,920) 0 0 0 -3,920 -3,920 -3,920 -3,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 5.9 3.0 94.2 91.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 26 26 28 29 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,919,447 COMMITMENTS 4,738 308,720 0 2914709 2610727 2919447 2919447 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 134,560) 0 0 0 134,560 134,560 134,560 134,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.6 0.0 99.8 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 25 24 26 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,206 COMMITMENTS 0 4,469 1,280 18,903 14,202 20,183 19,951 23 255 CHANGES FROM 07/15/14 (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 22.1 6.3 93.6 70.3 99.9 98.7 0.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 14 12 15 14 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,283 COMMITMENTS 0 1,470 1,280 48,003 46,533 49,283 49,283 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -425) 0 0 0 -425 -425 -425 -425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 2.6 97.4 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 16 12 17 13 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,799 COMMITMENTS 3,258 0 3,200 68,085 71,599 74,543 74,799 256 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -63) 0 0 0 -63 -63 -63 -63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 4.3 91.0 95.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 23 19 25 20 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,954 COMMITMENTS 2,702 0 2,268 34,856 37,558 39,826 39,826 128 128 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -1,666) 1,020 0 0 -2,686 -1,666 -1,666 -1,666 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 5.7 87.2 94.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 18 18 19 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,979 COMMITMENTS 105 880 0 36,874 35,949 36,979 36,829 0 150 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -1,557) 0 0 0 -1,557 -1,579 -1,557 -1,579 0 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.4 0.0 99.7 97.2 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 21 14 22 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 321,571 COMMITMENTS 22,348 11,850 23,480 275,743 286,241 321,571 321,571 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 3.7 7.3 85.7 89.0 100.0 100.0 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 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 917,663 COMMITMENTS 94,686 0 23,690 799,287 893,973 917,663 917,663 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -3,954) 0 0 0 -3,954 -3,954 -3,954 -3,954 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 2.6 87.1 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 18 20 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,719,361 COMMITMENTS 246,851 0 23,520 1448990 1695841 1719361 1719361 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -25,058) -23,520 0 23,520 -25,058 -48,578 -25,058 -25,058 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.0 1.4 84.3 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 20 17 22 18 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 625,842 COMMITMENTS 234,682 0 0 391,160 625,842 625,842 625,842 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -20,532) 0 0 0 -20,532 -20,532 -20,532 -20,532 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 0.0 0.0 62.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 16 16 16 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 452,736 COMMITMENTS 0 0 0 452,736 452,736 452,736 452,736 0 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -2,719) 0 0 0 -2,719 -2,719 -2,719 -2,719 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 16 15 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,939 COMMITMENTS 34 4,288 771 28,423 24,383 29,228 29,442 711 497 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,096) 0 241 64 854 1,335 918 1,640 178 -544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 14.3 2.6 94.9 81.4 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 4 5 37 33 42 40 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,689 COMMITMENTS 484 3,260 355 14,627 11,842 15,466 15,457 223 232 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 739) 91 135 42 560 542 693 719 46 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 20.8 2.3 93.2 75.5 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 2 30 23 34 26 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,921 COMMITMENTS 201 190 119 4,066 4,384 4,386 4,693 535 228 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 218) 36 0 0 192 248 228 248 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 3.9 2.4 82.6 89.1 89.1 95.4 10.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 20 18 22 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,642,836 COMMITMENTS 467,574 96,130 563,586 515,037 919,302 1546197 1579018 96,639 63,818 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -78,868) -22,155 6,004 -17,360 -40,291 -62,961 -79,806 -74,317 938 -4,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 5.9 34.3 31.4 56.0 94.1 96.1 5.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 129 71 146 94 104 299 274 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,110 COMMITMENTS 72,092 16,168 1,321 54,810 91,480 128,223 108,969 22,887 42,141 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,357) 2,715 20 -134 5,479 4,064 8,060 3,950 -4,703 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 10.7 0.9 36.3 60.5 84.9 72.1 15.1 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 5 13 16 21 23 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,714 COMMITMENTS 21,189 44,586 38,786 31,706 9,597 91,681 92,969 6,033 4,745 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -3,860) 2,213 -84 -3,202 -3,057 -1,211 -4,046 -4,497 186 637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 45.6 39.7 32.4 9.8 93.8 95.1 6.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 16 10 22 11 11 36 34 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,246 COMMITMENTS 30 0 0 11,106 11,234 11,136 11,234 110 12 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -1,852) -30 0 0 -1,812 -1,849 -1,842 -1,849 -10 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.8 99.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 9 18 9 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 44,696 COMMITMENTS 31,853 6,439 906 8,477 36,215 41,236 43,560 3,460 1,136 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,125) 683 14 -9 466 1,238 1,140 1,243 -15 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 14.4 2.0 19.0 81.0 92.3 97.5 7.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 108 34 9 28 42 143 81 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,716 COMMITMENTS 55,037 7,027 294 9,846 61,642 65,177 68,963 5,539 1,753 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -1,717) -1,201 -561 -79 -330 -1,194 -1,610 -1,834 -107 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.8 9.9 0.4 13.9 87.2 92.2 97.5 7.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 111 31 10 31 41 147 79 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 296,711 COMMITMENTS 96,230 46,811 44,100 135,282 189,230 275,612 280,141 21,099 16,570 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -21,902) -9,002 -8,675 -4,386 -6,288 -9,907 -19,676 -22,968 -2,226 1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 15.8 14.9 45.6 63.8 92.9 94.4 7.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 70 40 61 69 96 172 170 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,169 COMMITMENTS 8,169 0 2,579 5,142 11,312 15,890 13,891 3,279 5,278 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,294) -329 0 243 1,151 796 1,065 1,039 229 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 0.0 13.5 26.8 59.0 82.9 72.5 17.1 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 0 6 9 16 17 22 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,306 COMMITMENTS 0 0 0 19,076 16,124 19,076 16,124 230 3,182 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 83.5 98.8 83.5 1.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 14 15 14 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 15,829 COMMITMENTS 0 698 742 13,395 13,281 14,137 14,721 1,692 1,108 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 125) 0 223 242 -600 -50 -358 415 483 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 4.7 84.6 83.9 89.3 93.0 10.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 17 16 19 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,570 COMMITMENTS 5,925 7,863 555 4,699 3,082 11,179 11,500 391 70 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 705) 440 665 0 65 -10 505 655 200 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 68.0 4.8 40.6 26.6 96.6 99.4 3.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 13 2 3 6 4 20 8 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,659 COMMITMENTS 2,987 2,752 1,846 288 711 5,121 5,309 538 350 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 209) 14 -226 226 -1 239 239 239 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 48.6 32.6 5.1 12.6 90.5 93.8 9.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 10 13 3 3 17 22 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,230 COMMITMENTS 972 1,045 1,000 5,228 5,079 7,200 7,124 30 106 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 510) 495 50 0 150 595 645 645 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 14.5 13.8 72.3 70.2 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 3 19 17 25 23 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,587 COMMITMENTS 2,600 375 475 51,095 53,719 54,170 54,569 417 18 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,360) 0 25 0 1,735 4,410 1,735 4,435 -375 -3,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.7 0.9 93.6 98.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 2 2 36 38 42 42 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,137 COMMITMENTS 4,830 75 10 9,168 13,899 14,008 13,984 129 153 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 75) 75 0 0 0 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 0.5 0.1 64.9 98.3 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 1 12 8 17 10 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,098 COMMITMENTS 785 0 0 33,308 34,098 34,093 34,098 5 0 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 465) 0 0 0 595 465 595 465 -130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 97.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 26 21 29 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,005 COMMITMENTS 385 2,725 300 7,270 4,830 7,955 7,855 50 150 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 150) 0 150 0 200 0 200 150 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 34.0 3.7 90.8 60.3 99.4 98.1 0.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 1 18 12 23 16 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,432 COMMITMENTS 1,883 2,927 524 19,538 18,420 21,945 21,871 487 561 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 70) 0 0 0 65 70 65 70 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 13.0 2.3 87.1 82.1 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 5 3 31 28 39 36 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,329 COMMITMENTS 1,905 1,139 1,381 16,938 17,719 20,224 20,239 105 90 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,806) 567 174 172 1,548 1,651 2,287 1,997 -481 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 5.6 6.8 83.3 87.2 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 8 6 27 33 39 45 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,273 COMMITMENTS 570 1,130 190 1,353 923 2,113 2,243 160 30 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 243) 140 -10 0 253 303 393 293 -150 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 49.7 8.4 59.5 40.6 93.0 98.7 7.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 9 4 14 11 22 21 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,368 COMMITMENTS 2,340 576 486 14,858 17,024 17,684 18,086 684 282 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 200) 1,650 0 180 200 200 2,030 380 -1,830 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 3.1 2.6 80.9 92.7 96.3 98.5 3.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 13 17 17 21 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,776 COMMITMENTS 2,476 2,159 1,592 28,992 27,778 33,060 31,529 2,716 4,247 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 66) -312 -488 826 654 -179 1,168 159 -1,102 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 6.0 4.4 81.0 77.6 92.4 88.1 7.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 20 22 26 25
Updated July 25, 2014